# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0001752724-23-044423
**Filing Date:** 2023-2
**Character Count:** 835969
**Document Hash:** 41cb5bcaefc11cd096d5c34daaf5d2f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044423.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044423

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000790166
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 23679452

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LB SERIES FUND INC
- **DATE OF NAME CHANGE:** 19950428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19940824

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Balanced Income Plus Portfolio (Series ID: S000001432)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003839 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04603

- **c. CIK number of Registrant:** 0000790166

- **d. LEI of Registrant:** 549300VNHRP1O3O9AF57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT BALANCED INCOME PLUS PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001432

- **c. LEI of Series:** G6AL26GWOV90D51UXG57

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $437694785.41

**Total Liabilities:** $32542478.48

**Net Assets:** $405152306.93

**Delayed Delivery Securities:** $32087042.66

**Cash Not Reported:** $378290.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -412.37000000 | **1-Year:** -3612.94000000 | **5-Year:** -13991.66000000 | **10-Year:** -28474.59000000 | **30-Year:** -57301.00000000

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

- **3-Month:** -143.28000000 | **1-Year:** -2681.26000000 | **5-Year:** -14801.02000000 | **10-Year:** -7954.18000000 | **30-Year:** -6806.14000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003839 | 2.48%                | 4.11%                | -2.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1210491.23             | $11907360.72                               |
| Month 2  | $-2737325.29             | $17711794.70                               |
| Month 3  | $-441465.12              | $-11189217.75                              |

**Designated Index Information**

- **Index Name:** 35% MSCI All Country World Index ex USA, 24.75% Bloomberg US Mortgage Backed Securities Index, 15.13% Credit Suisse Leveraged Loan Index, 15.13% Bloomberg US High Yield Ba/B 2% Issuer Capped Index, 10% S&P 1500 Composite Index

- **Index Identifier:** MXWD, LUMSTRUU, LF89TRUU, LEVLOAN, SPR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ionis Pharmaceuticals Inc                                                                        | Ionis Pharmaceuticals, Inc.                                             | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      4687 | NS      | $177027.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30970.18     | 0.01%             | 2029-06-07      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $25159.29     | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47352.88     | 0.01%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Sanfilippo John B & Son Inc                                                                      | John B. Sanfilippo & Son, Inc.                                          | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      4090 | NS      | $332598.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                                         | Owl Rock Core Income Corporation                                        | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55905.93     | 0.01%             | 2027-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                      | Asurion, LLC, Term Loan                                                 | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | DBT              | CORP              | US        |     26578 | PA      | $23205.94     | 0.01%             | 2027-07-31      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                                   | Halliburton Company                                                     | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38579.36     | 0.01%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                              | Alexandria Real Estate Equities, Inc.                                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2118 | NS      | $308529.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals North America Inc                                                                 | United Rentals North America, Inc.                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66335.50     | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co                                                                     | Portland General Electric Company                                       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      3360 | NS      | $164640.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VFH PARENT LLC                                                                                   | VFH Parent, LLC, Term Loan                                              | CUSIP: N/A<br>LEI: 549300FRO9M476YHHY64       | Long             | DBT              | CORP              | US        |     77000 | PA      | $74805.50     | 0.02%             | 2029-01-13      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                   | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79874.42     | 0.02%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                     | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $901265.63    | 0.22%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103224.33    | 0.03%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance Llc                                                                     | Hilton Worldwide Finance, LLC, Term Loan                                | CUSIP: N/A<br>LEI: 549300406TN7EY0NPH20       | Long             | DBT              | CORP              | US        |    188000 | PA      | $187251.76    | 0.05%             | 2026-06-21      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                                                                        | Edgewell Personal Care Company                                          | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46761.50     | 0.01%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                                            | Burlington Stores, Inc., Convertible                                    | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $276000.00    | 0.07%             | 2025-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands III B V                                                  | Teva Pharmaceutical Finance Netherlands III BV                          | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    151000 | PA      | $132049.50    | 0.03%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69347.30     | 0.02%             | 2028-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                                                               | Houlihan Lokey, Inc.                                                    | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2826 | NS      | $246314.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                     | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1423578.13   | 0.35%             | 2025-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                                      | NVIDIA Corporation                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19190.74     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                                              | Avery Dennison Corporation                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       426 | NS      | $77106.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS                                                                          | Brookfield WEC Holdings, Inc., Term Loan                                | CUSIP: N/A<br>LEI: 5493002M6GRSU1IWMG57       | Long             | DBT              | CORP              | US        |    188000 | PA      | $185082.24    | 0.05%             | 2025-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                                        | Baxter International, Inc.                                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      9829 | NS      | $500984.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Credit Strategies Income Fd                                                               | Nuveen Credit Strategies Income Fund                                    | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     16650 | NS      | $84748.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | American Airlines, Inc.                                                 | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    156000 | PA      | $167325.48    | 0.04%             | 2025-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                                                               | Central Parent, Inc., Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    225000 | PA      | $222698.25    | 0.05%             | 2029-07-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                       | Pfizer, Inc.                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     17063 | NS      | $874308.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gci Llc                                                                                          | GCI, LLC                                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58805.63     | 0.01%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Customers Bancorp Inc                                                                            | Customers Bancorp, Inc.                                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1654 | NS      | $46874.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Invs Inc                                                                        | Omega Healthcare Investors, Inc.                                        | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42385.91     | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                                                         | United States Steel Corporation                                         | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78622.36     | 0.02%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| Apple Incorporation                                                                              | Apple, Inc.                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     20795 | NS      | $2701894.35   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                                               | Ivanhoe Mines, Ltd.                                                     | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     29722 | NS      | $234878.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Capital Plc                                                                               | Diageo Capital plc                                                      | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     36000 | PA      | $33008.52     | 0.01%             | 2025-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Emerald Holding Inc                                                                              | Emerald Holding, Inc.                                                   | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       625 | NS      | $2212.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34250.00     | 0.01%             | 2026-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation New                                                                          | Chevron Corporation                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       461 | NS      | $82744.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                                                                                 | Topgolf Callaway Brands Corporation, Convertible                        | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |    108000 | PA      | $140467.50    | 0.03%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $55233.41     | 0.01%             | 2083-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                                                        | Warner Bros. Discovery, Inc.                                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     21713 | NS      | $205839.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                                                    | Welltower, Inc.                                                         | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39752.69     | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46455.58     | 0.01%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc., Term Loan                                                | CUSIP: N/A<br>LEI: XQM2JINI1UL7642TU573       | Long             | DBT              | CORP              | US        |     68668 | PA      | $67752.26     | 0.02%             | 2024-09-12      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                               | Union Pacific Corporation                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1091 | NS      | $225913.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PINE STREET TRUST I                                                                              | Pine Street Trust I                                                     | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41614.18     | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson                                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5975 | NS      | $1055483.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME E-mini S&P 500 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        43 | NC      | $-138110.99   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bnp Paribas Medium Terminal Nts Book Entry 3a2                                                   | BNP Paribas SA                                                          | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     67000 | PA      | $63467.65     | 0.02%             | 2025-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                         | Community Health Systems, Inc.                                          | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     58000 | PA      | $29809.85     | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28448.96     | 0.01%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                      | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38166.60     | 0.01%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Aberdeen Asia-Pacific Income Fund Inc                                                            | Aberdeen Asia-Pacific Income Fund, Inc.                                 | CUSIP: 003009107<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |     24445 | NS      | $64290.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES HOLDINGS                                                             | Amentum Government Services Holdings, LLC, Term  Loan                   | CUSIP: N/A<br>LEI: 5493008CT6B5L54YSE94       | Long             | DBT              | CORP              | US        |    126000 | PA      | $122495.94    | 0.03%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44632.53     | 0.01%             | 2029-11-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                                                   | CarVal CLO, Ltd.                                                        | CUSIP: 14686FAG3<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-O            | CORP              | XX        |    350000 | PA      | $339261.30    | 0.08%             | 2034-04-21      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                       | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43070.31     | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                      | Netflix, Inc.                                                           | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48279.32     | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations Lp                                                                     | Hess Midstream Operations, LP                                           | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58445.10     | 0.01%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                | Omnicom Group, Inc.                                                     | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62474.89     | 0.02%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Chart Inds Inc                                                                                   | Chart Industries, Inc., Convertible                                     | CUSIP: 16115QAD2<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     91000 | PA      | $180726.00    | 0.04%             | 2024-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                           | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     84000 | PA      | $78015.00     | 0.02%             | 2025-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                             | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34070.96     | 0.01%             | 2025-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $35350.67     | 0.01%             | 2027-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, 4.625%                                                  | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      1300 | NS      | $24843.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                                   | Microsoft Corporation                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     16918 | NS      | $4057274.76   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                                                       | NBN Company, Ltd.                                                       | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     82000 | PA      | $65052.59     | 0.02%             | 2031-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group Corp                                                                      | Aviation Capital Group, LLC                                             | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45231.55     | 0.01%             | 2025-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Nuveen Preferred & Income Secs Fd                                                                | Nuveen Quality Preferred Income Fund II                                 | CUSIP: 67072C105<br>LEI: 1V4KW82TOLZ6S7J7N128 | Long             |  | RF                | US        |      2525 | NS      | $17170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley, 7.125%                                                  | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      3100 | NS      | $77965.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                            | Level 3 Financing, Inc.                                                 | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78770.00     | 0.02%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Helios Technologies Inc                                                                          | Helios Technologies, Inc.                                               | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      5618 | NS      | $305843.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $59514.00     | 0.01%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                          | Consolidated Energy Finance SA                                          | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    118000 | PA      | $100261.86    | 0.02%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Nxp B V  Nxp Funding Llc                                                                         | NXP BV/NXP Funding, LLC                                                 | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     48000 | PA      | $47632.57     | 0.01%             | 2024-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 4.200%                                     | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      4400 | NS      | $76780.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, Inc.                                                            | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     56000 | PA      | $42496.38     | 0.01%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Salesforce Common Inc                                                                            | Salesforce, Inc.                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3452 | NS      | $457700.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Company                                                                         | Procter & Gamble Company                                                | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29030.67     | 0.01%             | 2030-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XBZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2261264 | PA      | $1920660.70   | 0.47%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation                                            | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85092.90     | 0.02%             | 2025-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Qbe Insurance Group Ltd                                                                          | QBE Insurance Group, Ltd.                                               | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |     84000 | PA      | $79184.97     | 0.02%             | 2025-05-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                   | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $213788.40    | 0.05%             | 2051-02-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Iaa Spinco Inc                                                                                   | IAA, Inc.                                                               | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      7123 | NS      | $284920.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                           | BP Capital Markets plc                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    116000 | PA      | $101500.00    | 0.03%             | 2030-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                                         | Energy Transfer, LP                                                     | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40742.65     | 0.01%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                      | Phillips 66                                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        86 | NS      | $8950.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitedhealth Group Inc                                                                           | UnitedHealth Group, Inc.                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       170 | NS      | $90130.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                                                              | NCL Corporation, Ltd.                                                   | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     29000 | PA      | $25122.70     | 0.01%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Sba Senior Finance II Llc                                                                        | SBA Senior Finance II, LLC, Term Loan                                   | CUSIP: N/A<br>LEI: 549300PVT2ADFWMYEW87       | Long             | DBT              | CORP              | US        |    249000 | PA      | $247894.44    | 0.06%             | 2025-04-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                           | Goodyear Tire & Rubber Company                                          | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37536.73     | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                                                               | Enphase Energy, Inc.                                                    | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       658 | NS      | $174343.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                                                            | Lantheus Holdings, Inc.                                                 | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      4526 | NS      | $230644.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvr Inc                                                                                          | NVR, Inc.                                                               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       112 | NS      | $516608.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                             | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     83000 | PA      | $66807.38     | 0.02%             | 2031-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                           | Mitsubishi UFJ Financial Group, Inc.                                    | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     91000 | PA      | $78891.51     | 0.02%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                             | CHNGE Mortgage Trust                                                    | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    586565 | PA      | $579286.31    | 0.14%             | 2057-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation New                                                                    | Valero Energy Corporation                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2877 | NS      | $364976.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                                        | Tesla, Inc.                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4889 | NS      | $602227.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Secur                                                                   | Bankers Healthcare Group Securitization Trust                           | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    501584 | PA      | $497447.59    | 0.12%             | 2035-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Capital Holdings Inc                                                              | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37005.71     | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                   | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    116000 | PA      | $101530.74    | 0.03%             | 2026-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd                                                                                        | Bunge, Ltd.                                                             | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |       410 | NS      | $40905.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvs Health Corp                                                                                  | CVS Health Corporation                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3456 | NS      | $322064.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Sts Lime & Minerals Inc                                                                   | United States Lime & Minerals, Inc.                                     | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      2028 | NS      | $285461.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                             | Freeport-McMoRan, Inc.                                                  | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    128000 | PA      | $119218.49    | 0.03%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CITYMD BIDCO LLC                                                                              | WP CityMD Bidco, LLC, Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    122691 | PA      | $122394.05    | 0.03%             | 2028-12-23      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                                           | Bunge, Ltd. Finance Corporation                                         | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73044.25     | 0.02%             | 2031-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1380004 | PA      | $1179946.91   | 0.29%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Kla Corp                                                                                         | KLA-Tencor Corporation                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       146 | NS      | $55046.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                         | Canadian Pacific Railway Company                                        | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $33956.63     | 0.01%             | 2031-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Tr                                                                             | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    218000 | PA      | $179305.00    | 0.04%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Blackrock Income Trust Inc                                                                       | BlackRock Income Trust, Inc.                                            | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      1549 | NS      | $19114.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc America Mortgage Secs Inc                                                                   | Banc of America Mortgage Securities Trust                               | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83479 | PA      | $74407.44     | 0.02%             | 2035-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                                      | Hologic, Inc.                                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2775 | NS      | $207597.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1375209 BC LTD                                                                                   | 1375209 BC, Ltd.                                                        | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     58000 | PA      | $56477.50     | 0.01%             | 2028-01-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    439351 | PA      | $17601.07     | 0.00%             | 2027-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                                        | Mylan, Inc.                                                             | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33650.65     | 0.01%             | 2023-11-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $167586.90    | 0.04%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Magallanes, Inc.                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33774.35     | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                                                                      | Stratus CLO, Ltd.                                                       | CUSIP: 863162AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    425000 | PA      | $386338.60    | 0.10%             | 2029-12-29      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Sabre Glbl Inc                                                                                   | Sabre GLBL, Inc., Convertible                                           | CUSIP: 78573NAE2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    107000 | PA      | $114693.30    | 0.03%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Tri Continental Corp                                                                             | Tri-Continental Corporation                                             | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      1274 | NS      | $32652.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                                                               | CNX Resources Corporation                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41406.48     | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                                                                                      | Dropbox, Inc.                                                           | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     14065 | NS      | $314774.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dtz United States Borrower Llc                                                                   | Cushman & Wakefield US Borrower, LLC, Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    125677 | PA      | $122580.24    | 0.03%             | 2025-08-21      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                                                                        | Halozyme Therapeutics, Inc.                                             | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      3033 | NS      | $172577.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nustar Logistics L P                                                                             | Nustar Logistics, LP, 10.813%                                           | CUSIP: 67059T204<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | EP               | CORP              | US        |      1536 | NS      | $37171.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Corp                                                                                        | Sony Group Corporation ADR                                              | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      4983 | NS      | $380103.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust High Income Long  Short Fd                                                           | First Trust High Income Long/Short Fund                                 | CUSIP: 33738E109<br>LEI: JUEVI6DHENZLPUBV7E49 | Long             |  | RF                | US        |      7249 | NS      | $83001.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                                                             | BANK 2021-BNK37                                                         | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $246981.69    | 0.06%             | 2064-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                             | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141704.42    | 0.03%             | 2024-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Zumiez Inc                                                                                       | Zumiez, Inc.                                                            | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      7723 | NS      | $167898.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                          | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    683560 | PA      | $659387.67    | 0.16%             | 2051-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    158000 | PA      | $139237.50    | 0.03%             | 2025-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                                           | PENN Entertainment, Inc.                                                | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $55300.26     | 0.01%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hometrust Bancshares Inc                                                                         | Hometrust Bancshares, Inc.                                              | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $13220.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHES BUYER INC                                                                                 | Arches Buyer, Inc., Term Loan                                           | CUSIP: N/A<br>LEI: 2549009ADY4208OH2Y47       | Long             | DBT              | CORP              | US        |     54000 | PA      | $49837.68     | 0.01%             | 2027-12-06      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                                         | Encore Capital Group, Inc.                                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       691 | NS      | $33126.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3700000 | PA      | $3588926.26   | 0.89%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | Fifth Third Bancorp                                                     | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     84000 | PA      | $78037.46     | 0.02%             | 2025-09-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                             | Magic MergerCo, Inc.                                                    | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     47000 | PA      | $37812.94     | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1798886 | PA      | $1586155.12   | 0.39%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49650.12     | 0.01%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL                                                                        | Weatherford International, Ltd.                                         | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     73000 | PA      | $70102.50     | 0.02%             | 2030-04-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                                        | iStar, Inc.                                                             | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83293.59     | 0.02%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1086518 | PA      | $988207.68    | 0.24%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                                          | CMG Media Corporation, Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    237277 | PA      | $221643.01    | 0.05%             | 2026-12-17      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company Medium Terminal Senior Nts Book Entry                                      | Wells Fargo & Company                                                   | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25579.91     | 0.01%             | 2024-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Select Income Reit                                                                               | Office Properties Income Trust                                          | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21782.91     | 0.01%             | 2024-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Virgin Media Investment Holdings Ltd                                                             | Virgin Media Bristol, LLC, Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    190000 | PA      | $186540.10    | 0.05%             | 2028-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection Llc                                                                    | Caesars Resort Collection, LLC, Term Loan                               | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | DBT              | CORP              | US        |    129323 | PA      | $128881.68    | 0.03%             | 2025-07-20      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                                                                               | Greenbrier Companies, Inc., Convertible                                 | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    102000 | PA      | $89913.00     | 0.02%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Sunoco Lp  Sunoco Finance Corp                                                                   | Sunoco, LP                                                              | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85233.70     | 0.02%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63485.26     | 0.02%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GIP II BLUE HOLDING LP                                                                           | GIP II Blue Holding, LP, Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     73572 | PA      | $72820.72     | 0.02%             | 2028-09-29      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Archrock Partners L P  Archrock Partners Finance Corp                                            | Archrock Partners, LP/Archrock Partners Finance Corporation             | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73200.96     | 0.02%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| InteractIVe Brokers Group Inc                                                                    | Interactive Brokers Group, Inc.                                         | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       510 | NS      | $36898.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                                       | Verus Securitization Trust                                              | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305062 | PA      | $253506.46    | 0.06%             | 2066-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                                         | Hilton Domestic Operating Company, Inc.                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     29000 | PA      | $23223.20     | 0.01%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                            | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24381.43     | 0.01%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                | NatWest Group plc                                                       | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     62000 | PA      | $44387.54     | 0.01%             | 2031-06-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                                    | McKesson Corporation                                                    | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31078.26     | 0.01%             | 2025-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                                       | Kellogg Company                                                         | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       873 | NS      | $62192.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Equipment Finance Receiva                                                                   | Amur Equipment Finance Receivables XI, LLC                              | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $543928.77    | 0.13%             | 2028-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation Ind                                                                 | Lincoln National Corporation                                            | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41518.78     | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Inc                                                                               | NextEra Energy, Inc.                                                    | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2543 | NS      | $212594.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                                                              | Glacier Bancorp, Inc.                                                   | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      3043 | NS      | $150385.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                                           | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                   | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     17000 | PA      | $16000.94     | 0.00%             | 2025-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                                          | Jazz Financing Lux SARL, Term Loan                                      | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | DBT              | CORP              | US        |    249000 | PA      | $246470.16    | 0.06%             | 2028-05-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Idex Corp                                                                                        | IDEX Corporation                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       704 | NS      | $160744.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                                                        | Jabil, Inc.                                                             | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39714.17     | 0.01%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                                     | Ares XL CLO, Ltd.                                                       | CUSIP: 04016GBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | XX        |    250000 | PA      | $228047.75    | 0.06%             | 2029-01-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Bloomin Brands Inc                                                                               | Bloomin' Brands, Inc.                                                   | CUSIP: 094235108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1733 | NS      | $34867.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                                                                   | Metropolitan Bank Holding Corporation                                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $4928.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                                                                      | Popular, Inc.                                                           | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1091 | NS      | $72355.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ss&C Technologies Inc                                                                            | SS&C Technologies, Inc., Term Loan                                      | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | DBT              | CORP              | US        |     34995 | PA      | $34348.78     | 0.01%             | 2025-04-16      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co                                                                                   | Kraft Heinz Company                                                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       800 | NS      | $32568.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                                  | CMS Energy Corporation, 4.200%                                          | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      5200 | NS      | $91884.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                                                                        | ANSYS, Inc.                                                             | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       991 | NS      | $239415.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Financing SBC Trust                                                                      | Silver Hill Trust                                                       | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78247 | PA      | $73686.64     | 0.02%             | 2049-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Secs Inc                                                                   | Banc of America Mortgage Securities Trust                               | CUSIP: 05949CFW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28094 | PA      | $23828.50     | 0.01%             | 2035-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Bkggroup Ltd                                                             | Australia and New Zealand Banking Group, Ltd.                           | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    102000 | PA      | $92211.87     | 0.02%             | 2030-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58058.85     | 0.01%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                     | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2190000 | PA      | $1920014.06   | 0.47%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                           | Lumen Technologies, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | DBT              | CORP              | US        |    262000 | PA      | $248478.18    | 0.06%             | 2027-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                         | Hilcorp Energy I, LP/Hilcorp Finance Company                            | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $55226.61     | 0.01%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                                          | PTC, Inc.                                                               | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31501.15     | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 4.250%                                                  | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2850 | NS      | $48963.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HERTZ CORP/THE                                                                                   | Hertz Corporation                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37687.50     | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                             | GCAT Trust                                                              | CUSIP: 36170HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    389440 | PA      | $372161.97    | 0.09%             | 2067-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                  | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     78000 | PA      | $66619.15     | 0.02%             | 2026-06-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Hope Bancorp Inc                                                                                 | Hope Bancorp, Inc.                                                      | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      9836 | NS      | $125999.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, 4.700%                                                  | CUSIP: 74460W594<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       325 | NS      | $6272.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                       | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $42577.29     | 0.01%             | 2029-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                                            | General Dynamics Corporation                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1782 | NS      | $442132.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                                                     | Teradyne, Inc., Convertible                                             | CUSIP: 880770AG7<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | DBT              | CORP              | US        |      6000 | PA      | $16507.20     | 0.00%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Oge Energy Corp                                                                                  | OGE Energy Corporation                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       811 | NS      | $32075.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                            | Caesars Entertainment, Inc.                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     73000 | PA      | $59408.13     | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                         | Univision Communications, Inc., Term Loan                               | CUSIP: N/A<br>LEI: 549300YQDE2JSGTL8V47       | Long             | DBT              | CORP              | US        |    118701 | PA      | $114893.07    | 0.03%             | 2029-01-31      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALLIED UNIVERSAL                                                                 | Allied Universal Holdco, LLC                                            | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $82593.00     | 0.02%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate Llc  Alliant Holdings Co-Issuer Inc                                | Alliant Holdings Intermediate, LLC                                      | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $33257.82     | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4574929 | PA      | $3733440.61   | 0.92%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                            | Molina Healthcare, Inc.                                                 | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49279.86     | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Connectone Bancorp Inc New                                                                       | ConnectOne Bancorp, Inc.                                                | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       133 | NS      | $3219.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                                                                  | Planet Labs PBC                                                         | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2082 | NS      | $9056.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Plc                                                                                     | Barclays plc                                                            | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $33211.34     | 0.01%             | 2024-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                                            | Scripps Escrow II, Inc.                                                 | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $28087.50     | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods Inc                                                                              | TreeHouse Foods, Inc.                                                   | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     78000 | PA      | $66300.00     | 0.02%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                            | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $77482.95     | 0.02%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                                      | Caesars Entertainment, Inc.                                             | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34389.25     | 0.01%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                         | Hilcorp Energy I, LP/Hilcorp Finance Company                            | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62304.66     | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                                             | Covert Mergeco, Inc.                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43421.31     | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc                                                                                  | Dcert Buyer, Inc., Term Loan                                            | CUSIP: N/A<br>LEI: 549300EF826JEEUCHZ67       | Long             | DBT              | CORP              | US        |    153000 | PA      | $147589.92    | 0.04%             | 2026-10-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                               | Banco Santander SA                                                      | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     51000 | PA      | $41296.63     | 0.01%             | 2026-11-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                            | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    222000 | PA      | $206513.27    | 0.05%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     13284 | NS      | $324793.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corporation                                                                   | John Deere Capital Corporation                                          | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74833.68     | 0.02%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                                                                          | 510 Asset Backed Trust                                                  | CUSIP: 33835JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328685 | PA      | $294655.23    | 0.07%             | 2061-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc., Convertible                                        | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    289000 | PA      | $303507.80    | 0.07%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MTR CO DEL                                                                                  | Ford Motor Company                                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     19415 | NS      | $225796.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dish Network Corp                                                                                | DISH Network Corporation                                                | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     12312 | NS      | $172860.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scripps Escrow Inc                                                                               | Scripps Escrow, Inc.                                                    | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40162.50     | 0.01%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Newfield Exploration Co                                                                          | Ovintiv Exploration, Inc.                                               | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55440.80     | 0.01%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                   | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55461.67     | 0.01%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                                      | Hubbell, Inc.                                                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       214 | NS      | $50221.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67367.25     | 0.02%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Mks Instrs Inc                                                                                   | MKS Instruments, Inc.                                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2454 | NS      | $207927.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50749.22     | 0.01%             | 2025-10-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                                         | EverArc Escrow Sarl                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     59000 | PA      | $48380.00     | 0.01%             | 2029-10-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company Medium Terminal Senior Nts Book Entry                                      | Wells Fargo & Company                                                   | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    119000 | PA      | $110748.28    | 0.03%             | 2026-04-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc                                                                               | Greenbrier Companies, Inc.                                              | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      4816 | NS      | $161480.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                                           | Sunoco, LP                                                              | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $42534.45     | 0.01%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                       | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43622.57     | 0.01%             | 2029-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                                         | Hess Midstream Operations, LP                                           | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $31105.11     | 0.01%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                                  | Nordea Bank Abp                                                         | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     64000 | PA      | $64295.25     | 0.02%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ellington Residential Mortgage Reit                                                              | Ellington Residential Mortgage REIT                                     | CUSIP: 288578107<br>LEI: 549300KA3MR2ZCRGA787 | Long             | EC               | CORP              | US        |      1172 | NS      | $8039.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncr Corporation New                                                                              | NCR Corporation                                                         | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    152000 | PA      | $142128.36    | 0.04%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc.                                   | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60743.66     | 0.01%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                               | Ally Financial, Inc.                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    128000 | PA      | $85600.00     | 0.02%             | 2026-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                   | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57653.76     | 0.01%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                                           | INEOS US Petrochem, LLC, Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    227496 | PA      | $223116.31    | 0.06%             | 2026-01-29      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications Inc                                                                  | Consolidated Communications, Inc.                                       | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17095.34     | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Kbr Inc                                                                                          | KBR, Inc.                                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       573 | NS      | $30254.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                     | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1342021.48   | 0.33%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82208.28     | 0.02%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                                | Post Holdings, Inc.                                                     | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62860.20     | 0.02%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Enterprise Financial Svcs Corp                                                                   | Enterprise Financial Services Corporation                               | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      5487 | NS      | $268643.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage System Inc Del                                                                 | Advanced Drainage Systems, Inc.                                         | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      3398 | NS      | $278534.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                                                                 | Berry Global, Inc., Term Loan                                           | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | DBT              | CORP              | US        |    151000 | PA      | $149627.41    | 0.04%             | 2026-07-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $199432.20    | 0.05%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P                                                                                   | Cedar Fair, LP                                                          | CUSIP: 150185106<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | EC               | CORP              | US        |      5094 | NS      | $210585.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Resort Collection Llc                                                                    | Caesars Resort Collection, LLC, Term Loan                               | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | DBT              | CORP              | US        |    237000 | PA      | $236248.71    | 0.06%             | 2024-12-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP, 7.600%                                             | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      1600 | NS      | $35024.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                         | 1011778 B.C., ULC                                                       | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    110000 | PA      | $98494.65     | 0.02%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                                        | Constellation Energy Corporation                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3647 | NS      | $314407.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Lns Inc Mortgage Pass Through Ctf                                           | Residential Accredit Loans, Inc. Trust                                  | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96921 | PA      | $80316.40     | 0.02%             | 2035-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc., Convertible, 7.750%                                     | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |       314 | NS      | $32423.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Comwlth                                                                                   | Equity Commonwealth                                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |       544 | NS      | $13583.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                                                              | United Airlines, Inc.                                                   | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40052.00     | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Mpt Operating Partnership L P  Mpt Finance Corp                                                  | MPT Operating Partnership, LP                                           | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45537.50     | 0.01%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59285.16     | 0.01%             | 2027-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                                                                          | 510 Asset Backed Trust                                                  | CUSIP: 33835CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $167569.58    | 0.04%             | 2061-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                                 | Organon & Company                                                       | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $84998.40     | 0.02%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                                | Vertiv Group Corporation, Term Loan                                     | CUSIP: N/A<br>LEI: 549300ZT8RQ5VK10E643       | Long             | DBT              | CORP              | US        |    126000 | PA      | $121327.92    | 0.03%             | 2027-03-02      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Bp Plc                                                                                           | BP plc ADR                                                              | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     13093 | NS      | $457338.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                                              | Delta Air Lines, Inc.                                                   | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29636.28     | 0.01%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       228 | NS      | $55743.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliancebernstein Global High Income Fund Inc                                                    | AllianceBernstein Global High Income Fund, Inc.                         | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |      8427 | NS      | $77696.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Nederland Holding B V                                                                      | Alcoa Nederland Holding BV                                              | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     95000 | PA      | $91547.77     | 0.02%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                            | Level 3 Financing, Inc., Term Loan                                      | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | DBT              | CORP              | US        |    131000 | PA      | $125268.75    | 0.03%             | 2027-03-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                    | AEP Texas, Inc.                                                         | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43102.94     | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                        | Occidental Petroleum Corporation                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51000.00     | 0.01%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 15-Yr. Pass Through  | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $75327.56     | 0.02%             | 2038-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Aegon Funding Company Llc                                                                        | Aegon Funding Corporation II, 5.100%                                    | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      2750 | NS      | $52415.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                                             | JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.               | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    107000 | PA      | $93595.04     | 0.02%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                                   | BBCMS Mortgage Trust                                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $206941.55    | 0.05%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                 | Entergy Corporation                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7797 | NS      | $877162.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52463.10     | 0.01%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                                            | Nesco Holdings II, Inc.                                                 | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65625.00     | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                     | Entegris, Inc., Term Loan                                               | CUSIP: N/A<br>LEI: IYX6OWO7BT5DKO3BYG52       | Long             | DBT              | CORP              | US        |    123000 | PA      | $122538.75    | 0.03%             | 2029-07-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                                  | AstraZeneca plc                                                         | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $79121.02     | 0.02%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                                         | Microchip Technology, Inc.                                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      4462 | NS      | $313455.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                    | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     63000 | PA      | $63299.88     | 0.02%             | 2026-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                     | Comcast Corporation                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86624.93     | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Alkermes Plc                                                                                     | Alkermes plc                                                            | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1558 | NS      | $40710.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bac Capital Trust XIV                                                                            | BAC Capital Trust XIV                                                   | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |     92000 | PA      | $70409.44     | 0.02%             | 2023-01-19      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                              | Travel + Leisure Company                                                | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50869.61     | 0.01%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                                                            | Encompass Health Corporation                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99924.00     | 0.02%             | 2028-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                                                    | Carnival Corporation, Term Loan                                         | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | US        |    250504 | PA      | $239499.14    | 0.06%             | 2025-06-30      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| J P Morgan Mortgage Tr                                                                           | J.P. Morgan Mortgage Trust                                              | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95690 | PA      | $74331.94     | 0.02%             | 2036-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                                 | Cinemark USA, Inc.                                                      | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     97000 | PA      | $80796.83     | 0.02%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                                   | BBCMS Mortgage Trust                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248819 | PA      | $181636.68    | 0.04%             | 2055-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Blackrock Multi-Sector Income Tr                                                                 | BlackRock Multi-Sector Income Trust                                     | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |      4105 | NS      | $58332.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $55426.89     | 0.01%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                    | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137562.19    | 0.03%             | 2025-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                                                                       | Kaman Corporation, Convertible                                          | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51122.50     | 0.01%             | 2024-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc., Convertible, 6.125%              | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |      1610 | NS      | $83043.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure Llc                                                                                     | Acrisure, LLC, Term Loan                                                | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | DBT              | CORP              | US        |    119000 | PA      | $111413.75    | 0.03%             | 2027-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37583.48     | 0.01%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136A73W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    547018 | PA      | $18631.45     | 0.00%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78951.10     | 0.02%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Capital Holdings Inc                                                              | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63131.36     | 0.02%             | 2024-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Finl                                                                                   | Synchrony Financial                                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2207 | NS      | $72522.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $2606413.16   | 0.64%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                                       | Xilinx, Inc.                                                            | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23543.95     | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93023.01     | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies, Inc.                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     16102 | NS      | $398202.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                              | Nomura Holdings, Inc.                                                   | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $55320.56     | 0.01%             | 2028-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                  | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     32000 | PA      | $23003.47     | 0.01%             | 2025-09-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                                 | Black Hills Corporation                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1363 | NS      | $95873.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                                                             | Medpace Holdings, Inc.                                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1138 | NS      | $241722.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                                                     | Autodesk, Inc.                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1415 | NS      | $264421.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company, 4.250%                                           | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      5000 | NS      | $82350.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toorak Mortgage Corp.                                                                            | Toorak Mortgage Corporation, Ltd.                                       | CUSIP: 89052WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    338516 | PA      | $326957.40    | 0.08%             | 2023-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Mcdonalds Corp                                                                                   | McDonald's Corporation                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1155 | NS      | $304377.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL CORP                                                                              | Select Medical Corporation, Term Loan                                   | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | DBT              | CORP              | US        |    126000 | PA      | $123228.00    | 0.03%             | 2025-03-06      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico S A Institucion De Banca Multiple Grupo Financiero Santander Mex          | Banco Santander Mexico SA                                               | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     17000 | PA      | $16821.50     | 0.00%             | 2025-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                            | Northrop Grumman Corporation                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       501 | NS      | $273350.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                 | Deutsche Bank AG                                                        | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     64000 | PA      | $54264.47     | 0.01%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | Herc Holdings, Inc.                                                     | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55965.00     | 0.01%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC                                                       | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $139810.50    | 0.03%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Eqt Corp                                                                                         | EQT Corporation, Convertible                                            | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    107000 | PA      | $248454.00    | 0.06%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                                              | Emerson Electric Company                                                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      8114 | NS      | $779430.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill Common Holdings Inc                                                                         | Bill.com Holdings, Inc.                                                 | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      1576 | NS      | $171720.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quinstreet Inc                                                                                   | QuinStreet, Inc.                                                        | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     18925 | NS      | $271573.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greeneden Us Holdings II Llc                                                                     | Genesys Cloud Services Holdings II, LLC, Term Loan                      | CUSIP: N/A<br>LEI: 549300CVRD4OUCPHWQ42       | Long             | DBT              | CORP              | US        |    126000 | PA      | $120724.38    | 0.03%             | 2027-12-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                           | Marriott International, Inc.                                            | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43416.15     | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34915.89     | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Secs Inc                                                                          | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust                    | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141879 | PA      | $127162.16    | 0.03%             | 2035-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Amgh Holding Corp                                                                                | Global Medical Response, Inc., Term Loan                                | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | DBT              | CORP              | US        |     92954 | PA      | $64778.11     | 0.02%             | 2025-10-02      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                                       | Fertitta Entertainment, LLC/NV, Term Loan                               | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | DBT              | CORP              | US        |     77000 | PA      | $73063.76     | 0.02%             | 2029-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Springleaf Finance Corp                                                                          | OneMain Finance Corporation                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142632.00    | 0.04%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution Inc                                                                           | WESCO Distribution, Inc.                                                | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101297.40    | 0.03%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58987.50     | 0.01%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                          | Becton, Dickinson and Company, Convertible, 6.000%                      | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |      5334 | NS      | $267126.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                            | HUB International, Ltd.                                                 | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39302.21     | 0.01%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Sba Communications Corporation New                                                               | SBA Communications Corporation                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       740 | NS      | $207429.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CDX HY 39, 5 Year, at 5.00%, Quarterly                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   1900000 | NC      | $-100215.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                                    | Sempra Energy                                                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77673.12     | 0.02%             | 2025-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Gardner Denver Inc                                                                               | Ingersoll-Rand Services Company, Term Loan                              | CUSIP: N/A<br>LEI: 549300YHGS5RRRQQ4T26       | Long             | DBT              | CORP              | US        |    125677 | PA      | $124499.33    | 0.03%             | 2027-02-28      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm, Inc.                                                         | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108480.90    | 0.03%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| National Storage Affiliates Tr                                                                   | National Storage Affiliates Trust                                       | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9488 | NS      | $342706.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Inc                                                                                    | CommScope, Inc., Term Loan                                              | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | DBT              | CORP              | US        |    227485 | PA      | $213892.94    | 0.05%             | 2026-04-04      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | Royal Bank of Canada                                                    | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $84744.09     | 0.02%             | 2027-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47667.57     | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                      | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    159330 | PA      | $174753.14    | 0.04%             | 2032-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                              | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35691.44     | 0.01%             | 2032-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                         | Lloyds Banking Group plc                                                | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $63549.50     | 0.02%             | 2046-12-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Aramark Svcs Inc                                                                                 | Aramark Services, Inc.                                                  | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98891.11     | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Blackrock Core Bond Tr                                                                           | BlackRock Core Bond Trust                                               | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      5580 | NS      | $57920.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                                         | Take-Two Interactive Software, Inc.                                     | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81059.05     | 0.02%             | 2024-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                 | Boyd Gaming Corporation                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56550.00     | 0.01%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                   | Lowe's Companies, Inc.                                                  | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66675.67     | 0.02%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                          | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33900.22     | 0.01%             | 2023-11-10      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Fti Consulting Inc                                                                               | FTI Consulting, Inc., Convertible                                       | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |    171000 | PA      | $268983.00    | 0.07%             | 2023-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank A G                                                                                | Deutsche Bank AG                                                        | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     20000 | PA      | $18815.47     | 0.00%             | 2028-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings Llc                                                             | Cheniere Corpus Christi Holdings, LLC                                   | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72437.32     | 0.02%             | 2025-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                 | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24036.57     | 0.01%             | 2025-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc & Global Net Lease Operating Partnership L P                                | Global Net Lease, Inc.                                                  | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $78557.12     | 0.02%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                                  | Ulta Beauty, Inc.                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       874 | NS      | $409967.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMAC Mortgage Corporation Loan Trust                                    | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40967 | PA      | $35244.39     | 0.01%             | 2035-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                                                                      | CHNGE Mortgage Trust                                                    | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267500 | PA      | $248546.11    | 0.06%             | 2067-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                                               | Scientific Games International, Inc.                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76800.00     | 0.02%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC                                                       | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $60022.23     | 0.01%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                                                             | Telephone and Data Systems, Inc., 6.000%                                | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3500 | NS      | $45850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential                                                                    | Starwood Mortgage Residential Trust                                     | CUSIP: 85573DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23373 | PA      | $23299.53     | 0.01%             | 2060-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics L P                                                                             | NuStar Logistics, LP                                                    | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86519.99     | 0.02%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company Medium Terminal Senior Nts Book Entry                                      | Wells Fargo & Company                                                   | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100241.66    | 0.02%             | 2025-10-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76542.08     | 0.02%             | 2026-06-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Xpo Logistics Inc                                                                                | XPO, Inc., Term Loan                                                    | CUSIP: N/A<br>LEI: 54930096DB9LCLPN7H13       | Long             | DBT              | CORP              | US        |    126000 | PA      | $125310.78    | 0.03%             | 2025-02-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                                         | Mileage Plus Holdings, LLC                                              | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106207 | PA      | $105591.05    | 0.03%             | 2027-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                          | VZ Secured Financing BV                                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     97000 | PA      | $78824.28     | 0.02%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Allen Media Llc  Allen Media Co-Issuer Inc                                                       | Allen Media, LLC/Allen Media Co-Issuer, Inc.                            | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $24320.00     | 0.01%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                                   | PetSmart, Inc./PetSmart Finance Corporation                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $60108.32     | 0.01%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llcquicken Lns Co-Issuer Inc                                                         | Rocket Mortgage Co-Issuer, Inc.                                         | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $47546.28     | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| General Mtrs Co                                                                                  | General Motors Company                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      6961 | NS      | $234168.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starfruit Finco BV                                                                               | Nouryon USA, LLC, Term Loan                                             | CUSIP: N/A<br>LEI: 549300K7VB5G6LULFT41       | Long             | DBT              | CORP              | US        |    339732 | PA      | $334465.96    | 0.08%             | 2025-10-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Mpt Operating Partnership L P  Mpt Finance Corp                                                  | MPT Operating Partnership, LP                                           | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $18302.03     | 0.00%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85520.26     | 0.02%             | 2025-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47446.99     | 0.01%             | 2026-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                                         | OZLM VIII, Ltd.                                                         | CUSIP: 67107FBN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $288392.10    | 0.07%             | 2029-10-17      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                                | Post Holdings, Inc.                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23527.79     | 0.01%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Holdings Inc                                                                     | Cooper-Standard Holdings, Inc.                                          | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     17218 | NS      | $155995.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     39000 | PA      | $36626.21     | 0.01%             | 2025-11-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Santander Holdings Usa Inc                                                                       | Santander Holdings USA, Inc.                                            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85760.12     | 0.02%             | 2025-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                         | Rogers Communications, Inc.                                             | CUSIP: 775109BS9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $52944.45     | 0.01%             | 2082-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                                 | United Rentals North America, Inc.                                      | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51287.79     | 0.01%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     53000 | PA      | $41004.99     | 0.01%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                                 | Teine Energy, Ltd.                                                      | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44875.00     | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Columbia Gas System Inc                                                                          | NiSource, Inc.                                                          | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39028.18     | 0.01%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Dai-Ichi Life Holdings Inc                                                                       | Dai-ichi Life Insurance Company, Ltd.                                   | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    148000 | PA      | $144274.91    | 0.04%             | 2024-10-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Discover Financial Svcs                                                                          | Discover Financial Services                                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2506 | NS      | $245161.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                                                             | Federated Hermes, Inc.                                                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      4378 | NS      | $158965.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO S P A                                                                            | Intesa Sanpaolo SPA                                                     | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     20000 | PA      | $19226.21     | 0.00%             | 2024-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle International Corporation                                  | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55482.90     | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Tennant Co                                                                                       | Tennant Company                                                         | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      3026 | NS      | $186310.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                                             | JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.               | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     52000 | PA      | $42120.00     | 0.01%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    206000 | PA      | $154487.99    | 0.04%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                                        | Ball Corporation                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      7390 | NS      | $377924.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                                                   | EPR Properties                                                          | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     66000 | PA      | $47817.08     | 0.01%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                        | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54217.17     | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                                                              | Sumitomo Life Insurance Company                                         | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $145991.72    | 0.04%             | 2081-04-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating Llc                                                             | Charter Communications Operating, LLC, Term Loan                        | CUSIP: N/A<br>LEI: 549300TPZNMN50BJ3745       | Long             | DBT              | CORP              | US        |    316000 | PA      | $308156.88    | 0.08%             | 2027-02-01      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| 3m Co                                                                                            | 3M Company                                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       961 | NS      | $115243.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    131000 | PA      | $119855.92    | 0.03%             | 2024-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                             | Enel Finance International NV                                           | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     93000 | PA      | $80143.78     | 0.02%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                             | Parker-Hannifin Corporation                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2486 | NS      | $723426.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50908.15     | 0.01%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                   | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46398.00     | 0.01%             | 2027-01-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30895.90     | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                             | RLJ Lodging Trust, LP                                                   | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22264.71     | 0.01%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc., Term Loan                                                 | CUSIP: N/A<br>LEI: M2XHYMU3TZNEZURC6H66       | Long             | DBT              | CORP              | US        |     64000 | PA      | $62264.32     | 0.02%             | 2026-08-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Debt Fund                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   3289012 | NS      | $24930710.52  | 6.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kkr & Company Inc                                                                                | KKR & Company, Inc., Convertible, 6.000%                                | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      4109 | NS      | $235240.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                                                     | Teleflex, Inc.                                                          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       559 | NS      | $139543.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS                                                                      | Consolidated Communications, Inc.                                       | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44248.04     | 0.01%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME E-mini S&P Mid-Cap 400 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -19 | NC      | $134533.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                                                           | Skyworks Solutions, Inc.                                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       907 | NS      | $82654.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                         | Corebridge Financial, Inc.                                              | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     62000 | PA      | $56470.07     | 0.01%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Svcs Inc                                                           | Fidelity National Information Services, Inc.                            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      5188 | NS      | $352005.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                         | Intercontinental Exchange, Inc.                                         | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59949.80     | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                                  | Tyson Foods, Inc.                                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        52 | NS      | $3237.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                                                                          | Summit Hotel Properties, Inc., Convertible                              | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |     99000 | PA      | $84546.00     | 0.02%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                              | Altice Financing SA                                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $23596.89     | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | Ultra 10-Yr. U.S. Treasury Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         9 | NC      | $-1571.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Inc                                                                                     | QUALCOMM, Inc.                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      9213 | NS      | $1012877.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                                         | Thermo Fisher Scientific, Inc.                                          | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41578.09     | 0.01%             | 2032-11-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc.                                                   | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $9632.24      | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                                        | Carpenter Technology Corporation                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      6460 | NS      | $238632.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kb Home                                                                                          | KB Home                                                                 | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52175.40     | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Clarus Corporation New                                                                           | Clarus Corporation                                                      | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      9409 | NS      | $73766.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Holdings Corp                                                                       | Schlumberger Holdings Corporation                                       | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27231.03     | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Novo-Nordisk As Vormals Novoindustri As                                                          | Novo Nordisk AS ADR                                                     | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2054 | NS      | $277988.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WorkIVa Inc                                                                                      | Workiva, Inc.                                                           | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      2487 | NS      | $208833.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                                           | Mizuho Financial Group, Inc.                                            | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     93000 | PA      | $70867.13     | 0.02%             | 2031-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company Llc                                                                    | Vistra Operations Company, LLC                                          | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83528.42     | 0.02%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Avalonbay Cmntys Inc                                                                             | AvalonBay Communities, Inc.                                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1003 | NS      | $162004.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                           | Blackstone Private Credit Fund                                          | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     63000 | PA      | $51976.61     | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Rh                                                                                               | RH                                                                      | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       678 | NS      | $181154.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheplapharm Arzneimittel Gmbh                                                                    | Cheplapharm Arzneimittel GmbH                                           | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $8362.00      | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                              | Public Service Enterprise Group, Inc.                                   | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      5153 | NS      | $315724.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pdf Solutions Inc                                                                                | PDF Solutions, Inc.                                                     | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       130 | NS      | $3707.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24789.85     | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Pptys Inc  Brookfield Residential Us Llc                                  | Brookfield Residential Properties, Inc.                                 | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     75000 | PA      | $66607.50     | 0.02%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Cos Inc                                                                         | Marsh & McLennan Companies, Inc.                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        31 | NS      | $5129.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE LP                                                                                  | Life Storage, LP                                                        | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |     44000 | PA      | $33849.17     | 0.01%             | 2031-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Trimble Navigation Ltd                                                                           | Trimble, Inc.                                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      4922 | NS      | $248856.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                           | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55124.70     | 0.01%             | 2036-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Westlake Chemical Corp                                                                           | Westlake Corporation                                                    | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42282.40     | 0.01%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                             | OI European Group BV                                                    | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     85000 | PA      | $74434.50     | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                                         | Penske Truck Leasing Company, LP                                        | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $41114.99     | 0.01%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                                       | BFLD Trust                                                              | CUSIP: 05493AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $206340.98    | 0.05%             | 2035-10-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                                        | Zurich Insurance Group AG                                               | CUSIP: 001107539<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       800 | NS      | $382461.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Ag                                                                                 | Credit Suisse Group AG                                                  | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |     49000 | PA      | $47383.00     | 0.01%             | 2023-08-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 British Columbia Unlimited Liability Co                                                  | 1011778 B.C., LLC, Term Loan                                            | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | DBT              | CORP              | US        |    313193 | PA      | $307320.44    | 0.08%             | 2026-11-19      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                            | Playtika Holding Corporation, Term Loan                                 | CUSIP: N/A<br>LEI: 254900E35Z4TKA4UFG64       | Long             | DBT              | CORP              | US        |    101000 | PA      | $96213.61     | 0.02%             | 2028-03-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                           | Canadian Imperial Bank of Commerce                                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $35250.38     | 0.01%             | 2032-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ncl Corporation Ltd                                                                              | NCL Corporation, Ltd.                                                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     21000 | PA      | $16494.87     | 0.00%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                                  | Hanesbrands, Inc.                                                       | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57188.54     | 0.01%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4510000 | PA      | $4030812.50   | 0.99%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    183000 | PA      | $242475.00    | 0.06%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                                                                       | Lummus Technology Holdings V, LLC, Term Loan                            | CUSIP: N/A<br>LEI: 549300K1Y0YC1YC1H809       | Long             | DBT              | CORP              | US        |     78268 | PA      | $74815.24     | 0.02%             | 2027-06-30      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                     | Alphabet, Inc., Class A                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2651 | NS      | $233897.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRS INC                                                                                 | Texas Instruments, Inc.                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      5356 | NS      | $884918.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                             | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59426.33     | 0.01%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Ltd                                                                | Takeda Pharmaceutical Company, Ltd.                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     89000 | PA      | $88240.80     | 0.02%             | 2028-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                          | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37246.14     | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                 | Altice France SA                                                        | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $56230.74     | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global, Convertible, 5.750%                                   | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |      1597 | NS      | $39557.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zoetis Inc                                                                                       | Zoetis, Inc.                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2238 | NS      | $327978.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                           | General Motors Financial Company, Inc.                                  | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32763.46     | 0.01%             | 2025-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Sm Energy Co                                                                                     | SM Energy Company                                                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51050.66     | 0.01%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| General Mtrs Co                                                                                  | General Motors Company                                                  | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69544.84     | 0.02%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation New                                                                | Regions Financial Corporation, 5.700%                                   | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       825 | NS      | $18793.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER CO INC                                                                              | Estee Lauder Companies, Inc.                                            | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29923.44     | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83535.34     | 0.02%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                       | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $63562.12     | 0.02%             | 2025-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | Clydesdale Acquisition Holdings, Inc., Term Loan                        | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | DBT              | CORP              | US        |    217000 | PA      | $206241.14    | 0.05%             | 2029-04-13      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp                                                                             | Hanmi Financial Corporation                                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      2167 | NS      | $53633.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $51755.43     | 0.01%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS                                                                      | Crown Subsea Communications Holding, Inc., Term Loan                    | CUSIP: N/A<br>LEI: 5493003AYLUE132FIO27       | Long             | DBT              | CORP              | US        |     76024 | PA      | $73996.53     | 0.02%             | 2027-04-27      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                                     | AES Corporation, Convertible, 6.875%                                    | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |      3263 | NS      | $332858.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corp                                                                                    | Methanex Corporation                                                    | CUSIP: 59151KAK4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $66069.99     | 0.02%             | 2024-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Pgim High Yield Bond Fund Inc                                                                    | PGIM High Yield Bond Fund, Inc.                                         | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |      5995 | NS      | $71160.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                          | Dell International, LLC                                                 | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $69370.60     | 0.02%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                        | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61313.20     | 0.02%             | 2062-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S A                                                                        | YPSO Finance BIS SA                                                     | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     32000 | PA      | $24400.00     | 0.01%             | 2027-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                              | Delta Air Lines, Inc.                                                   | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12260.88     | 0.00%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                                           | Synovus Financial Corporation, 5.875%                                   | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |       775 | NS      | $16856.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80331.13     | 0.02%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                          | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32504.66     | 0.01%             | 2025-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                                        | Gainwell Acquisition Corporation, Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    335124 | PA      | $313759.74    | 0.08%             | 2027-10-01      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                               | Steel Dynamics, Inc.                                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      5267 | NS      | $514585.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                                                                    | McKesson Corporation                                                    | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51886.48     | 0.01%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                                           | Commonwealth Bank of Australia                                          | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     54000 | PA      | $41605.97     | 0.01%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms, Inc.                                                    | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41940.01     | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Partners Lp                                                                       | NextEra Energy Partners, LP, Convertible                                | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    226000 | PA      | $224644.00    | 0.06%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                                     | Pioneer Natural Resources Company, Convertible                          | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     94000 | PA      | $219208.00    | 0.05%             | 2025-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                          | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64119.31     | 0.02%             | 2026-04-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29810.91     | 0.01%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777860 | PA      | $715353.98    | 0.18%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                                          | Jersey Central Power & Light Company                                    | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64602.85     | 0.02%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                                                         | Marriott Vacations Worldwide Corporation,  Convertible                  | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    187000 | PA      | $182325.00    | 0.05%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                              | Carrier Global Corporation                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63142.02     | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                                             | Cengage Learning, Inc.                                                  | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58178.75     | 0.01%             | 2024-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63567.72     | 0.02%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                         | Avolon Holdings Funding, Ltd.                                           | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     89000 | PA      | $80683.06     | 0.02%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BW HOLDING INC                                                                                   | BW Holding, Inc., Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     80401 | PA      | $70485.20     | 0.02%             | 2028-12-14      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79079.62     | 0.02%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                        | TEGNA, Inc.                                                             | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111114.90    | 0.03%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Kroger Co                                                                                        | Kroger Company                                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       107 | NS      | $4770.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberiabank Lafayette La                                                                          | First Horizon Bank, 4.759%                                              | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |       140 | NS      | $109200.00    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     15325 | NS      | $632769.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                                               | Conagra Brands, Inc.                                                    | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36490.50     | 0.01%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $35390.90     | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Square Inc                                                                                       | Block, Inc., Convertible                                                | CUSIP: 852234AD5<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117124.50    | 0.03%             | 2023-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                                        | Crocs, Inc., Term Loan                                                  | CUSIP: N/A<br>LEI: 549300B0J6YCXD63OG72       | Long             | DBT              | CORP              | US        |    128000 | PA      | $125280.00    | 0.03%             | 2029-02-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM GROUP BUYER INC                                                                         | Spectrum Group Buyer, Inc., Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     77987 | PA      | $73469.54     | 0.02%             | 2028-05-19      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                                                                 | InterDigital, Inc., Convertible                                         | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $103005.00    | 0.03%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                               | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118568.86    | 0.03%             | 2025-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Aecom Technology Corp                                                                            | AECOM                                                                   | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110687.50    | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT 10-Yr. U.S. Treasury Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        27 | NC      | $-7258.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                         | Occidental Petroleum Corporation                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26920.15     | 0.01%             | 2027-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                                                                      | Columbia Banking System, Inc.                                           | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8279 | NS      | $249446.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                                                                          | UKG, Inc., Term Loan                                                    | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | DBT              | CORP              | US        |    269000 | PA      | $255550.00    | 0.06%             | 2026-05-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L P                                                                     | Cheniere Energy Partners, LP                                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58449.39     | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Tr                                                                             | Kite Realty Group Trust                                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $11219.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc., Term Loan                                           | CUSIP: N/A<br>LEI: 549300SJE7MUB8NMRG61       | Long             | DBT              | CORP              | US        |    189517 | PA      | $185904.63    | 0.05%             | 2028-02-19      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Advanced Medical Optics Inc                                                                      | Abbott Laboratories                                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4868 | NS      | $534457.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                     | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1620000 | PA      | $1443508.60   | 0.36%             | 2026-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group America Finance Llc                                                             | Volkswagen Group of America Finance, LLC                                | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81197.81     | 0.02%             | 2023-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, Convertible, 7.500%                              | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       314 | NS      | $372090.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32301.95     | 0.01%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                                        | Black Knight InfoServ, LLC                                              | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |     82000 | PA      | $70971.00     | 0.02%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                         | HFC Prestige Products, Inc.                                             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $77830.00     | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                                           | Darden Restaurants, Inc.                                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       241 | NS      | $33337.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Operating Partners Lp                                                             | NextEra Energy Operating Partners, LP                                   | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91501.97     | 0.02%             | 2026-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                                         | Cheniere Energy Partners, LP                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     71000 | PA      | $56424.18     | 0.01%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Ppg Inds Inc                                                                                     | PPG Industries, Inc.                                                    | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3426 | NS      | $430785.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                           | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     30000 | PA      | $32175.00     | 0.01%             | 2025-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Spdr Series Tr                                                                                   | SPDR S&P Biotech ETF                                                    | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             |  | RF                | US        |      2139 | NS      | $177537.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                         | EQM Midstream Partners, LP                                              | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     51000 | PA      | $41692.50     | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc New                                                                            | Iron Mountain, Inc.                                                     | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40993.40     | 0.01%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $28639.39     | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | Caterpillar, Inc.                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       136 | NS      | $32580.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                         | Capital One Financial Corporation                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52153.15     | 0.01%             | 2030-03-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                                | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52410.91     | 0.01%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Enterprise Prods Partners L P                                                                    | Enterprise Products Partners, LP                                        | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     19328 | NS      | $466191.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                                                | Sysco Corporation                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39328.32     | 0.01%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Bank Marin Bancorp                                                                               | Bank of Marin Bancorp                                                   | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $3518.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                                         | United Wholesale Mortgage, LLC                                          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31023.73     | 0.01%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Byline Bancorp Inc                                                                               | Byline Bancorp, Inc.                                                    | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10038 | NS      | $230572.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                                                                                  | Murphy Oil Corporation                                                  | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48114.50     | 0.01%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                                | Ares Capital Corporation                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    104000 | PA      | $88053.89     | 0.02%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| General Mtrs Co                                                                                  | General Motors Company                                                  | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31549.01     | 0.01%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                         | Sumitomo Mitsui Financial Group, Inc.                                   | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $61670.53     | 0.02%             | 2028-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Blackrock Tcp Capital Corp                                                                       | BlackRock TCP Capital Corporation                                       | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |       750 | NS      | $9705.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGRAM MICRO INC                                                                                 | Ingram Micro, Inc., Term Loan                                           | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | DBT              | CORP              | US        |    126000 | PA      | $123795.00    | 0.03%             | 2028-07-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp                                                                                    | Allstate Corporation, 5.100%                                            | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      5700 | NS      | $112917.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                  | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     34000 | PA      | $30058.05     | 0.01%             | 2025-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                              | Gilead Sciences, Inc.                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      8497 | NS      | $729467.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Pmts Inc                                                                                  | Global Payments, Inc.                                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38252.31     | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                                          | Precision Drilling Corporation                                          | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $55860.41     | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                                                                       | Vishay Intertechnology, Inc., Convertible                               | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    209000 | PA      | $201706.23    | 0.05%             | 2025-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                           | General Motors Financial Company, Inc.                                  | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46288.33     | 0.01%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Seacoast Banking Corporation FL                                                                  | Seacoast Banking Corporation of Florida                                 | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      7161 | NS      | $223351.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Svcs Group Inc                                                                | Hartford Financial Services Group, Inc.                                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38523.69     | 0.01%             | 2029-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Badger Infrastructure Solutions Ltd.                                                             | Badger Infrastructure Solutions, Ltd.                                   | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |     13462 | NS      | $265064.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    299403 | PA      | $10996.99     | 0.00%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc Discount Commercial Paper 42 Yrs 3&4                                                  | Fiserv, Inc.                                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1184 | NS      | $119666.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                           | Aviation Capital Group, LLC                                             | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45182.78     | 0.01%             | 2024-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                               | Analog Devices, Inc.                                                    | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17764.21     | 0.00%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                       | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61122.20     | 0.02%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41777.89     | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19381.54     | 0.00%             | 2025-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                                           | Bank of New York Mellon Corporation                                     | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40325.46     | 0.01%             | 2025-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                                         | Great Outdoors Group, LLC, Term Loan                                    | CUSIP: N/A<br>LEI: 549300IYLDI2E8I2AU46       | Long             | DBT              | CORP              | US        |    174558 | PA      | $167357.56    | 0.04%             | 2028-03-05      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1B PTT                                                                           | Air Canada Pass Through Trust                                           | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     11760 | PA      | $11677.38     | 0.00%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82423.65     | 0.02%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Commscope Technologies Finance Llc                                                               | CommScope Technologies Finance, LLC                                     | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63700.00     | 0.02%             | 2025-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                                   | ConocoPhillips                                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6335 | NS      | $747530.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS NEWCO LLC                                                                                | Polaris Newco, LLC, Term Loan                                           | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | DBT              | CORP              | US        |    227000 | PA      | $206651.72    | 0.05%             | 2028-06-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                                                                           | Pactiv Evergreen Group                                                  | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49137.00     | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                       | Ecolab, Inc.                                                            | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     54000 | PA      | $43104.93     | 0.01%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                                                                   | Littelfuse, Inc.                                                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       795 | NS      | $175059.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                                                                                | Crane Holdings, Company                                                 | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      4897 | NS      | $491903.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Short-Term Reserve Fund                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   4780605 | PA      | $47806049.62  | 11.80%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                           | AthenaHealth Group, Inc., Delayed Draw                                  | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | DBT              | CORP              | US        |     39675 | PA      | $35721.61     | 0.01%             | 2029-02-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $38162.51     | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Prods Operating Llc                                                                   | Enterprise Products Operating, LLC                                      | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42610.63     | 0.01%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                             | Pilgrim's Pride Corporation                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50862.50     | 0.01%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hub International Ltd                                                                            | HUB International, Ltd., Term Loan                                      | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | DBT              | CORP              | US        |    215000 | PA      | $212402.80    | 0.05%             | 2025-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                                          | Howard Midstream Energy Partners, LLC                                   | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $68056.77     | 0.02%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136BPCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    426755 | PA      | $419287.34    | 0.10%             | 2046-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                              | FS KKR Capital Corporation                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37567.58     | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                          | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23927.66     | 0.01%             | 2025-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Harley Marine Financing Llc                                                                      | Harley Marine Financing, LLC                                            | CUSIP: 41284LAA2<br>LEI: 5493005HW7HO5Y757M86 | Long             | ABS-O            | CORP              | US        |    407062 | PA      | $398083.07    | 0.10%             | 2043-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                                                              | MKS Instruments, Inc., Term Loan                                        | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |    226432 | PA      | $223319.05    | 0.06%             | 2029-08-17      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Southwest Airls Co                                                                               | Southwest Airlines Company, Convertible                                 | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $318265.00    | 0.08%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| Edwards Lifesciences Corp                                                                        | Edwards Lifesciences Corporation                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3265 | NS      | $243601.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| USI INC/NY                                                                                       | USI, Inc./NY, Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    188000 | PA      | $185986.52    | 0.05%             | 2029-11-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                     | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41963.91     | 0.01%             | 2030-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Yum Brands Inc                                                                                   | Yum! Brands, Inc.                                                       | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82575.00     | 0.02%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                                         | Jefferies Finance, LLC                                                  | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $35076.39     | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                           | VICI Properties, LP/VICI Note Company, Inc.                             | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $59442.50     | 0.01%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                             | Westpac Banking Corporation                                             | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $45393.46     | 0.01%             | 2024-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Square Inc                                                                                       | Block, Inc., Convertible                                                | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41456.25     | 0.01%             | 2027-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings                                                                    | Sun Country Airlines Holdings, Inc.                                     | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      7589 | NS      | $120361.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                         | Targa Resources Partners, LP                                            | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $95712.70     | 0.02%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Spire Inc Iam Commercial Paper Nts 42                                                            | Spire, Inc.                                                             | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2237 | NS      | $154039.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms, Inc.                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6456 | NS      | $776915.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ast Research Inc                                                                                 | Samsung Electronics Company, Ltd.                                       | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     10794 | NS      | $473783.67    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESTWOOD EQUITY PARTNERS LP                                                                     | Crestwood Equity Partners, LP, 9.250%                                   | CUSIP: 226344307<br>LEI: 549300CUY0F1TYDLDL45 | Long             | EP               | CORP              | US        |      6964 | NS      | $60308.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                              | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22824.96     | 0.01%             | 2027-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Preferred Terminal Secs XxIII Limited  Preferred Terminal Secs XxIII Inc                         | Preferred Term Securities XXIII, Ltd.                                   | CUSIP: 74043AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     33150 | PA      | $32930.22     | 0.01%             | 2036-12-22      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co                                                                        | Performance Food Group Company                                          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       522 | NS      | $30479.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                          | AstraZeneca Finance, LLC                                                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77251.20     | 0.02%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Ziggo Secured Finance BV                                                                         | Ziggo Financing Partnership, Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    128000 | PA      | $124600.32    | 0.03%             | 2028-04-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        60 | NS      | $15258.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MITCHELL INTERNATIONAL                                                                           | Mitchell International, Inc., Term Loan                                 | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | DBT              | CORP              | US        |    157603 | PA      | $144868.69    | 0.04%             | 2028-10-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                              | Delta Air Lines, Inc.                                                   | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     82000 | PA      | $73081.20     | 0.02%             | 2028-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| National Retail Pptys Inc                                                                        | National Retail Properties, Inc.                                        | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36475.35     | 0.01%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings I LP                                                                            | Alliant Holdings Intermediate, LLC, Term Loan                           | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | DBT              | CORP              | US        |     49000 | PA      | $48301.75     | 0.01%             | 2025-05-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pgim Global High Yield Fd                                                                        | PGIM Global High Yield Fund, Inc.                                       | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |      7849 | NS      | $85083.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                           | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     79000 | PA      | $62364.77     | 0.02%             | 2031-11-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| J2 Global Inc                                                                                    | Ziff Davis, Inc., Convertible                                           | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209370.00    | 0.05%             | 2026-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                          | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $42123.68     | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                                          | Allied Universal Holdco, LLC, Term Loan                                 | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | US        |    314000 | PA      | $297712.82    | 0.07%             | 2028-05-14      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                                     | Comerica, Inc.                                                          | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40525.80     | 0.01%             | 2025-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Blackstone Strategic Credit Fd                                                                   | Blackstone Strategic Credit Fund                                        | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |      5071 | NS      | $53651.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                             | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68917.04     | 0.02%             | 2024-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Chs  Community Health System Inc                                                                 | Community Health Systems, Inc.                                          | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17196.67     | 0.00%             | 2027-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                                              | First Republic Bank, 4.500%                                             | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      2900 | NS      | $50054.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Uk Group Holdings Plc                                                                  | Santander UK Group Holdings plc                                         | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     67000 | PA      | $59872.51     | 0.01%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc.                                                   | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46225.00     | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp                                                                   | Central Pacific Financial Corporation                                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      1274 | NS      | $25836.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    900000 | PA      | $895260.14    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                   | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $227203.18    | 0.06%             | 2051-12-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Magallanes, Inc.                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39940.42     | 0.01%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                             | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    288000 | PA      | $276583.93    | 0.07%             | 2024-09-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1890336 | PA      | $1673381.25   | 0.41%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                                          | International Game Technology plc                                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $79208.05     | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                       | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33556.95     | 0.01%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Glencore Funding Llc                                                                             | Glencore Funding, LLC                                                   | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63229.45     | 0.02%             | 2027-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Plc                                                                                  | AstraZeneca plc ADR                                                     | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      6486 | NS      | $439750.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                                       | Evergy, Inc.                                                            | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32278.40     | 0.01%             | 2024-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                 | Deutsche Bank AG                                                        | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    152000 | PA      | $134095.62    | 0.03%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | Medline Borrower, LP, Term Loan                                         | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | DBT              | CORP              | US        |    457000 | PA      | $433683.86    | 0.11%             | 2028-10-21      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Rfmsi Series 2007-S7 Tr                                                                          | Residential Funding Mortgage Security I Trust                           | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    157310 | PA      | $119603.33    | 0.03%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                     | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99601.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                        | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80662.00     | 0.02%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource Inc                                                                         | Builders FirstSource, Inc.                                              | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39873.56     | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    730591 | PA      | $35894.32     | 0.01%             | 2027-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Secs Inc                                                                          | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust                    | CUSIP: 251510FG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92484 | PA      | $81155.60     | 0.02%             | 2035-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                                                         | Hudson River Trading, LLC, Term Loan                                    | CUSIP: N/A<br>LEI: 549300SMOBUC8O5UOE10       | Long             | DBT              | CORP              | US        |     54000 | PA      | $50972.22     | 0.01%             | 2028-03-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                                 | Taseko Mines, Ltd.                                                      | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $45725.64     | 0.01%             | 2026-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NUVEEN PFD INCOME OPPORTUNITIES FD                                                               | Nuveen Preferred Income Opportunities Fund                              | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |      2150 | NS      | $15652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                                           | Discover Financial Services                                             | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19313.05     | 0.00%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                                                        | Host Hotels & Resorts, Inc.                                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     21233 | NS      | $340789.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc.                                                     | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47076.99     | 0.01%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Carlyle Group L P                                                                                | Carlyle Group, Inc.                                                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      5954 | NS      | $177667.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79940.25     | 0.02%             | 2024-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      8399 | NS      | $276327.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                                                                 | Barnes Group, Inc.                                                      | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      6299 | NS      | $257314.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Plc                                                                                     | Barclays plc                                                            | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $38098.23     | 0.01%             | 2026-05-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRICELINE GROUP INC                                                                              | Booking Holdings, Inc.                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       456 | NS      | $918967.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                                                                  | Bio-Techne Corporation                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      3092 | NS      | $256264.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43515.00     | 0.01%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41075.00     | 0.01%             | 2026-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                                     | Coca-Cola Company                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       784 | NS      | $49870.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W & T Offshore Inc                                                                               | W&T Offshore, Inc.                                                      | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28486.50     | 0.01%             | 2023-11-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation                                                                             | Zions Bancorp NA                                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      9351 | NS      | $459695.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Svcs Borrower Llc  Prime Finance Inc                                              | Prime Security Services Borrower, LLC/Prime Finance, Inc.               | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50058.80     | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165629.74    | 0.04%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Discover Bank Greenwood Del                                                                      | Discover Bank                                                           | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86380.20     | 0.02%             | 2028-08-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Cisco System Inc                                                                                 | Cisco Systems, Inc.                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     26157 | NS      | $1246119.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom International Finance B V                                                       | Deutsche Telekom International Finance BV                               | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    113000 | PA      | $133256.09    | 0.03%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Schwab Charles Corporation New                                                                   | Charles Schwab Corporation                                              | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125184.00    | 0.03%             | 2025-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                                                             | Wabash National Corporation                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62165.77     | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                               | Bausch + Lomb Corporation, Term Loan                                    | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | US        |    198000 | PA      | $187977.24    | 0.05%             | 2027-05-10      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP                                                                            | Verscend Holding Corporation, Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    184532 | PA      | $182983.43    | 0.05%             | 2025-08-27      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                         | Canadian Pacific Railway Company                                        | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     83000 | PA      | $73964.43     | 0.02%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Spdr Series Tr                                                                                   | SPDR Bloomberg Short Term High Yield Bond ETF                           | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             |  | RF                | US        |     32792 | NS      | $794878.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corp                                                                                     | Knowles Corporation                                                     | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     13746 | NS      | $225709.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe System Inc                                                                                 | Adobe, Inc.                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       397 | NS      | $133602.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     93000 | PA      | $80704.28     | 0.02%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                                 | Fifth Third Bank NA                                                     | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43847.51     | 0.01%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | Expedia Group, Inc.                                                     | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $56835.78     | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Zymeworks Inc                                                                                    | Zymeworks, Inc.                                                         | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1487 | NS      | $11687.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Devon Energy Corporation Iam Commercial Paper 42                                                 | Devon Energy Corporation                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     16888 | NS      | $1038780.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Inc                                                                        | Clear Channel Outdoor Holdings, Inc., Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    232377 | PA      | $211214.76    | 0.05%             | 2026-08-21      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING                                                                      | Western Midstream Operating, LP                                         | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96549.12     | 0.02%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                                              | Sprint Capital Corporation                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    147000 | PA      | $152577.18    | 0.04%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $51469.74     | 0.01%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                         | Public Service Enterprise Group, Inc.                                   | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34891.28     | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                                                             | Align Technology, Inc.                                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1662 | NS      | $350515.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                 | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22116.41     | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc                                                                              | PayPal Holdings, Inc.                                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      9241 | NS      | $658144.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation, 4.750%                                    | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      5025 | NS      | $95927.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                                         | Devon Energy Corporation                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68893.52     | 0.02%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1991381 | PA      | $1875755.03   | 0.46%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                         | Clear Channel Worldwide Holdings, Inc.                                  | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51990.00     | 0.01%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLTECH INC                                                                                      | Alltech, Inc., Term Loan                                                | CUSIP: N/A<br>LEI: 549300HV8FN6KMLFMN67       | Long             | DBT              | CORP              | US        |     75833 | PA      | $70808.66     | 0.02%             | 2028-10-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                                                                              | Victors Merger Corporation                                              | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $18700.00     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                        | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32112.73     | 0.01%             | 2031-11-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Bcp Cc Holdings Merger Subordinated Inc                                                          | First Eagle Holdings, Inc., Term Loan                                   | CUSIP: N/A<br>LEI: 549300ZKYR56QRODD510       | Long             | DBT              | CORP              | US        |     52000 | PA      | $50622.00     | 0.01%             | 2027-02-02      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Turning Pt Brands Inc                                                                            | Turning Point Brands, Inc.                                              | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      6227 | NS      | $134690.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline L P  Paa Finance Corp                                               | Plains All American Pipeline, LP                                        | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $91002.69     | 0.02%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Eog Resources Inc                                                                                | EOG Resources, Inc.                                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       269 | NS      | $34840.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                                         | Primo Water Holdings, Inc.                                              | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73405.28     | 0.02%             | 2029-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    134000 | PA      | $123968.22    | 0.03%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Mortgageit Trust 2007-1                                                                          | MortgageIT Trust                                                        | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    618945 | PA      | $496718.90    | 0.12%             | 2047-06-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                                       | Deere & Company                                                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       278 | NS      | $119195.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                            | Caesars Entertainment, Inc.                                             | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132147.87    | 0.03%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                                               | United Rentals, Inc.                                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2436 | NS      | $865803.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                                                                       | Affirm Asset Securitization Trust                                       | CUSIP: 00834WAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $522627.55    | 0.13%             | 2027-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                                          | Zayo Group Holdings, Inc., Term Loan                                    | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | DBT              | CORP              | US        |    245240 | PA      | $197960.43    | 0.05%             | 2027-03-09      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                                 | Nationstar Mortgage Holdings, Inc.                                      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $43855.00     | 0.01%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                                      | Starwood Property Trust, Inc., Convertible                              | CUSIP: 85571BAH8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38775.00     | 0.01%             | 2023-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                             | Cornerstone Building Brands, Inc.                                       | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35212.00     | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                                         | Madison Park Funding XXI, Ltd.                                          | CUSIP: 55820JBJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    275000 | PA      | $259819.18    | 0.06%             | 2032-10-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38220.00     | 0.01%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                           | Verizon Communications, Inc.                                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     97000 | PA      | $79768.78     | 0.02%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | Ventas Realty, LP                                                       | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34210.85     | 0.01%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                                                                             | Whitebox CLO III, Ltd.                                                  | CUSIP: 96467HAG1<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $282893.70    | 0.07%             | 2034-10-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                                                                                    | Ingevity Corporation                                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      4889 | NS      | $344381.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATLS INC                                                                                | Applied Materials, Inc.                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2727 | NS      | $265555.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chs Inc                                                                                          | CHS, Inc., 7.100%                                                       | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      1250 | NS      | $30412.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC Securities Trust                                                                             | ROC Securities Trust Series                                             | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    675000 | PA      | $632283.77    | 0.16%             | 2026-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Banc America AlternatIVe Loan Tr                                                                 | Banc of America Alternative Loan Trust                                  | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229788 | PA      | $195303.72    | 0.05%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                                | Owens & Minor, Inc.                                                     | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42110.60     | 0.01%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Ncr Corporation New                                                                              | AT&T, Inc.                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      3862 | NS      | $71099.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                          | Dell International, LLC                                                 | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28362.06     | 0.01%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                             | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48337.01     | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                         | Lloyds Banking Group plc                                                | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $77899.10     | 0.02%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                     | Credit Suisse Mortgage Trust                                            | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    383648 | PA      | $373249.03    | 0.09%             | 2067-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Voya Global Equity DIVidend & Premium Opportunity Fd                                             | Voya Global Equity Dividend & Premium Opportunity Fund                  | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |      6819 | NS      | $36890.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE CO                                                                        | VICI Properties, LP/VICI Note Company, Inc.                             | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $67173.13     | 0.02%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     91000 | PA      | $78934.11     | 0.02%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                          | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42905.36     | 0.01%             | 2025-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142837.02    | 0.04%             | 2024-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                                              | Callon Petroleum Company                                                | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41175.00     | 0.01%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP                                                                        | Sinclair Television Group, Inc.                                         | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    116000 | PA      | $81110.68     | 0.02%             | 2030-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XHQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1626486 | PA      | $1500499.84   | 0.37%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                              | Delta Air Lines, Inc.                                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     10193 | NS      | $334941.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136AE4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    342915 | PA      | $12424.44     | 0.00%             | 2031-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                                | Lam Research Corporation                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       470 | NS      | $197541.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings CLO Ltd. 2016-II                                                                         | Barings CLO, Ltd.                                                       | CUSIP: 06761CAS8<br>LEI: 549300Z33CTC4YAKLT16 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $371760.00    | 0.09%             | 2032-01-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Allegheny Technologies Inc                                                                       | Allegheny Technologies, Inc.                                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      1238 | NS      | $36966.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                                                    | Old Dominion Freight Line, Inc.                                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1541 | NS      | $437304.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                           | Verizon Communications, Inc.                                            | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63355.11     | 0.02%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                   | Amazon.com, Inc.                                                        | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76216.61     | 0.02%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Omnicell Inc                                                                                     | Omnicell, Inc.                                                          | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       575 | NS      | $28991.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Midstream Partners Lp                                                            | Dominion Energy, Inc.                                                   | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118125.00    | 0.03%             | 2024-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                              | American Express Company                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2823 | NS      | $417098.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39554.88     | 0.01%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                                             | Rackspace Technology Global, Inc., Term Loan                            | CUSIP: N/A<br>LEI: 549300QTYCKLMFSE8I97       | Long             | DBT              | CORP              | US        |    115968 | PA      | $72057.83     | 0.02%             | 2028-02-09      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                               | Mattamy Group Corporation                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $48775.82     | 0.01%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                                   | John Deere Capital Corporation                                          | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41072.69     | 0.01%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TrustCo Bank Corp NY                                                                             | TrustCo Bank Corporation NY                                             | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $12216.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Prods Llc                                                                      | Reynolds Consumer Products, LLC, Term Loan                              | CUSIP: N/A<br>LEI: 549300DWNZYMOSR1X343       | Long             | DBT              | CORP              | US        |    151000 | PA      | $149607.78    | 0.04%             | 2027-02-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                                   | Pretium Mortgage Credit Partners, LLC                                   | CUSIP: 69362NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $405580.10    | 0.10%             | 2052-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                         | Nippon Life Insurance Company                                           | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    129000 | PA      | $109415.24    | 0.03%             | 2050-01-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Hub International Ltd                                                                            | HUB International, Ltd.                                                 | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25453.74     | 0.01%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| H & E Equipment Svcs Inc                                                                         | H&E Equipment Services, Inc.                                            | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102214.80    | 0.03%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction Llc                                                                     | Sabine Pass Liquefaction, LLC                                           | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62978.06     | 0.02%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                         | Nippon Life Insurance Company                                           | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    168000 | PA      | $164146.82    | 0.04%             | 2044-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                                              | Callon Petroleum Company                                                | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54725.00     | 0.01%             | 2025-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    124000 | PA      | $115501.24    | 0.03%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                                   | Open Text Corporation, Term Loan                                        | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | DBT              | CORP              | US        |    193000 | PA      | $188319.75    | 0.05%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                           | Diamondback Energy, Inc.                                                | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18217.34     | 0.00%             | 2031-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                      | Bank of America Corporation                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     22013 | NS      | $729070.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS                                                                        | Scientific Games Holdings, LP, Term Loan                                | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | DBT              | CORP              | US        |    128000 | PA      | $121859.84    | 0.03%             | 2029-04-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                            | Playtika Holding Corporation                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     61000 | PA      | $47881.95     | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Dte Energy Co                                                                                    | DTE Energy Company                                                      | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63891.65     | 0.02%             | 2024-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Triumph Bancorp Inc                                                                              | Triumph Financial, Inc.                                                 | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      3834 | NS      | $187367.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital Plc                                                                               | Diageo Capital plc                                                      | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $36962.26     | 0.01%             | 2030-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81005.04     | 0.02%             | 2025-10-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Curtiss Wright Corp                                                                              | Curtiss-Wright Corporation                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1297 | NS      | $216586.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                                                              | Churchill Downs, Inc.                                                   | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40269.15     | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Barclays Plc                                                                                     | Barclays plc                                                            | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     68000 | PA      | $63860.83     | 0.02%             | 2029-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                                 | ITT Holdings, LLC                                                       | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54739.10     | 0.01%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Sempra Energy Discount Commercial Paper 4a2 Yrs 3&4                                              | Sempra Energy                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3205 | NS      | $495300.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeld-Wen Inc                                                                                     | JELD-WEN, Inc.                                                          | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25119.00     | 0.01%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                                         | Hawaiian Brand Intellectual Property, Ltd.                              | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     13000 | PA      | $11765.00     | 0.00%             | 2026-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50616.57     | 0.01%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fti Consulting Inc                                                                               | FTI Consulting, Inc.                                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       541 | NS      | $85910.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                 | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40278.14     | 0.01%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                           | Equitable Holdings, Inc.                                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     25011 | NS      | $717815.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23490.56     | 0.01%             | 2027-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                          | Hyundai Capital America                                                 | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31479.63     | 0.01%             | 2025-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                         | Vistra Operations Company, LLC                                          | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86039.36     | 0.02%             | 2025-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                           | Lumen Technologies, Inc.                                                | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44334.30     | 0.01%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                                 | Boyd Gaming Corporation                                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       164 | NS      | $8942.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                              | Bank of Nova Scotia                                                     | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $120802.50    | 0.03%             | 2025-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                | Iliad Holding SASU                                                      | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     91000 | PA      | $84398.30     | 0.02%             | 2026-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Regionalcare Hospital Partners Holdings Inc                                                      | LifePoint Health, Inc., Term Loan                                       | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | DBT              | CORP              | US        |    109000 | PA      | $102514.50    | 0.03%             | 2025-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Tr                                                                             | Pebblebrook Hotel Trust                                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      9119 | NS      | $122103.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                             | JetBlue Airways Corporation, Convertible                                | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    189000 | PA      | $137795.56    | 0.03%             | 2026-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Oci N V                                                                                          | OCI NV                                                                  | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $52116.30     | 0.01%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Peapack-Gladstone Financial Corp                                                                 | Peapack-Gladstone Financial Corporation                                 | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |        84 | NS      | $3126.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                   | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $279808.66    | 0.07%             | 2051-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                                        | Teledyne Technologies, Inc.                                             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       222 | NS      | $88780.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                                    | BlackRock, Inc.                                                         | CUSIP: 09247X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       316 | NS      | $223927.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole S A                                                                              | Credit Agricole SA                                                      | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     54000 | PA      | $51721.20     | 0.01%             | 2024-09-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103084.91    | 0.03%             | 2025-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                                   | Pretium Mortgage Credit Partners, LLC                                   | CUSIP: 741386AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $196527.13    | 0.05%             | 2060-06-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                                                  | Informatica, LLC, Term Loan                                             | CUSIP: N/A<br>LEI: 5493007SV33RZV7RPS40       | Long             | DBT              | CORP              | US        |    125683 | PA      | $123044.07    | 0.03%             | 2028-10-29      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Meg Energy Corp                                                                                  | MEG Energy Corporation                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $64253.20     | 0.02%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                            | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     97000 | PA      | $84947.86     | 0.02%             | 2027-01-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 4.750%                                     | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3650 | NS      | $70299.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Babson CLO Ltd                                                                                   | Babson CLO, Ltd.                                                        | CUSIP: 06760PAJ0<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-O            | CORP              | KY        |    550000 | PA      | $510511.10    | 0.13%             | 2029-07-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through  | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013728 | PA      | $946460.73    | 0.23%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                                | State Street Corporation                                                | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58179.13     | 0.01%             | 2025-11-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| United Sts Steel Corporation New                                                                 | United States Steel Corporation, Convertible                            | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    117000 | PA      | $234000.00    | 0.06%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                          | Macy's Retail Holdings, LLC                                             | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $57551.19     | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                                     | Insulet Corporation                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       942 | NS      | $277315.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                                   | Amazon.com, Inc.                                                        | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36159.25     | 0.01%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| General Mtrs Financial Company Inc                                                               | General Motors Financial Company, Inc.                                  | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66660.03     | 0.02%             | 2024-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                              | SkyMiles IP, Ltd., Term Loan                                            | CUSIP: N/A<br>LEI: 2549008L7P4I8VB90936       | Long             | DBT              | CORP              | US        |    266740 | PA      | $271541.32    | 0.07%             | 2027-10-20      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                        | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $55483.20     | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                     | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $64276.64     | 0.02%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                                                     | Semtech Corporation, Convertible                                        | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28630.00     | 0.01%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation                                  | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    426024 | PA      | $48412.73     | 0.01%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Chl Mortgage Pass-Through Trust 2007-18                                                          | CHL Mortgage Pass-Through Trust                                         | CUSIP: 12544JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    236194 | PA      | $130918.04    | 0.03%             | 2037-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Ss&C Technologies Inc                                                                            | SS&C Technologies, Inc.                                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145141.40    | 0.04%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34172.41     | 0.01%             | 2026-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Sonos Inc                                                                                        | Sonos, Inc.                                                             | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     19793 | NS      | $334501.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                                                      | Plexus Corporation                                                      | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       376 | NS      | $38701.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                                        | United Parcel Service, Inc.                                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3419 | NS      | $594358.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Company Iam Commercial Paper 42                                                           | Boeing Company                                                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87807.53     | 0.02%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| B & G Foods Inc New                                                                              | B&G Foods, Inc.                                                         | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23773.53     | 0.01%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     13968 | NS      | $550339.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Cork & Seal Company, Inc.                                         | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66918.15     | 0.02%             | 2026-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                          | ATI, Inc., Convertible                                                  | CUSIP: 01741RAK8<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     89000 | PA      | $178801.00    | 0.04%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                           | Albertson's Companies, Inc.                                             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $82221.02     | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                                                                      | Progyny, Inc.                                                           | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7192 | NS      | $224030.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M & T Bank Corp                                                                                  | M&T Bank Corporation                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1978 | NS      | $286928.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      9462 | NS      | $1268854.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47550.00     | 0.01%             | 2026-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1360876 | PA      | $1242439.01   | 0.31%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S A                                                                              | Credit Agricole SA                                                      | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     45000 | PA      | $36778.86     | 0.01%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Ttm Technologies Inc                                                                             | TTM Technologies, Inc.                                                  | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     34683 | NS      | $523019.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adj Rate Mortgage Loan Tr                                                             | Structured Adjustable Rate Mortgage Loan Trust                          | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59281 | PA      | $50137.75     | 0.01%             | 2035-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP NEW                                                                                | Amphenol Corporation                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1831 | NS      | $139412.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Indymac Inda Mortgage Loan Trust 2006-Ar1                                                        | IndyMac INDA Mortgage Loan Trust                                        | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    579811 | PA      | $455359.58    | 0.11%             | 2036-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                                                                        | Itron, Inc., Convertible                                                | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    178000 | PA      | $145746.40    | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cohu Inc                                                                                         | Cohu, Inc.                                                              | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      5783 | NS      | $185345.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CCI BUYER INC                                                                                    | CCI Buyer, Inc., Term Loan                                              | CUSIP: N/A<br>LEI: 254900TMV7DAFRQALU04       | Long             | DBT              | CORP              | US        |    101000 | PA      | $96253.00     | 0.02%             | 2027-12-17      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                                         | Patrick Industries, Inc., Convertible                                   | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     72000 | PA      | $58764.96     | 0.01%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Lyondellbasell Inds N V Iam Commercial Paper 42                                                  | LyondellBasell Industries NV                                            | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      3103 | NS      | $257642.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                        | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $47540.50     | 0.01%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32639.64     | 0.01%             | 2024-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Primo Water Corporation Cda                                                                      | Primo Water Corporation                                                 | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19757 | NS      | $307023.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                                                 | Altice France SA                                                        | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $53377.10     | 0.01%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                                   | Air Lease Corporation                                                   | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29792.94     | 0.01%             | 2025-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                  | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68753.39     | 0.02%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Blackrock Floating Rate Income Strategies Fund Inc                                               | BlackRock Floating Rate Income Strategies Fund, Inc.                    | CUSIP: 09255X100<br>LEI: UZXE8UOGW61VMG5WLP57 | Long             |  | RF                | US        |       475 | NS      | $5348.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                                                           | MACOM Technology Solutions Holdings, Inc., Convertible                  | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $199879.00    | 0.05%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                                         | Ashton Woods USA, LLC                                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36032.88     | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Cf Inds Holdings Inc                                                                             | CF Industries Holdings, Inc.                                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3342 | NS      | $284738.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT 5-Yr. U.S. Treasury Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        38 | NC      | $-1899.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating Llc  Charter Communications Operating Capital Corp              | Charter Communications Operating, LLC                                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $63036.12     | 0.02%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                         | American Airlines, Inc.                                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    161000 | PA      | $154825.09    | 0.04%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Empire Cmntys Corp                                                                               | Empire Communities Corporation                                          | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $46112.26     | 0.01%             | 2025-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                                                                        | Go Daddy Operating Company, LLC, Term Loan                              | CUSIP: N/A<br>LEI: 5493005GJOH8HLL11157       | Long             | DBT              | CORP              | US        |    123000 | PA      | $122675.28    | 0.03%             | 2029-11-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60137.70     | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND                                                            | Drawbridge Special Opportunities Fund, LP                               | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90130.11     | 0.02%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cascades Inc  Cascades Usa Inc                                                                   | Cascades USA, Inc.                                                      | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $45488.07     | 0.01%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                                                   | Home Depot, Inc.                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3419 | NS      | $1079925.34   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                                               | Union Pacific Corporation                                               | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40632.69     | 0.01%             | 2027-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                             | M&T Bank Corporation                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     58000 | PA      | $44950.58     | 0.01%             | 2026-09-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Wellpoint Inc                                                                                    | Elevance Health, Inc.                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2950 | NS      | $1513261.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AADVANTAGE LOYALTY IP                                                                            | AAdvantage Loyalty IP, Ltd., Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    301645 | PA      | $299995.00    | 0.07%             | 2028-04-20      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                                             | Daimler Finance North America, LLC                                      | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60824.99     | 0.02%             | 2026-03-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                             | CHNGE Mortgage Trust                                                    | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380117 | PA      | $370749.85    | 0.09%             | 2067-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Select Sector Spdr Tr                                                                            | Materials Select Sector SPDR Fund                                       | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Long             |  | RF                | US        |      3025 | NS      | $234982.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dish Dbs Corp                                                                                    | DISH DBS Corporation                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24160.08     | 0.01%             | 2024-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Lancaster Colony Corp                                                                            | Lancaster Colony Corporation                                            | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       352 | NS      | $69449.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                          | Hyundai Capital America                                                 | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36933.35     | 0.01%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                                  | Tripadvisor, Inc.                                                       | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14820.52     | 0.00%             | 2025-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                                          | Unifrax Escrow Issuer Corporation                                       | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     64000 | PA      | $51498.67     | 0.01%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                                           | Bank of New York Mellon Corporation                                     | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62744.66     | 0.02%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Longfellow Place CLO Ltd                                                                         | Longfellow Place CLO, Ltd.                                              | CUSIP: 54303PBC8<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $356646.75    | 0.09%             | 2029-04-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc Del                                                                       | Berkshire Hathaway, Inc.                                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1717 | NS      | $530381.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol Myers Squibb Co                                                                          | Bristol-Myers Squibb Company                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       193 | NS      | $13886.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                                           | Arch Capital Group, Ltd.                                                | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      8041 | NS      | $504813.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Racer Midstream Llc  Blue Racer Finance Corp                                                | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $37750.83     | 0.01%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                                 | Delta 2 Lux Sarl, Term Loan                                             | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | DBT              | CORP              | US        |    185000 | PA      | $184768.75    | 0.05%             | 2030-01-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream Llc  Blue Racer Finance Corp                                                | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18858.53     | 0.00%             | 2025-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                                         | SeaWorld Parks and Entertainment, Inc.                                  | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25250.27     | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                            | Lincoln National Corporation                                            | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60562.50     | 0.01%             | 2027-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Blackrock Enhanced Equity DIVidend Tr                                                            | BlackRock Enhanced Equity Dividend Trust                                | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |       450 | NS      | $4054.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuvasIVe Inc                                                                                     | NuVasive, Inc.                                                          | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     11872 | NS      | $489601.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS UNION LLC                                                                                  | Trans Union, LLC, Term Loan                                             | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | DBT              | CORP              | US        |    188000 | PA      | $185911.32    | 0.05%             | 2028-12-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Transcanada Tr                                                                                   | TransCanada Trust                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $166352.95    | 0.04%             | 2076-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                                   | Galaxy XIX CLO, Ltd.                                                    | CUSIP: 36319QBS0<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $231370.25    | 0.06%             | 2030-07-24      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                        | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55091.24     | 0.01%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                                                                         | NICE, Ltd. ADR                                                          | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      1365 | NS      | $262489.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                                                         | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017AF1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     73000 | PA      | $144905.00    | 0.04%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Plc  Ardagh Holdings Usa Inc                                            | Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.                  | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     75000 | PA      | $56080.66     | 0.01%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                              | FS KKR Capital Corporation                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39903.89     | 0.01%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Rli Corp                                                                                         | RLI Corporation                                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2723 | NS      | $357448.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyland Software Inc                                                                              | Hyland Software, Inc., Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    125672 | PA      | $123818.22    | 0.03%             | 2024-07-01      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | Intercontinental Exchange, Inc.                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2576 | NS      | $264271.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nmi Holdings Inc                                                                                 | NMI Holdings, Inc.                                                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       415 | NS      | $8673.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gmacm Home Equity Loan Tr                                                                        | GMAC Mortgage Corporation Loan Trust                                    | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31408 | PA      | $16186.21     | 0.00%             | 2035-08-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE                                                                        | Smyrna Ready Mix Concrete, LLC, Term Loan                               | CUSIP: N/A<br>LEI: 549300S7RFWHQFOIOY93       | Long             | DBT              | CORP              | US        |     75833 | PA      | $74127.21     | 0.02%             | 2029-04-01      | Floating      | 0.09%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     78000 | PA      | $56560.24     | 0.01%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc.                                   | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36151.20     | 0.01%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Medtronic Plc                                                                                    | Medtronic plc                                                           | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      8173 | NS      | $635205.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FOLEY PRODUCTS CO LLC                                                                            | Foley Products Company, LLC, Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     78273 | PA      | $75468.36     | 0.02%             | 2029-02-16      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corporation Mich                                                                | Independent Bank Corporation                                            | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $7199.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                              | Southern California Edison Company                                      | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22188.58     | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                          | Frontier Communications Corporation                                     | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24817.80     | 0.01%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                           | Santander Holdings USA, Inc.                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35177.29     | 0.01%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                      | Asurion, LLC, Term Loan                                                 | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | DBT              | CORP              | US        |    210700 | PA      | $187392.37    | 0.05%             | 2026-12-23      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Virtus Convertible & Income Fund                                                                 | Virtus Convertible & Income Fund                                        | CUSIP: 92838X102<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      4400 | NS      | $14960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                                                                 | Bank of Montreal                                                        | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $63326.41     | 0.02%             | 2027-09-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Public Storage                                                                                   | Public Storage, 4.125%                                                  | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      6150 | NS      | $105841.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                                                                    | Independence Realty Trust, Inc.                                         | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     10358 | NS      | $174635.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                           | Goodyear Tire & Rubber Company                                          | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28627.90     | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                                        | Hess Corporation                                                        | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36893.36     | 0.01%             | 2024-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $93968.85     | 0.02%             | 2025-09-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                   | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    124000 | PA      | $104175.70    | 0.03%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                               | Roche Holdings, Inc.                                                    | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50441.08     | 0.01%             | 2031-12-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                                                     | Enerflex, Ltd.                                                          | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $40887.05     | 0.01%             | 2027-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                         | Jacobs Entertainment, Inc.                                              | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35202.61     | 0.01%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Numericable-Sfr SA                                                                               | Altice France SA, Term Loan                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | US        |    262000 | PA      | $243115.04    | 0.06%             | 2026-08-14      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | Expedia Group, Inc.                                                     | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2428 | NS      | $212692.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                                                                            | Viemed Healthcare, Inc.                                                 | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     23308 | NS      | $176208.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO ESCROW SUB LLC                                                                               | XPO Escrow Sub, LLC                                                     | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62739.04     | 0.02%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                                                            | Dun & Bradstreet Corporation, Term Loan                                 | CUSIP: N/A<br>LEI: RI37BMPWE56BCJ747E14       | Long             | DBT              | CORP              | US        |    151000 | PA      | $149355.61    | 0.04%             | 2026-02-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Best Buy Company Inc                                                                             | Best Buy Company, Inc.                                                  | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35605.90     | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                     | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     41000 | PA      | $35635.69     | 0.01%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                           | Minerva Merger Sub, Inc.                                                | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     68000 | PA      | $50111.39     | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                                      | Southern Company                                                        | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43448.70     | 0.01%             | 2024-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                                   | Proofpoint, Inc., Term Loan                                             | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | DBT              | CORP              | US        |    168000 | PA      | $161185.92    | 0.04%             | 2028-08-31      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                                                       | Ciena Corporation                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      9062 | NS      | $461980.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwestone Financial Group Inc New                                                               | MidWestOne Financial Group, Inc.                                        | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1616 | NS      | $51308.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                                                                          | Mirati Therapeutics, Inc.                                               | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      1354 | NS      | $61349.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Tr                                                                                       | iShares Preferred and Income Securities ETF                             | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |      4500 | NS      | $137385.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Lease Corp                                                                                   | Air Lease Corporation                                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      8712 | NS      | $334715.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Finance Unlimited Co                                                                     | Perrigo Finance Unlimited Company                                       | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    123000 | PA      | $114093.56    | 0.03%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| American Axle & Mfg Inc                                                                          | American Axle & Manufacturing, Inc.                                     | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    118000 | PA      | $106433.99    | 0.03%             | 2027-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| Aptargroup Inc                                                                                   | AptarGroup, Inc.                                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2042 | NS      | $224579.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Corporate High Yield Fund Inc                                                          | BlackRock Corporate High Yield Fund, Inc.                               | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |      9416 | NS      | $82295.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani Llc                                                                                      | Chobani, LLC, Term Loan                                                 | CUSIP: N/A<br>LEI: 549300ISVDMZ91KNTR38       | Long             | DBT              | CORP              | US        |     78277 | PA      | $76580.54     | 0.02%             | 2027-10-23      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                | Ares Capital Corporation, Convertible                                   | CUSIP: 04010LAW3<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67880.00     | 0.02%             | 2024-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHINNOK HOLDCO                                                               | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $46296.03     | 0.01%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136BNYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    509104 | PA      | $488403.89    | 0.12%             | 2052-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                                     | Pioneer Natural Resources Company                                       | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     57000 | PA      | $44637.87     | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                                                           | Permian Resources Corporation                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      6348 | NS      | $59671.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                                                   | Salesforce.com, Inc.                                                    | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    117000 | PA      | $93280.09     | 0.02%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                                                             | Dewolf Park CLO, Ltd.                                                   | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $315088.90    | 0.08%             | 2030-10-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                                                                      | Waters Corporation                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       780 | NS      | $267212.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                      | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    112000 | PA      | $105602.18    | 0.03%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                          | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    278896 | PA      | $10979.12     | 0.00%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | FNMA Conventional 30-Yr. Pass Through Call Option                       | CUSIP: 01F994699<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -4 | NC      | $-5241.53     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                            | Nabors Industries, Ltd.                                                 | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $80103.91     | 0.02%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                         | Performance Food Group, Inc.                                            | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49397.34     | 0.01%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp                                                                 | Owl Rock Technology Finance Corporation                                 | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19920.56     | 0.00%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                   | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84366.51     | 0.02%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II Global Medium Terminal Nts Book Entry Registered S              | Principal Life Global Funding II                                        | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     68000 | PA      | $58959.05     | 0.01%             | 2026-08-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | Lamb Weston Holdings, Inc.                                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      9104 | NS      | $813533.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                                          | O'Reilly Automotive, Inc.                                               | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54927.63     | 0.01%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                         | Delta Air Lines, Inc.                                                   | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95882 | PA      | $93540.73     | 0.02%             | 2025-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                                 | Bank of Montreal                                                        | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $31756.36     | 0.01%             | 2037-01-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, Inc.                                                            | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     91000 | PA      | $79330.76     | 0.02%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                          | Becton, Dickinson and Company                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57503.35     | 0.01%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Patrick Inds Inc                                                                                 | Patrick Industries, Inc., Convertible                                   | CUSIP: 703343AB9<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77266.80     | 0.02%             | 2023-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                             | Boston Properties, LP                                                   | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34211.32     | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group America Finance Llc                                                             | Volkswagen Group of America Finance, LLC                                | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16235.15     | 0.00%             | 2025-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services In                                                                   | PennyMac Financial Services, Inc.                                       | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |        37 | NS      | $2096.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                                                     | Tapestry, Inc.                                                          | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31910.49     | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                              | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48654.91     | 0.01%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                                                                               | Gen Digital, Inc., Term Loan                                            | CUSIP: N/A<br>LEI: YF6ZV0M6AU4FY94MK914       | Long             | DBT              | CORP              | US        |    163000 | PA      | $159977.98    | 0.04%             | 2029-09-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                              | Avantor Funding, Inc.                                                   | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65422.08     | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Erac Usa Finance Llc                                                                             | ERAC USA Finance, LLC                                                   | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81161.09     | 0.02%             | 2024-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Winnebago Inds Inc                                                                               | Winnebago Industries, Inc., Convertible                                 | CUSIP: 974637AB6<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123752.50    | 0.03%             | 2025-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Ozlm Ix Limited  Ozlm Ix Llc                                                                     | OZLM IX, Ltd.                                                           | CUSIP: 67109KBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    425000 | PA      | $408041.65    | 0.10%             | 2031-10-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                                                                     | Frontier Communications Holdings, LLC                                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $73357.03     | 0.02%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Pepsiamericas Inc                                                                                | PepsiCo, Inc.                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        97 | NS      | $17524.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                                                     | Entergy Corporation                                                     | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38042.84     | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28777.18     | 0.01%             | 2026-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                     | Centene Corporation                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79718.37     | 0.02%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    112000 | PA      | $87134.14     | 0.02%             | 2030-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated ActIVity Co                                             | LCPR Senior Secured Financing DAC                                       | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     54000 | PA      | $50490.00     | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                                            | Lumentum Holdings, Inc., Convertible                                    | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $49955.40     | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                             | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57190.02     | 0.01%             | 2032-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                             | Edison International                                                    | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53103.67     | 0.01%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                                            | DIRECTV Holdings, LLC                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $76940.76     | 0.02%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I L P                                                                          | Harvest Midstream, LP                                                   | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    112000 | PA      | $106897.28    | 0.03%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                   | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $300591.59    | 0.07%             | 2051-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT U.S. Long Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        52 | NC      | $3918.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    233000 | PA      | $224379.00    | 0.06%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                 | Deutsche Bank AG                                                        | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     62000 | PA      | $44030.89     | 0.01%             | 2033-01-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    349400 | PA      | $32232.18     | 0.01%             | 2033-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                     | Credit Suisse Mortgage Trust                                            | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230319 | PA      | $188648.29    | 0.05%             | 2066-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                       | Sysco Corporation                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      4201 | NS      | $321166.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                               | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44751.51     | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                         | Baxter International, Inc.                                              | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32570.13     | 0.01%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                                               | Gray Escrow II, Inc.                                                    | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $100891.00    | 0.02%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                                                          | Realogy Group, LLC                                                      | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $68075.10     | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                                              | Alliant Energy Corporation                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      6145 | NS      | $339265.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                   | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43271.31     | 0.01%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Disney Walt Co                                                                                   | Walt Disney Company                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      4808 | NS      | $417719.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                                                      | MAXIMUS, Inc.                                                           | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      3499 | NS      | $256581.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                          | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60705.76     | 0.01%             | 2029-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                      | Prologis, LP                                                            | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70119.45     | 0.02%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                         | Onslow Bay Mortgage Loan Trust                                          | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    336105 | PA      | $322675.71    | 0.08%             | 2062-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp                                                            | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75369.64     | 0.02%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                                     | Teleflex, Inc.                                                          | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114370.80    | 0.03%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                                           | CNH Industrial Capital, LLC                                             | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19658.89     | 0.00%             | 2023-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                                | Phoenix Newco, Inc., Term Loan                                          | CUSIP: N/A<br>LEI: 254900PHGVI5379Z9791       | Long             | DBT              | CORP              | US        |    104000 | PA      | $99984.56     | 0.02%             | 2028-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                        | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    109000 | PA      | $88012.20     | 0.02%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                                 | Radian Group, Inc.                                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     11629 | NS      | $221765.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000993 | PA      | $890697.21    | 0.22%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Invs Inc                                                                        | Omega Healthcare Investors, Inc.                                        | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34687.34     | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | Nutrien, Ltd.                                                           | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $82685.60     | 0.02%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                  | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $38477.83     | 0.01%             | 2025-07-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Csx Corp                                                                                         | CSX Corporation                                                         | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43284.71     | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALI GROUP NORTH AMERICA                                                                          | Ali Group North America Corporation, Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    126000 | PA      | $124762.68    | 0.03%             | 2029-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                                              | Northern Trust Corporation                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63489.55     | 0.02%             | 2027-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP                                                     | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59072.95     | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Financial Instns Inc                                                                             | Financial Institutions, Inc.                                            | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $5164.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enlink Midstream Partners Lp                                                                     | EnLink Midstream Partners, LP                                           | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65801.96     | 0.02%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                | Ares Capital Corporation                                                | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17060.60     | 0.00%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     11750 | NS      | $1189217.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                                       | Evergy, Inc.                                                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1158 | NS      | $72872.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                       | Chipotle Mexican Grill, Inc.                                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $575808.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                                                                     | Comerica, Inc.                                                          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4496 | NS      | $300557.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                                                           | Dolby Laboratories, Inc.                                                | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      2084 | NS      | $147005.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc                                                                      | BioMarin Pharmaceutical, Inc.                                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       240 | NS      | $24837.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     89000 | PA      | $71234.18     | 0.02%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                                               | Wind River CLO, Ltd.                                                    | CUSIP: 97316FAE1<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $189372.00    | 0.05%             | 2030-07-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                                   | Hertz Corporation                                                       | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     54000 | PA      | $40964.40     | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Truist Bank Charlotte N C                                                                        | Truist Bank                                                             | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     42000 | PA      | $34056.11     | 0.01%             | 2030-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLM CORP MEDIUM TERM NTS BOOK ENTRY                                                              | Navient Corporation                                                     | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44923.05     | 0.01%             | 2023-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Cvs Health Corp                                                                                  | CVS Health Corporation                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33853.49     | 0.01%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | Quikrete Holdings, Inc., Term Loan                                      | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | DBT              | CORP              | US        |     78000 | PA      | $77025.00     | 0.02%             | 2027-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                          | New Fortress Energy, Inc.                                               | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28374.00     | 0.01%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                                 | Allied Universal Holdco, LLC                                            | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $25401.59     | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Company Ltd                                                                         | Nissan Motor Company, Ltd.                                              | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     54000 | PA      | $52907.65     | 0.01%             | 2023-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc New                                                                         | Cleveland-Cliffs, Inc.                                                  | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57319.48     | 0.01%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                         | Corebridge Financial, Inc.                                              | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38809.46     | 0.01%             | 2052-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $918421.88    | 0.23%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                                        | Ionis Pharmaceuticals, Inc., Convertible                                | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    117000 | PA      | $108005.63    | 0.03%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ss&C Technologies Inc                                                                            | SS&C Technologies, Inc., Term Loan                                      | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | DBT              | CORP              | US        |     47392 | PA      | $46503.06     | 0.01%             | 2025-04-16      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Lsb Inds Inc                                                                                     | LSB Industries, Inc.                                                    | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |        47 | NS      | $625.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources Inc                                                                        | Continental Resources, Inc.                                             | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38165.27     | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                         | Allison Transmission, Inc.                                              | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82250.00     | 0.02%             | 2031-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82160.40     | 0.02%             | 2023-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| MATTEL INC                                                                                       | Mattel, Inc.                                                            | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    219000 | PA      | $201349.66    | 0.05%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35089.60     | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                                | ITC Holdings Corporation                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42405.52     | 0.01%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37396.19     | 0.01%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Amsted Inds Inc                                                                                  | Amsted Industries, Inc.                                                 | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75892.80     | 0.02%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                           | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $22936.95     | 0.01%             | 2025-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| TEMPO ACQUISITION LLC                                                                            | Tempo Acquisition, LLC, Term Loan                                       | CUSIP: N/A<br>LEI: 549300VV0B2RPMHQGA61       | Long             | DBT              | CORP              | US        |    123000 | PA      | $122508.00    | 0.03%             | 2028-08-31      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley, 5.850%                                                  | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      5880 | NS      | $135298.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rali Series 2007-Qs1 Tr                                                                          | Residential Accredit Loans, Inc. Trust                                  | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85752 | PA      | $64924.41     | 0.02%             | 2037-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Invesco Dynamic Credit Opportu                                                                   | Invesco Dynamic Credit Opportunities Fund                               | CUSIP: 46091B207<br>LEI: UJGJ6DJQ6L11ZHIVZG65 | Long             |  | RF                | US        |      3023 | NS      | $32164.78     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                               | SunCoke Energy, Inc.                                                    | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64379.06     | 0.02%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                                                                         | Necessity Retail REIT, Inc.                                             | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $63210.00     | 0.02%             | 2028-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41893.58     | 0.01%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp                                                            | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63479.65     | 0.02%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                            | Lincoln National Corporation                                            | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38500.00     | 0.01%             | 2023-02-17      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| UPC FINANCING PARTNERSHIP                                                                        | UPC Financing Partnership, Term Loan                                    | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | DBT              | CORP              | US        |     77000 | PA      | $75075.00     | 0.02%             | 2029-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Abbvie Inc                                                                                       | AbbVie, Inc.                                                            | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    223000 | PA      | $216119.78    | 0.05%             | 2025-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                                       | Zoetis, Inc.                                                            | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     98000 | PA      | $93088.73     | 0.02%             | 2028-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING                                                                      | Western Midstream Operating, LP                                         | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24899.18     | 0.01%             | 2048-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Indymac Mbs Inc                                                                                  | Residential Asset Securitization Trust                                  | CUSIP: 45660LEW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193495 | PA      | $181392.01    | 0.04%             | 2035-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Tax-Managed Global DIVersified Equity Income Fd                                      | Eaton Vance Tax-Managed Global Diversified Equity Income Fund           | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |       614 | NS      | $4635.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                                                              | Moody's Corporation                                                     | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39247.94     | 0.01%             | 2032-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                                 | Spirit Realty, LP                                                       | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81534.02     | 0.02%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                           | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    164000 | PA      | $155942.28    | 0.04%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation Mich                                                               | Credit Acceptance Corporation                                           | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $65784.57     | 0.02%             | 2024-12-31      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Cigna Corporation New                                                                            | Cigna Holding Company                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3080 | NS      | $1020527.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                              | Sherwin-Williams Company                                                | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42249.60     | 0.01%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                         | Santander UK Group Holdings plc                                         | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     92000 | PA      | $78226.93     | 0.02%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                              | American Tower Corporation                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51708.87     | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co                                                                            | Scotts Miracle-Gro Company                                              | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35640.00     | 0.01%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp                                                                 | Owl Rock Technology Finance Corporation                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58594.96     | 0.01%             | 2026-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                                                                        | FleetCor Technologies Operating Company, LLC, Term  Loan                | CUSIP: N/A<br>LEI: 549300FKKKZCXLK48427       | Long             | DBT              | CORP              | US        |    101000 | PA      | $99832.44     | 0.02%             | 2028-04-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2796409 | PA      | $2283756.40   | 0.56%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                              | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47713.12     | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                                | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14545.14     | 0.00%             | 2024-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                              | FS KKR Capital Corporation                                              | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |       309 | NS      | $5407.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                      | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20972.50     | 0.01%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                            | Norfolk Southern Corporation                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1423 | NS      | $350655.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank Aktiengesellschaft Subordinated Medium Terminal Nts Book Entry 144a                  | Commerzbank AG                                                          | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     82000 | PA      | $82638.68     | 0.02%             | 2023-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                            | Toronto-Dominion Bank                                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $41939.46     | 0.01%             | 2032-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                                        | Chubb, Ltd.                                                             | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3068 | NS      | $676800.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                                           | TK Elevator US Newco, Inc., Term Loan                                   | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | DBT              | CORP              | US        |    128000 | PA      | $122960.64    | 0.03%             | 2027-07-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                                         | SLM Corporation                                                         | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27448.69     | 0.01%             | 2025-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                                         | Wyndham Hotels & Resorts, Inc.                                          | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31402.00     | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glasscontainer Inc                                                                | Owens-Brockway Glass Container, Inc.                                    | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26807.82     | 0.01%             | 2023-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| Pioneer Natural Resources Co                                                                     | Pioneer Natural Resources Company                                       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      3723 | NS      | $850295.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                            | Huntington Bancshares, Inc.                                             | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    126000 | PA      | $112714.11    | 0.03%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                                         | Aon Corporation/Aon Global Holdings plc                                 | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $34280.74     | 0.01%             | 2031-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28822.40     | 0.01%             | 2025-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Ametek Inc New                                                                                   | AMETEK, Inc.                                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2613 | NS      | $365088.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63482.95     | 0.02%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Usa Compression Partners Lp  Usa Compression Finance Corp                                        | USA Compression Partners, LP                                            | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62353.85     | 0.02%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                  | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    162000 | PA      | $137700.00    | 0.03%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Patrick Inds Inc                                                                                 | Patrick Industries, Inc.                                                | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       249 | NS      | $15089.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Csx Corp                                                                                         | CSX Corporation                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     20451 | NS      | $633571.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                            | American Homes 4 Rent, LP                                               | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34709.77     | 0.01%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company, Convertible                                         | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    322000 | PA      | $303807.00    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                           | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     82000 | PA      | $66261.30     | 0.02%             | 2031-10-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Air Trans Svcs Group Inc                                                                         | Air Transport Services Group, Inc., Convertible                         | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81867.70     | 0.02%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc., 4.750%                                                      | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     11000 | NS      | $191840.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Of America Corp                                                                             | Bank of America Corporation                                             | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80095.00     | 0.02%             | 2025-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Bank 2021-Bnk36                                                                                  | BANK 2021-BNK36                                                         | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $183409.25    | 0.05%             | 2064-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                                                                         | Sarepta Therapeutics, Inc.                                              | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      1758 | NS      | $227801.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cit Group Inc New                                                                                | First-Citizens Bank & Trust Company                                     | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90448.18     | 0.02%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                                                                          | 510 Asset Backed Trust                                                  | CUSIP: 33835JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $167759.98    | 0.04%             | 2061-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc New                                                                   | Charter Communications, Inc.                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       201 | NS      | $68159.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                                                                          | NextEra Energy Partners, LP, Convertible                                | CUSIP: 65341BAE6<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48802.00     | 0.01%             | 2024-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                    | Regeneron Pharmaceuticals, Inc.                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       744 | NS      | $536788.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike Inc                                                                                         | NIKE, Inc.                                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5640 | NS      | $659936.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24491.77     | 0.01%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Gilat Satellite Networks Ltd                                                                     | Gilat Satellite Networks, Ltd.                                          | CUSIP: M51474118<br>LEI: 529900RVHDCYJ5YWHP12 | Long             | EC               | CORP              | IL        |     17300 | NS      | $100340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                                           | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                   | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $41953.46     | 0.01%             | 2029-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                                         | Coty, Inc.                                                              | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51206.69     | 0.01%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26895.30     | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | BNP Paribas SA                                                          | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     55000 | PA      | $43426.02     | 0.01%             | 2033-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                             | FirstKey Homes Trust                                                    | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $569327.66    | 0.14%             | 2037-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    102000 | PA      | $90781.25     | 0.02%             | 2024-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                         | Capital One Financial Corporation                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21990.66     | 0.01%             | 2026-09-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                                 | Vail Resorts, Inc., Convertible                                         | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    223000 | PA      | $206832.50    | 0.05%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital Designated ActIVity Company  Aercap Global Aviation Tr                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                 | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     59000 | PA      | $57032.78     | 0.01%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                         | Citizens Financial Group, Inc.                                          | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52179.31     | 0.01%             | 2026-10-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                                         | United Wholesale Mortgage, LLC                                          | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14409.92     | 0.00%             | 2025-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                                 | Exxon Mobil Corporation                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8965 | NS      | $988839.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                                                                    | Lincoln Electric Holdings, Inc.                                         | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      2010 | NS      | $290424.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deerfield Dakota Holding Llc                                                                     | Deerfield Dakota Holding, LLC, Term Loan                                | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | DBT              | CORP              | US        |     51867 | PA      | $48349.91     | 0.01%             | 2027-04-09      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                                 | Ryder System, Inc.                                                      | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33400.03     | 0.01%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                                          | Brown Group Holding, LLC, Term Loan                                     | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | DBT              | CORP              | US        |    101000 | PA      | $98994.14     | 0.02%             | 2028-06-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     56000 | PA      | $40902.63     | 0.01%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Kroger Co                                                                                        | Kroger Company                                                          | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35634.97     | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LTD                                                                        | Howden Group Holdings, Ltd., Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     52000 | PA      | $50560.64     | 0.01%             | 2027-11-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                                                                         | UGI Corporation, Convertible, 7.250%                                    | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |       351 | NS      | $30335.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                                                                   | Transocean, Inc.                                                        | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $50125.00     | 0.01%             | 2027-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Cbre Group Inc                                                                                   | CBRE Group, Inc.                                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2503 | NS      | $192630.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E L F Beauty Inc                                                                                 | e.l.f. Beauty, Inc.                                                     | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      1518 | NS      | $83945.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mtrs Financial Company Inc                                                               | General Motors Financial Company, Inc.                                  | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123130.14    | 0.03%             | 2025-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                                      | McAfee Corporation, Term Loan                                           | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | DBT              | CORP              | US        |    259000 | PA      | $240453.01    | 0.06%             | 2029-03-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc                                                                        | Continental Resources, Inc.                                             | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61389.42     | 0.02%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                          | Marathon Petroleum Corporation                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4879 | NS      | $567866.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                          | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17778.00     | 0.00%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Advantage Income Opportunities Fd                                                    | Allspring Income Opportunities Fund                                     | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     10372 | NS      | $66277.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ms&Ad Insurance Group Hldgs                                                                      | Sumitomo Mitsui Financial Group, Inc.                                   | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     39000 | PA      | $37071.48     | 0.01%             | 2024-09-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGENTA BUYER LLC                                                                                | Magenta Buyer, LLC, Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    136000 | PA      | $115770.00    | 0.03%             | 2028-07-27      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                                    | CQP Holdco, LP, Term Loan                                               | CUSIP: N/A<br>LEI: 549300LPL012JY5D4B69       | Long             | DBT              | CORP              | US        |    251055 | PA      | $249556.50    | 0.06%             | 2028-06-04      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                 | NTT Finance Corporation                                                 | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     54000 | PA      | $47755.20     | 0.01%             | 2026-04-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46115.35     | 0.01%             | 2026-02-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                                    | Cable One, Inc., Convertible                                            | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    203000 | PA      | $150829.00    | 0.04%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                             | LHOME Mortgage Trust                                                    | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $378668.04    | 0.09%             | 2026-02-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Transocean Proteus Ltd                                                                           | Transocean Proteus, Ltd.                                                | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $19701.47     | 0.00%             | 2024-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                                     | Peraton Corporation, Term Loan                                          | CUSIP: N/A<br>LEI: 549300EQPCK07ZW63836       | Long             | DBT              | CORP              | US        |    391984 | PA      | $382102.17    | 0.09%             | 2028-02-01      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Telesat Canada  Telesat Llc                                                                      | Telesat Canada                                                          | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $4338.77      | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                                 | Altria Group, Inc.                                                      | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43178.76     | 0.01%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Waste Pro Usa Inc                                                                                | Waste Pro USA, Inc.                                                     | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30908.50     | 0.01%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                                                     | Organon & Company, Term Loan                                            | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | DBT              | CORP              | US        |    249000 | PA      | $246198.75    | 0.06%             | 2028-06-02      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                      | Gartner, Inc.                                                           | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39542.40     | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                                           | Mizuho Financial Group, Inc.                                            | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     66000 | PA      | $57495.64     | 0.01%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                               | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    206000 | PA      | $199711.71    | 0.05%             | 2024-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Tr                                                                              | Bear Stearns Adjustable Rate Mortgage Trust                             | CUSIP: 07384MZX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51420 | PA      | $43155.48     | 0.01%             | 2034-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                                              | PGT Innovations, Inc.                                                   | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |     73000 | PA      | $61118.70     | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77700.00     | 0.02%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                                         | Fortress Transportation and Infrastructure Investors, LLC               | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24060.00     | 0.01%             | 2027-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                                                                      | Fastenal Company                                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      5805 | NS      | $274692.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                          | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    137000 | PA      | $118970.80    | 0.03%             | 2026-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                                                                      | Healthcare Realty Trust, Inc.                                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     20370 | NS      | $392529.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Udr Inc                                                                                          | UDR, Inc.                                                               | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     89000 | PA      | $74213.42     | 0.02%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| National Retail Pptys Inc                                                                        | National Retail Properties, Inc.                                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       669 | NS      | $30613.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Midstream Partners Lp                                                            | Dominion Energy, Inc.                                                   | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33725.21     | 0.01%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                                                   | CarVal CLO VIII-C, Ltd.                                                 | CUSIP: 14686NAC5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $644714.85    | 0.16%             | 2035-10-22      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                                                                      | Stratus CLO, Ltd.                                                       | CUSIP: 86317EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    400000 | PA      | $398791.60    | 0.10%             | 2031-10-20      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                                    | Nordstrom, Inc.                                                         | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     39000 | PA      | $27888.90     | 0.01%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                                   | Sumitomo Mitsui Trust Bank, Ltd.                                        | CUSIP: 86563VAT6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     35000 | PA      | $31228.74     | 0.01%             | 2025-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                             | BANK 2022-BNK39                                                         | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $253141.62    | 0.06%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    116000 | PA      | $82828.64     | 0.02%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                  | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     88000 | PA      | $70536.26     | 0.02%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                                              | General Electric Company                                                | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50104.57     | 0.01%             | 2023-03-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                                   | VTR Finance NV                                                          | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $19014.79     | 0.00%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                             | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37082.40     | 0.01%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Rabobank Nederland Global Medium Terminal Nts Book Entry Registered S                            | Cooperatieve Rabobank UA                                                | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $31469.54     | 0.01%             | 2026-06-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMACM Mortgage Loan Trust                                               | CUSIP: 36185MBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25494 | PA      | $23034.45     | 0.01%             | 2035-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                                                                               | Grinding Media, Inc., Term Loan                                         | CUSIP: N/A<br>LEI: 254900IYFJ03EGFQ8C34       | Long             | DBT              | CORP              | US        |     85617 | PA      | $79195.45     | 0.02%             | 2028-10-12      | Floating      | 0.08%                 | No            |                  3 | On Loan: No      |
| Bp Capital Mkts America Inc                                                                      | BP Capital Markets America, Inc.                                        | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103668.18    | 0.03%             | 2028-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                                            | GSAA Home Equity Trust                                                  | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76740 | PA      | $68162.26     | 0.02%             | 2034-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Seg Holding Llc  Seg Finance Corp                                                                | SEG Holding, LLC                                                        | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94000.00     | 0.02%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    113000 | PA      | $100724.82    | 0.02%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                          | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    430374 | PA      | $25333.17     | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Gorman Rupp Co                                                                                   | Gorman-Rupp Company                                                     | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |        87 | NS      | $2228.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                                                                       | Splunk, Inc.                                                            | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      2982 | NS      | $256720.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nep Group Inc                                                                                    | NEP Group, Inc., Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     83165 | PA      | $71210.39     | 0.02%             | 2025-10-20      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                     | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99398.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                                     | Illumina, Inc.                                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        40 | NS      | $8088.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                                                     | Teradyne, Inc.                                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       360 | NS      | $31446.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                                                      | Cintas Corporation                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       803 | NS      | $362650.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                        | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30326.34     | 0.01%             | 2025-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                                         | Energy Transfer, LP                                                     | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126316.89    | 0.03%             | 2024-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                               | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121852.29    | 0.03%             | 2025-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                                       | Raytheon Technologies Corporation                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87096.80     | 0.02%             | 2028-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                          | Marathon Petroleum Corporation                                          | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164446.51    | 0.04%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17508.26     | 0.00%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                               | Genworth Mortgage Holdings, Inc.                                        | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36310.32     | 0.01%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                 | BAT Capital Corporation                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     43000 | PA      | $46249.72     | 0.01%             | 2032-10-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                                | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29608.78     | 0.01%             | 2024-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1035437 | PA      | $928089.56    | 0.23%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                    | CommScope, Inc.                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35743.44     | 0.01%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                                                                         | Edelman Financial Engines Center, LLC, Term Loan                        | CUSIP: N/A<br>LEI: 549300Z31KZXNP05U733       | Long             | DBT              | CORP              | US        |     51868 | PA      | $48276.47     | 0.01%             | 2028-04-07      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Ss&C Technologies Inc                                                                            | SS&C Technologies, Inc., Term Loan                                      | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | DBT              | CORP              | US        |     40327 | PA      | $39582.28     | 0.01%             | 2025-04-16      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                    | Boyne USA, Inc.                                                         | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44252.22     | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                          | Uniti Group, LP                                                         | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $78400.00     | 0.02%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Guitar Center Escrow II Inc                                                                      | Guitar Center Escrow Issuer II, Inc.                                    | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $18080.86     | 0.00%             | 2026-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                              | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51856.64     | 0.01%             | 2028-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                             | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114567.13    | 0.03%             | 2024-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136AB3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    255911 | PA      | $12107.13     | 0.00%             | 2028-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT LLC                                                                       | Telesat Canada                                                          | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     35000 | PA      | $15719.02     | 0.00%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                                   | Pretium Mortgage Credit Partners, LLC                                   | CUSIP: 74143EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $223046.23    | 0.06%             | 2051-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Bank Of N T Butterfield & Son Ltd                                                                | Bank of N.T. Butterfield & Son, Ltd.                                    | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      5346 | NS      | $159364.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                                        | Ionis Pharmaceuticals, Inc., Convertible                                | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    152000 | PA      | $138031.20    | 0.03%             | 2024-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40994.24     | 0.01%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                                   | Halliburton Company                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     11012 | NS      | $433322.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Manpowergroup Inc Wis                                                                            | ManpowerGroup, Inc.                                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3711 | NS      | $308792.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                                                          | PTC, Inc.                                                               | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38097.23     | 0.01%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                                                                               | Verint Systems, Inc., Convertible                                       | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |    119000 | PA      | $103530.00    | 0.03%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                            | Waste Connections, Inc.                                                 | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $18014.63     | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco Llc  Radiate Finance Inc                                                          | Radiate Holdco, LLC                                                     | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $16760.60     | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Six Flags Theme Parks Inc                                                                        | Six Flags Theme Parks, Inc.                                             | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25170.30     | 0.01%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                                        | Anchorage Capital CLO 21, Ltd.                                          | CUSIP: 03331KAE9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $234441.25    | 0.06%             | 2034-10-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                                          | Shift4 Payments, LLC                                                    | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18895.80     | 0.00%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Amis Holdings Inc                                                                                | ON Semiconductor Corporation                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      5006 | NS      | $312224.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                | Iron Mountain, Inc.                                                     | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     66000 | PA      | $54248.04     | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                   | Lowe's Companies, Inc.                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95835.05     | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                                               | Kohl's Corporation                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     38000 | PA      | $26636.48     | 0.01%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                              | Hudbay Minerals, Inc.                                                   | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $63583.78     | 0.02%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| D R Horton Inc                                                                                   | D.R. Horton, Inc.                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      4843 | NS      | $431705.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through  | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    915843 | PA      | $840186.92    | 0.21%             | 2061-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                              | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26752.32     | 0.01%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                                                                          | Central Garden & Pet Company                                            | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65712.27     | 0.02%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                                | NorthWestern Corporation                                                | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      1623 | NS      | $96308.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                                         | Ameriprise Financial, Inc.                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       899 | NS      | $279921.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                               | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26647.50     | 0.01%             | 2026-08-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Holdings, Inc.                                                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       161 | NS      | $13235.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132DNNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3366035 | PA      | $3060994.61   | 0.76%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                 | CSC Holdings, LLC                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104812.50    | 0.03%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies, Inc.                                                 | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47999.99     | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101816.22    | 0.03%             | 2025-04-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                                               | TIBCO Software, Inc., Term Loan                                         | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | DBT              | CORP              | US        |    136000 | PA      | $121210.00    | 0.03%             | 2029-03-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-Ar5                                                           | Citigroup Mortgage Loan Trust, Inc.                                     | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195056 | PA      | $164984.87    | 0.04%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                                                                    | Wolfspeed, Inc.                                                         | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      3360 | NS      | $231974.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                                                         | Constellation Brands, Inc.                                              | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78872.03     | 0.02%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital Designated ActIVity Company  Aercap Global Aviation Tr                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                 | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     63000 | PA      | $63836.51     | 0.02%             | 2025-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Plc New                                                                           | Vodafone Group plc                                                      | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     62000 | PA      | $62336.66     | 0.02%             | 2079-04-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                                | Oasis Petroleum, Inc.                                                   | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53566.15     | 0.01%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                                                                 | Schlumberger, Ltd.                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       134 | NS      | $7163.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc., Convertible                                           | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97861.50     | 0.02%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm, Inc.                                                         | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    218000 | PA      | $204712.90    | 0.05%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     21066 | NS      | $1769544.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                                           | Anglo American Capital plc                                              | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $53867.17     | 0.01%             | 2029-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1443533 | PA      | $1226280.56   | 0.30%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BigCommerce Holdings Inc                                                                         | BigCommerce Holdings, Inc.                                              | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |      8561 | NS      | $74823.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                   | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $68071.33     | 0.02%             | 2024-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bjs Wholesale Club Holdings Inc                                                                  | BJ's Wholesale Club Holdings, Inc.                                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2430 | NS      | $160768.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design System Inc                                                                        | Cadence Design Systems, Inc.                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       392 | NS      | $62970.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                                                                      | ICE mini MSCI EAFE Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -13 | NC      | $27713.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Svcs Inc                                                                                | Republic Services, Inc.                                                 | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35145.38     | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77621.47     | 0.02%             | 2026-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918878 | PA      | $792329.86    | 0.20%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Middleby Corp                                                                                    | Middleby Corporation                                                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1478 | NS      | $197904.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                              | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73687.50     | 0.02%             | 2043-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                               | Roche Holdings, Inc.                                                    | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38456.30     | 0.01%             | 2028-12-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| D R Horton Inc                                                                                   | D.R. Horton, Inc.                                                       | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14896.39     | 0.00%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Mcdonalds Corp                                                                                   | McDonald's Corporation                                                  | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57411.95     | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                         | Sumitomo Mitsui Financial Group, Inc.                                   | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     63000 | PA      | $55845.89     | 0.01%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                           | Verizon Communications, Inc.                                            | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59083.35     | 0.01%             | 2030-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                         | Community Health Systems, Inc.                                          | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41824.00     | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     63000 | PA      | $49933.47     | 0.01%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                                                                  | Hecla Mining Company                                                    | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24615.77     | 0.01%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Goeasy Ltd                                                                                       | goeasy, Ltd.                                                            | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $20145.30     | 0.00%             | 2024-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                        | ONEOK, Inc.                                                             | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     68000 | PA      | $62475.58     | 0.02%             | 2025-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                                            | Owl Rock Capital Corporation                                            | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41310.83     | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Capital One Bank Usa National Association Glen Allen Va                                          | Capital One Bank USA NA                                                 | CUSIP: 14042TCT2<br>LEI: LKE37K2B8CFZUR7F9816 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44829.47     | 0.01%             | 2026-01-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Cboe Holdings Inc                                                                                | Cboe Global Markets, Inc.                                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       694 | NS      | $87076.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                                                               | CNX Resources Corporation, Convertible                                  | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    153000 | PA      | $224298.00    | 0.06%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Southwest Airls Co                                                                               | Southwest Airlines Company                                              | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37337.62     | 0.01%             | 2030-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313384BQ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1300000 | PA      | $1294265.61   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                             | Kraft Heinz Foods Company                                               | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100316.67    | 0.02%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                          | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    316962 | PA      | $34109.08     | 0.01%             | 2032-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L P                                                                             | Buckeye Partners, LP                                                    | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62629.00     | 0.02%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                                                                 | Sculptor CLO, Ltd.                                                      | CUSIP: 81124LAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $234034.75    | 0.06%             | 2035-01-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Svcs Group Inc                                                                | Hartford Financial Services Group, Inc.                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55250.58     | 0.01%             | 2047-02-12      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                           | AthenaHealth Group, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | DBT              | CORP              | US        |    232911 | PA      | $209703.69    | 0.05%             | 2029-02-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                                      | Southern Company, 4.950%                                                | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      3425 | NS      | $67267.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                 | CSC Holdings, LLC, Term Loan                                            | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | DBT              | CORP              | US        |    252000 | PA      | $224280.00    | 0.06%             | 2027-04-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                                         | PetSmart, Inc./PetSmart Finance Corporation                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $81495.63     | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME Ultra Long Term U.S. Treasury Bond                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        51 | NC      | $39674.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cwmbs Inc                                                                                        | Countrywide Home Loan Mortgage Pass Through Trust                       | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    411267 | PA      | $321215.82    | 0.08%             | 2035-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                                     | Danaher Corporation                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3323 | NS      | $881990.66    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc Discount Commercial Paper 42 Yrs 3&4                                                  | Fiserv, Inc.                                                            | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69553.75     | 0.02%             | 2024-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Inds Inc                                                                      | Huntington Ingalls Industries, Inc.                                     | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60811.03     | 0.02%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                                 | LPL Holdings, Inc.                                                      | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52206.00     | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Allianzgi DIVidend Interest & Premium Strategy Fd                                                | Virtus Dividend, Interest & Premium Strategy Fund                       | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |      4690 | NS      | $52903.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    339680 | PA      | $13658.96     | 0.00%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                               | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82740.67     | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBAL AVIATION TR                                                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    114000 | PA      | $95506.38     | 0.02%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                                   | Bombardier, Inc.                                                        | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $89237.78     | 0.02%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                                                                         | Cornerstone OnDemand, Inc., Term Loan                                   | CUSIP: N/A<br>LEI: 549300Z402F16H5EGH48       | Long             | DBT              | CORP              | US        |    137653 | PA      | $122511.41    | 0.03%             | 2028-10-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     42000 | PA      | $33977.09     | 0.01%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc  Bpr Cumulus Llc  Bpr Nimbus Llc  Ggsi Sellco Llc                   | Brookfield Property REIT, Inc.                                          | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17355.88     | 0.00%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Indymac Mbs Inc                                                                                  | Residential Asset Securitization Trust                                  | CUSIP: 45660NYL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94250 | PA      | $87097.54     | 0.02%             | 2034-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US INC                                                                               | Charter Next Generation, Inc., Term Loan                                | CUSIP: N/A<br>LEI: 549300KRNU8RNVGYXG75       | Long             | DBT              | CORP              | US        |     89000 | PA      | $86302.41     | 0.02%             | 2027-12-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                           | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83295.90     | 0.02%             | 2028-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                                             | National Fuel Gas Company                                               | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89536.64     | 0.02%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                     | Centene Corporation                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    249000 | PA      | $204117.56    | 0.05%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Papa Johns International Inc                                                                     | Papa John's International, Inc.                                         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      3092 | NS      | $254502.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73272.38     | 0.02%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                                 | Carlisle Companies, Inc.                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       945 | NS      | $222689.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE CO                                                                        | VICI Properties, LP/VICI Note Company, Inc.                             | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146214.14    | 0.04%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                                                          | PRA Health Sciences, Inc., Term Loan                                    | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | DBT              | CORP              | US        |     56432 | PA      | $56213.16     | 0.01%             | 2028-07-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                                             | ICON Luxembourg SARL, Term Loan                                         | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | DBT              | CORP              | US        |    237817 | PA      | $236896.75    | 0.06%             | 2028-07-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Blackrock Credit Allocation Income Tr                                                            | BlackRock Credit Allocation Income Trust                                | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |      7356 | NS      | $74295.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                            | Quikrete Holdings Inc., Term Loan                                       | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | DBT              | CORP              | US        |    171237 | PA      | $169685.27    | 0.04%             | 2029-03-18      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ThredUp Inc                                                                                      | ThredUp, Inc.                                                           | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |     28301 | NS      | $37074.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABS                                                                                     | Bio-Rad Laboratories, Inc.                                              | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56374.02     | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $24462.30     | 0.01%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                                                    | Radnor RE 2022-1, Ltd.                                                  | CUSIP: 75049XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $594096.60    | 0.15%             | 2032-09-25      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                                         | New Enterprise Stone and Lime Company, Inc.                             | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80805.34     | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     10453 | NS      | $313485.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financing Trust I                                                                      | Provident Financing Trust I                                             | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43680.00     | 0.01%             | 2038-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC                                                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $46496.84     | 0.01%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                         | Clear Channel Worldwide Holdings, Inc.                                  | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $43800.56     | 0.01%             | 2028-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                              | Abbott Laboratories                                                     | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119154.12    | 0.03%             | 2030-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Colfax Corp                                                                                      | Enovis Corporation                                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      5840 | NS      | $312556.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                                                             | Chart Industries, Inc.                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29153.41     | 0.01%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Janus International Group Inc                                                                    | Janus International Group, Inc.                                         | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18569 | NS      | $176776.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Plc                                                                                        | Linde plc                                                               | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       644 | NS      | $210059.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TCI-Flatiron CLO Ltd                                                                             | TCI-Flatiron CLO, Ltd.                                                  | CUSIP: 87230ABA3<br>LEI: 549300EEOTVLW827QY91 | Long             | ABS-O            | CORP              | KY        |    550000 | PA      | $520350.05    | 0.13%             | 2032-01-17      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                                            | Hilton Domestic Operating Company, Inc.                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    156000 | PA      | $141368.76    | 0.03%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IntuitIVe Surgical Inc                                                                           | Intuitive Surgical, Inc.                                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2162 | NS      | $573686.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    179000 | PA      | $167178.20    | 0.04%             | 2031-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                               | Valero Energy Corporation                                               | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     84000 | PA      | $68461.75     | 0.02%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                     | Alphabet, Inc., Class C                                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22863 | NS      | $2028633.99   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Msci Inc                                                                                         | MSCI, Inc.                                                              | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56617.26     | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                                                               | Radiate Holdco, LLC, Term Loan                                          | CUSIP: N/A<br>LEI: 5493000GQJ5RDX9DNJ71       | Long             | DBT              | CORP              | US        |     84000 | PA      | $67926.60     | 0.02%             | 2026-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                                 | UFC Holdings, LLC, Term Loan                                            | CUSIP: N/A<br>LEI: 549300JEOTH7UMZ3C491       | Long             | DBT              | CORP              | US        |    126000 | PA      | $124180.56    | 0.03%             | 2026-04-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                             | Range Resources Corporation                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49342.01     | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                              | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    201000 | PA      | $191080.65    | 0.05%             | 2044-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                      | Netflix, Inc.                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1771 | NS      | $522232.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain View Clo 2017-1 Limited  Mountain View Clo 2017-1 Llc                                   | Mountain View CLO, Ltd.                                                 | CUSIP: 62432HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    460000 | PA      | $436884.54    | 0.11%             | 2029-10-16      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                     | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $749117.58    | 0.18%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation, Term Loan                                             | CUSIP: N/A<br>LEI: 8YQ2GSDWYZXO2EDN3511       | Long             | DBT              | CORP              | US        |    185214 | PA      | $183536.03    | 0.05%             | 2025-06-23      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| L3harris Technologies Inc Iam Commercial Paper 3a3                                               | L3Harris Technologies, Inc.                                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1491 | NS      | $310441.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                           | Verizon Communications, Inc.                                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     88000 | PA      | $69757.78     | 0.02%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | Royal Bank of Canada                                                    | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $72524.45     | 0.02%             | 2024-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                              | SVB Financial Group                                                     | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     92000 | PA      | $60721.84     | 0.01%             | 2026-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                                                     | Cimpress plc                                                            | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      6678 | NS      | $184379.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                                                          | Silvergate Capital Corporation                                          | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      1257 | NS      | $21871.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                          | Frontier Communications Holdings, LLC                                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18301.49     | 0.00%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                                              | Boxer Parent Company, Inc., Term Loan                                   | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | DBT              | CORP              | US        |    193000 | PA      | $184469.40    | 0.05%             | 2025-10-02      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                   | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35301.35     | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                                | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43058.10     | 0.01%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $50050.00     | 0.01%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47245.26     | 0.01%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Liberty InteractIVe Llc                                                                          | Liberty Interactive, LLC, Convertible                                   | CUSIP: 530610AD6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118096.00    | 0.03%             | 2046-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                           | Williams Companies, Inc.                                                | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36416.38     | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3018787 | PA      | $2654150.09   | 0.66%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                              | American Tower Corporation                                              | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71133.43     | 0.02%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                              | Bank of Nova Scotia                                                     | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $66121.78     | 0.02%             | 2024-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bway Holding Co                                                                                  | Mauser Packaging Solutions Holding Company                              | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53479.09     | 0.01%             | 2024-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Corporate Office Pptys L P                                                                       | Corporate Office Properties, LP                                         | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     91000 | PA      | $79781.76     | 0.02%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                     | Comcast Corporation                                                     | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99284.03     | 0.02%             | 2025-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41338.94     | 0.01%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Columbia Gas System Inc                                                                          | NiSource, Inc.                                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     10922 | NS      | $299481.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apts L P                                                                             | Mid-America Apartments, LP                                              | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85330.58     | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELETECH HLDGS INC                                                                               | TTEC Holdings, Inc.                                                     | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      2256 | NS      | $99557.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                          | Hyundai Capital America                                                 | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60127.14     | 0.01%             | 2027-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYPERION MATERIALS                                                                               | Hyperion Materials & Technologies, Inc., Term Loan                      | CUSIP: N/A<br>LEI: 254900G04G2BDNO0XY89       | Long             | DBT              | CORP              | US        |     75833 | PA      | $73131.59     | 0.02%             | 2028-08-30      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Usb Realty Corp                                                                                  | USB Realty Corporation                                                  | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $140530.00    | 0.03%             | 2027-01-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                          | Canadian Natural Resources, Ltd.                                        | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $88381.92     | 0.02%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Harley Davidson Inc                                                                              | Harley-Davidson, Inc.                                                   | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      6519 | NS      | $271190.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                         | Toyota Motor Credit Corporation                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49932.29     | 0.01%             | 2029-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc.                                                           | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36005.00     | 0.01%             | 2027-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: —       |
| BUCKEYE PARTNERS LP                                                                              | Buckeye Partners, LP, Term Loan                                         | CUSIP: N/A<br>LEI: 549300C1PQJLVEIUBK50       | Long             | DBT              | CORP              | US        |    126000 | PA      | $125169.66    | 0.03%             | 2026-11-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58327.07     | 0.01%             | 2025-12-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     67000 | PA      | $55298.94     | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Select Sector Spdr Tr                                                                            | Energy Select Sector SPDR Fund                                          | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Long             |  | RF                | US        |      3473 | NS      | $303783.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                            | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53068.21     | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63676.47     | 0.02%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                                                                     | PetSmart, LLC, Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    245240 | PA      | $239491.09    | 0.06%             | 2028-02-12      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                                     | Danaher Corporation, Convertible, 5.000%                                | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |        89 | NS      | $120732.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating System Ltd                                                                        | Axalta Coating Systems, Ltd.                                            | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     11857 | NS      | $301997.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                                                         | Coty, Inc.                                                              | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     16747 | NS      | $143354.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                                                      | Ameren Corporation                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38003.54     | 0.01%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                   | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82636.06     | 0.02%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                                     | Roller Bearing Company of America, Inc.                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17294.00     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                                | Newell Brands, Inc.                                                     | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    104000 | PA      | $97842.71     | 0.02%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Agiliti Inc                                                                                      | Agiliti, Inc.                                                           | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7463 | NS      | $121721.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                         | Neuberger Berman CLO, Ltd.                                              | CUSIP: 64129KBL0<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $318981.25    | 0.08%             | 2029-10-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                                            | PennyMac Financial Services, Inc.                                       | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     38000 | PA      | $29636.53     | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39654.73     | 0.01%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation New                                                                 | Costco Wholesale Corporation                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1197 | NS      | $546430.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc New                                                                            | Iron Mountain, Inc.                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73568.00     | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | Walmart, Inc.                                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11681 | NS      | $1656248.99   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                                                     | Entergy Corporation                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30277.43     | 0.01%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | Clarios Global, LP, Term Loan                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |    203000 | PA      | $198517.76    | 0.05%             | 2026-04-30      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Global Pmts Inc                                                                                  | Global Payments, Inc.                                                   | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15994.35     | 0.00%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170500.00    | 0.04%             | 2026-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Ncl Corporation Ltd                                                                              | NCL Corporation, Ltd.                                                   | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     74000 | PA      | $63222.49     | 0.02%             | 2024-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Crownrock L P  Crownrock Finance Inc                                                             | CrownRock Finance, Inc.                                                 | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $65620.00     | 0.02%             | 2025-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1184248 | PA      | $1118532.60   | 0.28%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Springleaf Finance Corp                                                                          | OneMain Finance Corporation                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61483.20     | 0.02%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON ASSIGNMENT INC                                                                                | ASGN, Inc.                                                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      2637 | NS      | $214862.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 5.750%                                     | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3350 | NS      | $78356.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pimco Dynamic Income Fd                                                                          | Pimco Dynamic Income Fund                                               | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |      2740 | NS      | $50635.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                   | CUSIP: 92873CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $166426.64    | 0.04%             | 2051-02-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                             | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28201.47     | 0.01%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                                              | Eastman Chemical Company                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4202 | NS      | $342210.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airls Co                                                                               | Southwest Airlines Company                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      6430 | NS      | $216498.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                                         | Scientific Games International, Inc.                                    | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13515.20     | 0.00%             | 2030-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    159000 | PA      | $138566.14    | 0.03%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $658519.47    | 0.16%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating Llc  Charter Communications Operating Capital Corp              | Charter Communications Operating, LLC                                   | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49409.56     | 0.01%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                                     | RealPage, Inc., Term Loan                                               | CUSIP: N/A<br>LEI: 5493001RSFZX4122A604       | Long             | DBT              | CORP              | US        |    128000 | PA      | $121472.00    | 0.03%             | 2028-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| National Instrs Corp                                                                             | National Instruments Corporation                                        | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      5598 | NS      | $206566.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutolIV Inc                                                                                      | Autoliv, Inc.                                                           | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       323 | NS      | $24735.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Tr                                                                                   | SPDR Bloomberg High Yield Bond ETF                                      | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             |  | RF                | US        |     41501 | NS      | $3735090.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                                             | Rackspace Technology Global, Inc.                                       | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $32689.62     | 0.01%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Rapt Therapeutics Inc                                                                            | RAPT Therapeutics, Inc.                                                 | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       147 | NS      | $2910.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scripps Escrow II Inc                                                                            | Scripps Escrow II, Inc.                                                 | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $28052.81     | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17687.50     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                                         | Advanced Drainage Systems, Inc.                                         | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69959.52     | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81535.67     | 0.02%             | 2027-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                         | CUSIP: 69354NAC0<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34974.00     | 0.01%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc.                                                     | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26357.66     | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP                                                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44720.00     | 0.01%             | 2026-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                          | Simon Property Group, LP                                                | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60713.02     | 0.01%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                                         | Elanco Animal Health, Inc., Term Loan                                   | CUSIP: N/A<br>LEI: 549300SHPNDCE059M934       | Long             | DBT              | CORP              | US        |    101000 | PA      | $96817.59     | 0.02%             | 2027-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings Inc                                                                            | Innophos Holdings, Inc.                                                 | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29325.00     | 0.01%             | 2028-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Cedar Fair, LP                                                          | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29605.00     | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                         | Venture Global Calcasieu Pass, LLC                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34079.80     | 0.01%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Inbev Worldwide Inc                                                               | Anheuser-Busch InBev Worldwide, Inc.                                    | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88838.32     | 0.02%             | 2029-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Allied UnIVersal Holdco Llc  Allied UnIVersal Finance Corp                                       | Allied Universal Holdco, LLC                                            | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32025.00     | 0.01%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                           | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84812.22     | 0.02%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Lowes Cos Inc Discount Commercial Paper 4a2 Yrs 3&4                                              | Lowe's Companies, Inc.                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3441 | NS      | $685584.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IRB HOLDING CORP                                                                                 | IRB Holding Corporation, Term Loan                                      | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | DBT              | CORP              | US        |    180000 | PA      | $174465.00    | 0.04%             | 2027-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                         | Occidental Petroleum Corporation                                        | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64597.67     | 0.02%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON CTLS INTL PLC                                                                            | Johnson Controls International plc                                      | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      4647 | NS      | $297408.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Inc                                                                                      | Howmet Aerospace, Inc.                                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      9487 | NS      | $373882.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                         | iHeartCommunications, Inc.                                              | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57003.80     | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | J.P. Morgan Mortgage Trust                                              | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222915 | PA      | $173368.66    | 0.04%             | 2052-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                                         | Asplundh Tree Expert, LLC, Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    151000 | PA      | $150747.83    | 0.04%             | 2027-09-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bway Holding Co                                                                                  | Mauser Packaging Solutions Holding Company, Term Loan                   | CUSIP: N/A<br>LEI: 549300DNGHXL0OMHW304       | Long             | DBT              | CORP              | US        |    152049 | PA      | $148269.25    | 0.04%             | 2024-04-03      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Limited Duration Income Fd                                                           | Eaton Vance Limited Duration Income Fund                                | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |      8342 | NS      | $78331.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport Mcmoran Inc                                                                             | Mosaic Company                                                          | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81917.54     | 0.02%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Golub Capital Bdc Inc                                                                            | Golub Capital BDC, Inc.                                                 | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |      1024 | NS      | $13475.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                         | Lloyds Banking Group plc                                                | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     83000 | PA      | $81210.00     | 0.02%             | 2026-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                           | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    109000 | PA      | $88109.89     | 0.02%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3783 | NS      | $389611.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                                                                      | Gartner, Inc.                                                           | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64647.55     | 0.02%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                              | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    131000 | PA      | $123349.18    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hca Healthcare Inc                                                                               | HCA Healthcare, Inc.                                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1852 | NS      | $444405.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                                                              | United Airlines, Inc., Term Loan                                        | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | DBT              | CORP              | US        |    360575 | PA      | $355368.30    | 0.09%             | 2028-04-21      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                                    | Sempra Energy                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51973.59     | 0.01%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                              | Global Payments, Inc.                                                   | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62080.17     | 0.02%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Vanguard Scottsdale Fds                                                                          | Vanguard Short-Term Corporate Bond ETF                                  | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      3000 | NS      | $225570.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                                                                         | Pilot Travel Centers, LLC, Term Loan                                    | CUSIP: N/A<br>LEI: 549300115UILLXNE1Z49       | Long             | DBT              | CORP              | US        |    212000 | PA      | $209297.00    | 0.05%             | 2028-08-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                                                 | AlixPartners, LLP, Term Loan                                            | CUSIP: N/A<br>LEI: 5493005G2MHUFTGARL57       | Long             | DBT              | CORP              | US        |     89000 | PA      | $88142.04     | 0.02%             | 2028-02-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34093.13     | 0.01%             | 2025-11-03      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc  Acrisure Finance Inc                                                               | Acrisure, LLC/Acrisure Finance, Inc.                                    | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $37671.32     | 0.01%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78500.00     | 0.02%             | 2027-04-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Bpce Senior Non Preferred Medical Terminal Nts Book Entry Registered S                           | BPCE SA                                                                 | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     32000 | PA      | $29845.60     | 0.01%             | 2025-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                                         | United Natural Foods, Inc.                                              | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43237.13     | 0.01%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                             | CHNGE Mortgage Trust                                                    | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488068 | PA      | $471248.40    | 0.12%             | 2067-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                          | Walt Disney Company                                                     | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34484.76     | 0.01%             | 2030-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $111040.00    | 0.03%             | 2026-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Dicks Sporting Goods Inc                                                                         | Dick's Sporting Goods, Inc.                                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       930 | NS      | $111869.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd                                                                               | Viking Cruises, Ltd.                                                    | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $36682.40     | 0.01%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                                        | Olin Corporation                                                        | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108675.00    | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                           | Comstock Resources, Inc.                                                | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47283.50     | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                                                                         | Holly Energy Partners, LP/Holly Energy Finance Corporation              | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41264.66     | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                                   | S&P Global, Inc.                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1576 | NS      | $527865.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                            | GFL Environmental, Inc.                                                 | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $45315.00     | 0.01%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                              | Bank of Nova Scotia                                                     | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $39789.88     | 0.01%             | 2026-03-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                             | Westpac Banking Corporation                                             | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     67000 | PA      | $57443.72     | 0.01%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                        | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35441.18     | 0.01%             | 2025-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73183.80     | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation America Hldgs                                                             | Laboratory Corporation of America Holdings                              | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      2754 | NS      | $648511.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                                                           | Equitable Holdings, Inc., 5.250%                                        | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      5875 | NS      | $110508.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                          | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    134000 | PA      | $116982.47    | 0.03%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                                               | Connect Finco SARL, Term Loan                                           | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | DBT              | CORP              | US        |     77000 | PA      | $76005.16     | 0.02%             | 2026-12-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating Llc  Charter Communications Operating Capital Corp              | Charter Communications Operating, LLC                                   | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $76447.88     | 0.02%             | 2025-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40886.87     | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson                                                       | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116009.83    | 0.03%             | 2033-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    582533 | PA      | $23271.07     | 0.01%             | 2028-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, Inc.                                                    | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1540 | NS      | $431492.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                                                          | Lululemon Athletica, Inc.                                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      1151 | NS      | $368757.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6650000 | PA      | $6551722.38   | 1.62%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite System Corp                                                                     | Hughes Satellite Systems Corporation                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37309.60     | 0.01%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group America Inc                                                                    | Reinsurance Group of America, Inc.                                      | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63694.31     | 0.02%             | 2023-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    250806 | PA      | $11447.64     | 0.00%             | 2028-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                                           | Advanced Micro Devices, Inc.                                            | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40881.73     | 0.01%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group Inc                                                               | Mitsubishi UFJ Financial Group, Inc.                                    | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     41000 | PA      | $37231.67     | 0.01%             | 2025-07-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                                                          | American Airlines Group, Inc.                                           | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14398.96     | 0.00%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Aercap Holdings N V                                                                              | AerCap Holdings NV                                                      | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |     34000 | PA      | $30955.30     | 0.01%             | 2079-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55491.90     | 0.01%             | 2027-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Srm Escrow Issuer Llc                                                                            | SRM Escrow Issuer, LLC                                                  | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93943.50     | 0.02%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Quanta Svcs Inc                                                                                  | Quanta Services, Inc.                                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      3691 | NS      | $525967.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Re Ltd                                                                                      | Home RE, Ltd.                                                           | CUSIP: 43730GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $317003.25    | 0.08%             | 2034-10-25      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                  | Naked Juice, LLC, Term Loan                                             | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | DBT              | CORP              | US        |     90772 | PA      | $80963.12     | 0.02%             | 2029-01-24      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | Mozart Debt Merger Sub, Inc.                                            | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $38124.96     | 0.01%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Western Asset High Income Opportunity Fund Inc                                                   | Western Asset High Income Opportunity Fund, Inc.                        | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     17341 | NS      | $68496.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                   | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67886.00     | 0.02%             | 2025-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc., Term Loan                                                | CUSIP: N/A<br>LEI: XQM2JINI1UL7642TU573       | Long             | DBT              | CORP              | US        |    122620 | PA      | $113150.83    | 0.03%             | 2026-04-12      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                           | Blackstone Mortgage Trust, Inc., Convertible                            | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     72000 | PA      | $61515.00     | 0.02%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Schwab Charles Corporation New                                                                   | Charles Schwab Corporation                                              | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     10141 | NS      | $844339.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Caseys General Stores Inc                                                                        | Casey's General Stores, Inc.                                            | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1412 | NS      | $316782.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                                                                  | Western Alliance Bancorp                                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      8281 | NS      | $493216.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                 | Lamar Media Corporation                                                 | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $33895.83     | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                                                            | Lumentum Holdings, Inc., Convertible                                    | CUSIP: 55024UAB5<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    168000 | PA      | $176652.00    | 0.04%             | 2024-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| LAMB WESTON HLD                                                                                  | Lamb Weston Holdings, Inc.                                              | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37094.40     | 0.01%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                                   | Mastercard, Inc.                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3197 | NS      | $1111692.81   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                                           | Park Intermediate Holdings, LLC                                         | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $44018.00     | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS HLDGS INC                                                                                 | Leidos Holdings, Inc.                                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       313 | NS      | $32924.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPCM SA                                                                                          | SPCM SA                                                                 | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     72000 | PA      | $57960.00     | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Trust Financial Corp                                                                             | Truist Financial Corporation                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      8814 | NS      | $379266.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                                                              | Station Casinos, LLC                                                    | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     53000 | PA      | $42515.18     | 0.01%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Cu Bancorp Calif                                                                                 | PacWest Bancorp                                                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       894 | NS      | $20517.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                     | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2830000 | PA      | $2688831.65   | 0.66%             | 2024-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                                                                    | PPM CLO 6, Ltd.                                                         | CUSIP: 69377WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $594330.60    | 0.15%             | 2031-01-20      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Forward Air Corp                                                                                 | Forward Air Corporation                                                 | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3147 | NS      | $330088.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                                              | Allegiant Travel Company                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43753.44     | 0.01%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                                                                         | Cracker Barrel Old Country Store, Inc., Convertible                     | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     91000 | PA      | $77691.25     | 0.02%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                                | State Street Corporation                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      4616 | NS      | $358063.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOR FREIGHT TOOLS                                                                             | Harbor Freight Tools USA, Inc., Term Loan                               | CUSIP: N/A<br>LEI: 549300Y48HLCFTTB4249       | Long             | DBT              | CORP              | US        |    156000 | PA      | $148306.08    | 0.04%             | 2027-10-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                 | CSC Holdings, LLC                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     53000 | PA      | $37408.99     | 0.01%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    715000 | PA      | $581942.97    | 0.14%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Cash Management Trust                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   2818704 | PA      | $2818704.00   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59334.77     | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                              | SVB Financial Group                                                     | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     82000 | PA      | $53795.99     | 0.01%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                                                                | Agree Realty Corporation                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3729 | NS      | $264497.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch AlternatIVe Note Asset Trust Series 2007-Fi                                        | Merrill Lynch Alternative Note Asset Trust                              | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249734 | PA      | $101841.03    | 0.03%             | 2037-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                                                    | Radnor Re, Ltd.                                                         | CUSIP: 750496AB7<br>LEI: 549300ED4YNDE7SVU538 | Long             | ABS-CBDO         | CORP              | BM        |    616971 | PA      | $617040.59    | 0.15%             | 2028-03-25      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                                             | Lloyds Banking Group plc                                                | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $63798.63     | 0.02%             | 2024-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                                                                                | Marathon Oil Corporation                                                | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42973.75     | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                                               | Everi Holdings, Inc.                                                    | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     15860 | NS      | $227591.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                                              | American Tower Corporation                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38391.92     | 0.01%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Gfl Environmental Inc                                                                            | GFL Environmental, Inc.                                                 | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $89674.58     | 0.02%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                       | Nucor Corporation                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4323 | NS      | $569814.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                                                         | First Mid-Illinois Bancshares, Inc.                                     | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $4747.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Square Inc                                                                                       | Block, Inc.                                                             | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      6321 | NS      | $397211.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM INC                                                                             | Laredo Petroleum, Inc.                                                  | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99009.23     | 0.02%             | 2029-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    112000 | PA      | $95491.46     | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    771066 | PA      | $30063.96     | 0.01%             | 2028-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                              | Viavi Solutions, Inc., Convertible                                      | CUSIP: 925550AB1<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103412.00    | 0.03%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Equinor Asa                                                                                      | Equinor ASA                                                             | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     31000 | PA      | $29704.73     | 0.01%             | 2025-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23608.81     | 0.01%             | 2024-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                                   | Pretium Mortgage Credit Partners, LLC                                   | CUSIP: 74143KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336231 | PA      | $303592.89    | 0.07%             | 2051-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                                       | Air Canada, Term Loan                                                   | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | DBT              | CORP              | US        |    239555 | PA      | $236261.12    | 0.06%             | 2028-08-11      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37966.04     | 0.01%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc  Safeway Inc  New Albertsons L P  Albertsons Llc                              | Albertson's Companies, Inc.                                             | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $87313.78     | 0.02%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     42000 | PA      | $34183.89     | 0.01%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Cwmbs Inc                                                                                        | CHL Mortgage Pass-Through Trust                                         | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104392 | PA      | $96625.92     | 0.02%             | 2035-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Southwest Airls Co                                                                               | Southwest Airlines Company                                              | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41469.39     | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Synchrony Finl                                                                                   | Synchrony Financial                                                     | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37127.36     | 0.01%             | 2024-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp                                                                      | United States Cellular Corporation                                      | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52932.00     | 0.01%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited  Titan Co-Borrower Llc                                                 | Titan Acquisition, Ltd.                                                 | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     30000 | PA      | $27017.64     | 0.01%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation New                                                                          | Comcast Corporation                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     27994 | NS      | $978950.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Holdings, Inc.                                                                        | Windstream Services, LLC, Warrants (Expires 12/31/2049)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       316 | NC      | $1580.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                              | Jazz Securities DAC                                                     | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     46000 | PA      | $40992.90     | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                            | Jane Street Group, LLC, Term Loan                                       | CUSIP: N/A<br>LEI: 5493002N1IVX6KHGYO08       | Long             | DBT              | CORP              | US        |    100743 | PA      | $97626.01     | 0.02%             | 2028-01-26      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    179000 | PA      | $162573.12    | 0.04%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                              | United Airlines, Inc.                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50980.93     | 0.01%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Celanese Corporation Del                                                                         | Celanese Corporation                                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       636 | NS      | $65024.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                                                     | ING Groep NV                                                            | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $79423.09     | 0.02%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Bloomin Brands Inc                                                                               | Bloomin' Brands, Inc., Convertible                                      | CUSIP: 094235AB4<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |     26000 | PA      | $47125.00     | 0.01%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                            | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84189.48     | 0.02%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    234000 | PA      | $132172.21    | 0.03%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                | Eversource Energy                                                       | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88747.36     | 0.02%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                                                                   | Genworth Mortgage Insurance Corporation                                 | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188756 | PA      | $187887.95    | 0.05%             | 2034-02-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                        | Amgen, Inc.                                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1237 | NS      | $324885.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                         | Sumitomo Mitsui Financial Group, Inc.                                   | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $51548.03     | 0.01%             | 2030-09-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Societe Generale Medium Terminal Nts Book Entry 144a                                             | Societe Generale SA                                                     | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     39000 | PA      | $36902.68     | 0.01%             | 2024-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                                       | Progress Residential Trust                                              | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $491048.91    | 0.12%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc                                                                              | PayPal Holdings, Inc.                                                   | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39197.14     | 0.01%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1892673 | PA      | $1545060.11   | 0.38%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation New                                                                | Regions Financial Corporation                                           | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81877.32     | 0.02%             | 2025-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                   | Amazon.com, Inc.                                                        | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77264.65     | 0.02%             | 2028-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                                   | Air Lease Corporation                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22699.70     | 0.01%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc New                                                                       | Energizer Holdings, Inc.                                                | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72084.43     | 0.02%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $34778.54     | 0.01%             | 2037-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                              | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35443.38     | 0.01%             | 2050-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    222400 | PA      | $9283.31      | 0.00%             | 2028-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc.                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       747 | NS      | $70927.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                           | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     71000 | PA      | $72959.60     | 0.02%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | Mozart Debt Merger Sub, Inc.                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     64000 | PA      | $51581.44     | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                 | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20075.00     | 0.00%             | 2024-09-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                   | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $145876.24    | 0.04%             | 2051-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                                         | Hilton Grand Vacations Borrower Escrow, LLC                             | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $77400.00     | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                             | Cornerstone Building Brands, Inc., Term Loan                            | CUSIP: N/A<br>LEI: 549300IW41QEWQ6T0H29       | Long             | DBT              | CORP              | US        |    138000 | PA      | $123362.34    | 0.03%             | 2028-04-12      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                  | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     63000 | PA      | $54642.80     | 0.01%             | 2028-01-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                                                   | Scientific Games International, Inc., Term Loan                         | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | DBT              | CORP              | US        |    190000 | PA      | $186946.70    | 0.05%             | 2029-04-14      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Broadcom Corporation  Broadcom Cayman Finance Ltd                                                | Broadcom Corporation/Broadcom Cayman Finance, Ltd.                      | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $63374.64     | 0.02%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    126000 | PA      | $115998.94    | 0.03%             | 2029-06-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                                      | Moody's Corporation                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1106 | NS      | $308153.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC                                                       | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29131.94     | 0.01%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                        | Aptiv plc                                                               | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      3973 | NS      | $370005.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC NEW                                                                               | Merck & Company, Inc.                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     13065 | NS      | $1449561.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                         | HLF Financing SARL, LLC                                                 | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $86096.25     | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Timken Co                                                                                        | Timken Company                                                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      5392 | NS      | $381052.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                                       | First Quantum Minerals, Ltd.                                            | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $118216.13    | 0.03%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Ag                                                                                 | Credit Suisse Group AG                                                  | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     22000 | PA      | $19140.00     | 0.00%             | 2023-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc.                                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       143 | NS      | $12054.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                                      | Target Corporation                                                      | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38197.79     | 0.01%             | 2030-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                          | Dell International, LLC                                                 | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26016.45     | 0.01%             | 2023-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Zimmer Holdings Inc                                                                              | Zimmer Biomet Holdings, Inc.                                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3248 | NS      | $414120.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                           | Canadian Imperial Bank of Commerce                                      | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $65437.29     | 0.02%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Camden Property Tr                                                                               | Camden Property Trust                                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1761 | NS      | $197020.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                                           | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                   | CUSIP: 418751AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $59514.00     | 0.01%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd                                                                        | Froneri U.S., Inc., Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    193000 | PA      | $187505.29    | 0.05%             | 2027-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                                                       | Grand Canyon Education, Inc.                                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2072 | NS      | $218927.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FELLS POINT FUNDING TR                                                                           | Fells Point Funding Trust                                               | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91009.12     | 0.02%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                           | Boston Scientific Corporation, Convertible, 5.500%                      | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |      2484 | NS      | $285212.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                                                              | Otis Worldwide Corporation                                              | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43974.25     | 0.01%             | 2025-04-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                                      | Lennar Corporation                                                      | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33782.81     | 0.01%             | 2025-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                                      | Southern Company                                                        | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    119000 | PA      | $108290.00    | 0.03%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                                         | Alterra Mountain Company, Term Loan                                     | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | DBT              | CORP              | US        |     99000 | PA      | $97577.37     | 0.02%             | 2028-08-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through  | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040592 | PA      | $986393.88    | 0.24%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners L P  Suburban Energy Finance Corp                                      | Suburban Propane Partners, LP                                           | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61763.06     | 0.02%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                                         | Ferrellgas, LP                                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $43663.06     | 0.01%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                                           | MIWD Holdco II, LLC                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $31049.85     | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                                                           | VistaJet Malta Finance plc                                              | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     60000 | PA      | $48109.50     | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66983.74     | 0.02%             | 2032-11-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L P                                                                                | Kilroy Realty, LP                                                       | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87242.78     | 0.02%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Mplx Lp                                                                                          | MPLX, LP                                                                | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57130.00     | 0.01%             | 2023-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1972197 | PA      | $1674838.87   | 0.41%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XHSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2353199 | PA      | $1999251.25   | 0.49%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                                     | Business Jet Securities, LLC                                            | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53454 | PA      | $48688.00     | 0.01%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cumulus Media New Holdings Inc                                                                   | Cumulus Media New Holdings, Inc.                                        | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26040.00     | 0.01%             | 2026-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Kkr Real Estate Finance Trust Inc                                                                | KKR Real Estate Finance Trust, Inc., Convertible                        | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45145.31     | 0.01%             | 2023-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Community Trust Bancorp Inc                                                                      | Community Trust Bancorp, Inc.                                           | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       656 | NS      | $30130.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eqt Corp                                                                                         | EQT Corporation                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41542.44     | 0.01%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Svb Financial Group                                                                              | SVB Financial Group                                                     | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        18 | NS      | $4142.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | Clydesdale Acquisition Holdings, Inc.                                   | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9507.50      | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | Clydesdale Acquisition Holdings, Inc.                                   | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17119.43     | 0.00%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                                    | Welltower, Inc.                                                         | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36548.53     | 0.01%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                            | Level 3 Financing, Inc.                                                 | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79087.50     | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Stoneridge Inc                                                                                   | Stoneridge, Inc.                                                        | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      7772 | NS      | $167564.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                               | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53828.26     | 0.01%             | 2032-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME E-mini Russell 2000 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -75 | NC      | $236198.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mcneil Corp                                                                                      | Pentair plc                                                             | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      3107 | NS      | $139752.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP                                                                                        | Arko Corporation                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $36119.20     | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Amerisourcebergen Corp                                                                           | AmerisourceBergen Corporation                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       416 | NS      | $68935.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Technology in Housin                                                                   | Pagaya AI Technology in Housing Trust                                   | CUSIP: 69547NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $369606.84    | 0.09%             | 2025-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| First Shs Inc                                                                                    | Heartland Financial USA, Inc.                                           | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      7905 | NS      | $368531.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                                                             | First Foundation, Inc.                                                  | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       270 | NS      | $3869.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                         | iHeartCommunications, Inc., Term Loan                                   | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | DBT              | CORP              | US        |    128525 | PA      | $117560.38    | 0.03%             | 2026-05-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Company                                                                         | Procter & Gamble Company                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1688 | NS      | $255833.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core International Equity Fund                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   3309660 | NS      | $28893336.10  | 7.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                 | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167756 | PA      | $145710.28    | 0.04%             | 2041-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                           | Berkshire Hathaway Finance Corporation                                  | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    128000 | PA      | $110884.67    | 0.03%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70319.25     | 0.02%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33408.64     | 0.01%             | 2082-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Cnh Industrial N V                                                                               | CNH Industrial NV                                                       | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     34001 | NS      | $546056.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Enhanced Global DIVIId Tr                                                              | BlackRock Enhanced Global Dividend Trust                                | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |      6876 | NS      | $65734.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                                         | SCIL USA Holdings, LLC                                                  | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $64410.00     | 0.02%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                          | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $116291.24    | 0.03%             | 2083-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Cedar Fair, LP                                                          | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74538.08     | 0.02%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                                                                           | Hims & Hers Health, Inc.                                                | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      2479 | NS      | $15890.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                                          | Avis Budget Car Rental, LLC                                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51326.31     | 0.01%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CENGAGE LEARNING INC                                                                             | Cengage Learning, Inc., Term Loan                                       | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | DBT              | CORP              | US        |     83171 | PA      | $74620.58     | 0.02%             | 2026-07-14      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Expeditors International Washington Inc                                                          | Expeditors International of Washington, Inc.                            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2919 | NS      | $303342.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Enhanced International DIVidend Tr                                                     | BlackRock Enhanced International Dividend Trust                         | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      2300 | NS      | $11546.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46104.48     | 0.01%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                  | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $38689.60     | 0.01%             | 2025-01-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP                                                     | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45845.00     | 0.01%             | 2025-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Endeavor Energy Resources L P  Eer Finance Inc                                                   | Endeavor Energy Resources, LP                                           | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $64153.84     | 0.02%             | 2028-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Entercom Media Corp                                                                              | Entercom Media Corporation                                              | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |     93000 | PA      | $17497.35     | 0.00%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group Inc                                                               | Mitsubishi UFJ Financial Group, Inc.                                    | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $61742.55     | 0.02%             | 2029-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Barclays Plc                                                                                     | Barclays plc                                                            | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     81000 | PA      | $80436.07     | 0.02%             | 2024-05-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Magallanes, Inc.                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    106000 | PA      | $91702.94     | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation, 4.250%                                     | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3300 | NS      | $55935.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP                                                           | Invitation Homes Operating Partnership, LP                              | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     68000 | PA      | $50251.79     | 0.01%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc., Convertible                                        | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $108866.07    | 0.03%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| II-VI INC                                                                                        | Coherent Corporation, Term Loan                                         | CUSIP: N/A<br>LEI: 549300O5C25A0MMHHU33       | Long             | DBT              | CORP              | US        |    126000 | PA      | $124393.50    | 0.03%             | 2029-07-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm, Inc., Term Loan                                              | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | DBT              | CORP              | US        |    297977 | PA      | $293978.32    | 0.07%             | 2025-12-09      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     82000 | PA      | $66060.73     | 0.02%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Nov Inc                                                                                          | NOV, Inc.                                                               | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     25847 | NS      | $539943.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Canpack S A  Eastern Pennsylvania Land Investment Holding Llc                                    | Canpack SA/Canpack US LLC                                               | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |     90000 | PA      | $78856.21     | 0.02%             | 2025-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Boeing Company Iam Commercial Paper 42                                                           | Boeing Company                                                          | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112134.76    | 0.03%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc New                                                                   | Marriott International, Inc.                                            | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62518.63     | 0.02%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Virtus Equity & Convertible In                                                                   | Virtus Equity & Convertible Income Fund                                 | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |       825 | NS      | $15039.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stars Group Holdings Bv                                                                          | Stars Group Holdings BV, Term Loan                                      | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | DBT              | CORP              | US        |     74000 | PA      | $72858.92     | 0.02%             | 2026-07-21      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Aes Corp                                                                                         | AES Corporation                                                         | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63504.00     | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Numericable-Sfr S A                                                                              | Altice France SA                                                        | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $27326.40     | 0.01%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                         | Agilent Technologies, Inc.                                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1006 | NS      | $150547.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                                                                           | Brixmor Operating Partnership, LP                                       | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60242.70     | 0.01%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| T-Mobile Usa Inc                                                                                 | T-Mobile USA, Inc.                                                      | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56740.61     | 0.01%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| F New Brunswick Corp                                                                             | FNB Corporation                                                         | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63677.95     | 0.02%             | 2023-02-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                                                              | Paycom Software, Inc.                                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       151 | NS      | $46856.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                                              | Gilead Sciences, Inc.                                                   | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62328.12     | 0.02%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Banc California Inc                                                                              | Banc of California, Inc.                                                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       249 | NS      | $3966.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CORP                                                                                      | Sprint Corporation                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122847.75    | 0.03%             | 2025-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation, Convertible, 7.250%                        | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       200 | NS      | $232000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                              | Macquarie Group, Ltd.                                                   | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     89000 | PA      | $75809.41     | 0.02%             | 2027-09-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Csc Holdings Llc                                                                                 | CSC Holdings, LLC                                                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     88000 | PA      | $71940.00     | 0.02%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $37007.12     | 0.01%             | 2026-04-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                     | Novelis Corporation                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35462.60     | 0.01%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Invs Llc                                                | Fortress Transportation and Infrastructure Investors, LLC               | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61113.25     | 0.02%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc                                                                      | BioMarin Pharmaceutical, Inc., Convertible                              | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    233000 | PA      | $250372.67    | 0.06%             | 2027-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| CHESAPEAKE ENERGY CORP                                                                           | Chesapeake Energy Corporation                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99307.20     | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20757.50     | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                                      | Raymond James Financial, Inc.                                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1788 | NS      | $191047.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprint Capital Corp                                                                              | Sprint Capital Corporation                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    185000 | PA      | $220168.50    | 0.05%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                           | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    423862 | PA      | $413982.72    | 0.10%             | 2052-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Chobani Llc  Chobani Finance Corporation Inc                                                     | Chobani, LLC/Chobani Finance Corporation, Inc.                          | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $61813.31     | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                                                | Syneos Health, Inc.                                                     | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63707.60     | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                                        | Qorvo, Inc.                                                             | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30530.68     | 0.01%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Bway Holding Co                                                                                  | Mauser Packaging Solutions Holding Company                              | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64730.17     | 0.02%             | 2025-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Ard Finance S A                                                                                  | ARD Finance SA                                                          | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     23000 | PA      | $15997.25     | 0.00%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Inc                                                                               | NextEra Energy, Inc., Convertible, 5.279%                               | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       939 | NS      | $47607.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166362.00    | 0.04%             | 2023-04-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                         | Willis North America, Inc.                                              | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84805.25     | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                   | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28882.35     | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55703.25     | 0.01%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RLG HOLDINGS LLC                                                                                 | RLG Holdings, LLC, Term Loan                                            | CUSIP: N/A<br>LEI: 254900Y6CDN3X5BPSO77       | Long             | DBT              | CORP              | US        |     80725 | PA      | $75814.95     | 0.02%             | 2028-07-08      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                               | Forestar Group, Inc.                                                    | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39451.07     | 0.01%             | 2026-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                       | Nasdaq, Inc.                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      5796 | NS      | $355584.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                         | Toyota Motor Credit Corporation                                         | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51299.41     | 0.01%             | 2028-04-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                | Iron Mountain, Inc.                                                     | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107781.67    | 0.03%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    134000 | PA      | $123358.97    | 0.03%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Terraform Power Operating Llc                                                                    | TerraForm Power Operating, LLC                                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89999.00     | 0.02%             | 2028-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Company L P  Ptl Finance Corp                                               | Penske Truck Leasing Company, LP                                        | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30795.99     | 0.01%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Usis Merger Subordinated Inc                                                                     | USI, Inc./NY                                                            | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19266.89     | 0.00%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                                           | Progress Software Corporation, Convertible                              | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93002.00     | 0.02%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                                    | Colony American Finance, Ltd.                                           | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $318270.82    | 0.08%             | 2029-03-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Apple Incorporation                                                                              | Apple, Inc.                                                             | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    114000 | PA      | $98559.28     | 0.02%             | 2029-09-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                                         | Ashton Woods USA, LLC                                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24078.30     | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Chart Inds Inc                                                                                   | Chart Industries, Inc.                                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       448 | NS      | $51623.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                                                      | Lennar Corporation                                                      | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14060.34     | 0.00%             | 2024-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER                                                                 | Prime Security Services Borrower, LLC, Term Loan                        | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | DBT              | CORP              | US        |    252240 | PA      | $249742.82    | 0.06%             | 2026-09-23      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                                   | S&P Global, Inc.                                                        | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34971.12     | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                                                         | Digital Realty Trust, Inc.                                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2335 | NS      | $234130.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                                                                       | Bridgewater Bancshares, Inc.                                            | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     12356 | NS      | $219195.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                         | Venture Global Calcasieu Pass, LLC                                      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58625.00     | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                                      | Imperial Brands Finance plc                                             | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $32503.45     | 0.01%             | 2024-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Verisign Inc                                                                                     | VeriSign, Inc.                                                          | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57914.11     | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Panther Bf Aggregator 2 Lp  Panther Finance Company Inc                                          | Clarios Global, LP                                                      | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     35000 | PA      | $34177.38     | 0.01%             | 2027-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43835.33     | 0.01%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                              | PayPal Holdings, Inc.                                                   | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43300.94     | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22902.67     | 0.01%             | 2027-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                       | Capital One Financial Corporation, 5.000%                               | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      5525 | NS      | $99450.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     64000 | PA      | $53486.07     | 0.01%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                             | Edison International                                                    | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45977.23     | 0.01%             | 2026-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through         | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1445654 | PA      | $1355482.57   | 0.33%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Commercial Credit Co                                                                             | Citigroup, Inc.                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8141 | NS      | $368217.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                         | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73174.08     | 0.02%             | 2025-12-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                       | Biogen, Inc.                                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1372 | NS      | $379934.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Company Iam Commercial Paper 42                                                           | Boeing Company                                                          | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59887.44     | 0.01%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                                      | Textron, Inc.                                                           | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62458.88     | 0.02%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                                               | CP Atlas Buyer, Inc.                                                    | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44559.88     | 0.01%             | 2028-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| B A T International Finance Plc Discount Commercial Paper 42 Yrs 3&4                             | BAT International Finance plc                                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $31011.91     | 0.01%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Nvidia Corp                                                                                      | NVIDIA Corporation                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7115 | NS      | $1039786.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company                                                      | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60018.24     | 0.01%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                                     | Business Jet Securities, LLC                                            | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274306 | PA      | $250179.82    | 0.06%             | 2037-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3063569 | PA      | $2695859.94   | 0.67%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61328.15     | 0.02%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $35915.63     | 0.01%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                            | Toronto-Dominion Bank                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62400.00     | 0.02%             | 2082-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Crispr Therapeutics Ag                                                                           | CRISPR Therapeutics AG                                                  | CUSIP: H17182108<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |       537 | NS      | $21829.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberiabank Lafayette La                                                                          | First Horizon Bank                                                      | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64949.98     | 0.02%             | 2030-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                       | Capital One Financial Corporation                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3306 | NS      | $307325.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                                                          | Flushing Financial Corporation                                          | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $658.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                                                           | Synovus Financial Corporation                                           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       745 | NS      | $27974.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| College Ave Student Loans                                                                        | College Avenue Student Loans, LLC                                       | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103690 | PA      | $101460.62    | 0.03%             | 2046-11-26      | Floating      | 0.06%                 | Yes           |                  2 | On Loan: No      |
| Lauder Estee Cos Inc                                                                             | Estee Lauder Companies, Inc.                                            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1266 | NS      | $314107.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                                                | State Street Corporation                                                | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41634.76     | 0.01%             | 2033-05-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Keybank National Association Cleveland Ohio Global Bank Subordinated Nts Book Entry 3a2          | KeyBank NA                                                              | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60375.96     | 0.01%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Maravai LifeSciences Holdings                                                                    | Maravai LifeSciences Holdings, Inc.                                     | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13696 | NS      | $195989.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kbr Inc                                                                                          | KBR, Inc., Convertible                                                  | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    160000 | PA      | $337360.00    | 0.08%             | 2023-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels Midland Co                                                                        | Archer-Daniels-Midland Company                                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      4265 | NS      | $396005.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                                                                            | Antero Resources Corporation                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50991.05     | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                             | Cleveland-Cliffs, Inc.                                                  | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35500.00     | 0.01%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Ashland Global Holdings Inc                                                                      | Ashland, Inc.                                                           | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      3408 | NS      | $366462.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners Lp  Tallgrass Energy Finance Corp                                      | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $100212.92    | 0.02%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                                   | Air Lease Corporation                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37291.35     | 0.01%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp, 4.000%                                                    | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      2850 | NS      | $46284.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                                                                   | ServiceNow, Inc.                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1467 | NS      | $569592.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                                                                 | Radian Group, Inc.                                                      | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41230.99     | 0.01%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Jazz Invts I Ltd                                                                                 | Jazz Investments I, Ltd., Convertible                                   | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    241000 | PA      | $286488.75    | 0.07%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                              | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68224.96     | 0.02%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                                                         | Nexstar Media, Inc., Term Loan                                          | CUSIP: N/A<br>LEI: 5493006PK6I4I2OOT688       | Long             | DBT              | CORP              | US        |    163482 | PA      | $161969.38    | 0.04%             | 2026-09-18      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Blackrock Debt Strategies Fund Inc                                                               | BlackRock Debt Strategies Fund, Inc.                                    | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |       870 | NS      | $8004.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Holdings Inc                                                                           | Open Text Corporation                                                   | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     80000 | PA      | $64173.20     | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7172 | NS      | $609763.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                             | Parker-Hannifin Corporation                                             | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38518.45     | 0.01%             | 2024-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 720 East CLO 2022-I, Ltd.                                                                        | 720 East CLO I, Ltd.                                                    | CUSIP: 81785AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $495991.50    | 0.12%             | 2036-01-20      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DIRECTV Financing, LLC, Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    303754 | PA      | $295085.05    | 0.07%             | 2027-08-02      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                                         | Simmons Foods, Inc.                                                     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $86289.58     | 0.02%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company Llc                                                                    | Ford Motor Credit Company, LLC                                          | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177838.16    | 0.04%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                         | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $36803.54     | 0.01%             | 2028-01-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIT GROUP INC                                                                                   | Uniti Group, Inc., Convertible                                          | CUSIP: 91325VAA6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30442.50     | 0.01%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Lyb International Finance III Llc                                                                | LYB International Finance III, LLC                                      | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $55310.58     | 0.01%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                               | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35927.52     | 0.01%             | 2025-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Prime Security Svcs Borrower Llc  Prime Finance Inc                                              | Prime Security Services Borrower, LLC/Prime Finance, Inc.               | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $120312.50    | 0.03%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Columbia Gas System Inc                                                                          | NiSource, Inc.                                                          | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40097.50     | 0.01%             | 2023-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                                              | Gray Television, Inc.                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47018.73     | 0.01%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                                     | Calpine Corporation                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49950.78     | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UnIVision Communications Inc                                                                     | Univision Communications, Inc.                                          | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108058.72    | 0.03%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                                           | AI Aqua Merger Sub, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | DBT              | CORP              | US        |    244625 | PA      | $230050.11    | 0.06%             | 2028-07-30      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Rambus Inc Del                                                                                   | Rambus, Inc.                                                            | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       890 | NS      | $31879.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch Inbev Worldwide Inc                                                               | Anheuser-Busch InBev Worldwide, Inc.                                    | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78044.80     | 0.02%             | 2028-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Sleep Number Corp                                                                                | Sleep Number Corporation                                                | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      4436 | NS      | $115247.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Inds Inc Tenn                                                                             | Miller Industries, Inc.                                                 | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      4890 | NS      | $130367.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                       | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     67000 | PA      | $62142.27     | 0.02%             | 2029-11-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                                     | GS Mortgage Securities Trust                                            | CUSIP: 36264YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135443.27    | 0.03%             | 2026-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Mkm XxII Corp                                                                                    | Genesee & Wyoming, Inc., Term Loan                                      | CUSIP: N/A<br>LEI: G617XSG94Z7G0RMW3L02       | Long             | DBT              | CORP              | US        |    126000 | PA      | $125181.00    | 0.03%             | 2026-12-30      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Cna Financial Corp                                                                               | CNA Financial Corporation                                               | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39296.22     | 0.01%             | 2024-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Plc  Ardagh Holdings Usa Inc                                            | Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.                  | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     26000 | PA      | $19441.30     | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                                                                    | Dun & Bradstreet Holdings, Inc.                                         | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11010 | NS      | $134982.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                                                                      | OCP CLO, Ltd.                                                           | CUSIP: 67097LAP1<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-O            | CORP              | XX        |    275000 | PA      | $256564.55    | 0.06%             | 2030-07-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Great Southern Bancorp Inc                                                                       | Great Southern Bancorp, Inc.                                            | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       644 | NS      | $38311.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Idexx Labs Inc                                                                                   | IDEXX Laboratories, Inc.                                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        58 | NS      | $23661.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                                                        | Kinsale Capital Group, Inc.                                             | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2081 | NS      | $544223.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                          | Algonquin Power & Utilities Corporation                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $40500.00     | 0.01%             | 2082-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Pnc Bank National Association Wilmington Del                                                     | PNC Bank NA                                                             | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37971.05     | 0.01%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                                         | Permian Resources Operating, LLC, Convertible                           | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     38000 | PA      | $64163.00     | 0.02%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc.                                                           | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48198.08     | 0.01%             | 2026-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| National Rural Utils CooperatIVe Finance Corp                                                    | National Rural Utilities Cooperative Finance Corporation                | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72345.06     | 0.02%             | 2025-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                       | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $63188.30     | 0.02%             | 2025-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

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

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer