# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0000790166-25-000299
**Filing Date:** 2025-11
**Character Count:** 1132323
**Document Hash:** 7b77e86c1e756678d79b3deffebadbca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000790166-25-000299.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000790166-25-000299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000790166

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 251524863

**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 Moderate Allocation Portfolio (Series ID: S000001438)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003845 | Class A      |  |

## Nport-Ex

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## 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 MODERATE ALLOCATION PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001438

- **c. LEI of Series:** 56BJ1HYZVTUEBNQIE908

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9224659423.67

**Total Liabilities:** $302985783.02

**Net Assets:** $8921673640.65

**Delayed Delivery Securities:** $40909190.14

**Cash Not Reported:** $6096021.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13408.00000000 | **1-Year:** -20857.00000000 | **5-Year:** -118045.00000000 | **10-Year:** -166082.00000000 | **30-Year:** -473869.00000000

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

- **3-Month:** -95.00000000 | **1-Year:** -8873.00000000 | **5-Year:** -86615.00000000 | **10-Year:** -43649.00000000 | **30-Year:** -30549.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003845 | 1.37%                | 1.58%                | 2.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $30688738.08             | $40469710.08                               |
| Month 2  | $9000314.30              | $116836521.71                              |
| Month 3  | $19544342.19             | $149130004.11                              |

**Designated Index Information**

- **Index Name:** 10% MSCI All Country World Index ex USA, 32%  Bloomberg US Aggregate Bond Index, 8% Bloomberg US Corporate High Yield Bond Index, 50% S&P 1500 Composite Index

- **Index Identifier:** M1WDU, LBUSTRUU, LF98TRUU, 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                            | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    537000 | PA      | $541214.93     | 0.01%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER MTG ASSET RECEIVABLE TR 2025-NQM5                                                      | Santander Mortgage Asset Receivable Trust                                                      | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2098694.64    | 0.02%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DQPX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6445740 | PA      | $5938480.15    | 0.07%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HLDGS INC                                                                            | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    314000 | PA      | $287702.50     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     41673 | NS      | $13842103.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                                        | Constellation Energy Corporation                                                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4708 | NS      | $1549261.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                  | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2750000 | PA      | $2718660.18    | 0.03%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385PL4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |  14500000 | PA      | $14422868.12   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                            | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    640000 | PA      | $614581.69     | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2020-C8                                                                             | BBCMS Mortgage Trust                                                                           | CUSIP: 05552ABG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18248317 | PA      | $1166127.65    | 0.01%             | 2053-10-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MILLROSE PPTYS INC                                                                               | Millrose Properties, Inc.                                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $177462.61     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                          | Central Garden & Pet Company                                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213717.74     | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PAYMENTUS HLDGS INC                                                                              | Paymentus Holdings, Inc.                                                                       | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1276 | NS      | $39045.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                                                                   | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $207959.17     | 0.00%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                 | Entergy Corporation                                                                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     27297 | NS      | $2543807.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    519000 | PA      | $479951.37     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                                     | Alphabet, Inc., Class C                                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    256111 | NS      | $62375834.05   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133521.72     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                                        | Stonepeak Nile Parent, LLC                                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137947.19     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | 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        |   4171954 | PA      | $3520810.25    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                                         | Flex, Ltd.                                                                                     | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     16874 | NS      | $978185.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     74083 | NS      | $4095308.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397QF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |   4000000 | PA      | $3970445.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86921.35      | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRST FINL CORP IND                                                                              | First Financial Corporation                                                                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3657 | NS      | $206401.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                                                                       | CarMax, Inc.                                                                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1308 | NS      | $58689.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTER HLDGS LLC                                                                          | Kingpin Intermediate Holdings, LLC                                                             | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    352000 | PA      | $334461.81     | 0.00%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HAWAIIAN ELEC CO INC                                                                             | Hawaiian Electric Company, Inc.                                                                | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89773.61      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                          | KB Home                                                                                        | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445337.73     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wellpoint Inc                                                                                    | Elevance Health, Inc.                                                                          | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    820000 | PA      | $739301.36     | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    134235 | NS      | $6925183.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HLDGS LTD                                                                          | RenaissanceRe Holdings, Ltd.                                                                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    804000 | PA      | $843013.91     | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    661000 | PA      | $676957.97     | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                          | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147013.83     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                                 | CMFT Net Lease Master Issuer, LLC                                                              | CUSIP: 12575AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1699926 | PA      | $1569413.94    | 0.02%             | 2051-07-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $160606.50     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                              | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    310000 | PA      | $337348.40     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIARO BBVA MEXICAB ACTING               | BBVA Mexico SA, Institucion de Banca Multiple, Grupo Financiero BBVA Mexico/TX                 | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $315600.00     | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                           | Radiology Partners, Inc.                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    164000 | PA      | $169713.14     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $563652.91     | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                                                     | Concentra Health Services, Inc.                                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151603.77     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HIMS & HERS HEALTH INC                                                                           | Hims & Hers Health, Inc.                                                                       | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |        94 | NS      | $5331.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS CO                                                                                  | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    438000 | PA      | $448142.83     | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| iShares Semiconductor ETF                                                                        | iShares Semiconductor ETF                                                                      | CUSIP: 464287523<br>LEI: 5493004SPI3IF1GDIR85 | Long             |  | RF                | US        |       561 | NS      | $152098.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TR                                                                               | Chatham Lodging Trust                                                                          | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8279 | NS      | $55552.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                            | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    766000 | PA      | $786079.80     | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WATSCO INC                                                                                       | Watsco, Inc.                                                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      2010 | NS      | $812643.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $946100.20     | 0.01%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FIN 2019 INC / CSL CAP LLC                                          | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504000 | PA      | $493546.89     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    640000 | PA      | $655457.82     | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS L P / ALBERTSONS LLC                           | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $511734.12     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                                        | Archer-Daniels-Midland Company                                                                 | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $739976.15     | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMMUNITY FINL SYS INC                                                                           | Community Financial System, Inc.                                                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       195 | NS      | $11434.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                                | AMSR Trust                                                                                     | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4378149.45    | 0.05%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                         | KLA Corporation                                                                                | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    923000 | PA      | $660264.95     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR ACCEP CO LLC                                                                          | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350119.55     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                                       | Vertex Pharmaceuticals, Inc.                                                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     10638 | NS      | $4166266.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC NEW                                                                            | Owens & Minor, Inc.                                                                            | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    176000 | PA      | $145200.00     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co                                                                              | CME E-mini S&P Mid-Cap 400 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         2 | NC      | $-12103.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                            | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109161.36     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EOG RES INC                                                                                      | EOG Resources, Inc.                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     22498 | NS      | $2522475.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    859000 | PA      | $776784.84     | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AAG FH UK PLC / GLOBAL AUTO HLDGS PLC                                                            | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    176000 | PA      | $185680.00     | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                                                                          | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176701.15     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COURSERA INC                                                                                     | Coursera, Inc.                                                                                 | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      7071 | NS      | $82801.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB BANCORP                                                                                      | PCB Bancorp                                                                                    | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      1864 | NS      | $39144.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDO FIN HLDGS INC                                                                               | Endo Finance Holdings, Inc.                                                                    | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $172731.91     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $378094.37     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                                  | Alumina, Pty. Ltd.                                                                             | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $306808.76     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHAMPION HOMES INC                                                                               | Champion Homes, Inc.                                                                           | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7523 | NS      | $574531.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1283848.82    | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - SLST                                                  | CUSIP: 35564CUE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1975000 | PA      | $1709344.53    | 0.02%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                                                                                   | API Group Corporation                                                                          | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      3493 | NS      | $120054.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                         | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    328000 | PA      | $326914.55     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL LOGISTICS PPTYS TR                                                                    | Industrial Logistics Properties Trust                                                          | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     42310 | NS      | $246667.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                              | Prairie Acquiror, LP                                                                           | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275892.73     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    228000 | PA      | $225167.15     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RES UTICA HLDGS LLC / ARU FIN CORP                                                        | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $165658.29     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    129000 | PA      | $135444.71     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                                                    | BlackLine, Inc.                                                                                | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13322 | NS      | $707398.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                               | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    885000 | PA      | $875922.26     | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                      | Tenneco, Inc.                                                                                  | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    354000 | PA      | $354646.28     | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    640000 | PA      | $661827.64     | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| SIEMENS FDG B V                                                                                  | Siemens Funding BV                                                                             | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    261000 | PA      | $280050.89     | 0.00%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DTHZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3216569 | PA      | $3009137.21    | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    923000 | PA      | $941189.48     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPL OPPORTUNITIES FD LP / DRAWBRIDGE SPL OPPORTUNITIES FIN CORP                       | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1195697.13    | 0.01%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                                         | Energy Transfer, LP                                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084094.65    | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    642000 | PA      | $651222.29     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SANFILIPPO JOHN B & SON INC                                                                      | John B. Sanfilippo & Son, Inc.                                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2010 | NS      | $129202.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    259000 | PA      | $254488.38     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6391 | NS      | $287658.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $343921.98     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITIL CORP                                                                                      | Unitil Corporation                                                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1191 | NS      | $57001.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    172000 | PA      | $167851.24     | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EASTERN BANKSHARES INC                                                                           | Eastern Bankshares, Inc.                                                                       | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      1678 | NS      | $30455.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    298000 | PA      | $303052.18     | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                          | Central Garden & Pet Company, Class A                                                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2869 | NS      | $84721.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO CO PLC                                                                                   | Perrigo Company plc                                                                            | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |      1605 | NS      | $35743.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                                                            | CyberArk Software, Ltd.                                                                        | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      3071 | NS      | $1483753.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION INC                                                                               | Garrett Motion, Inc.                                                                           | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |      4860 | NS      | $66193.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WTR SOLUTIONS CORP                                                                    | Zurn Elkay Water Solutions Corporation                                                         | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      4166 | NS      | $195926.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    915000 | PA      | $902807.43     | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                             | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $267128.75     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCRIPPS E W CO OHIO                                                                              | E.W. Scripps Company                                                                           | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     28658 | NS      | $70498.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                                                            | Bath & Body Works, Inc.                                                                        | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    137000 | PA      | $143037.45     | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                           | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    293000 | PA      | $299392.66     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    758000 | PA      | $763961.90     | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREAS DAC                                                                                | Flutter Treasury DAC                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    216000 | PA      | $219244.32     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HANCOCK WHITNEY CORP                                                                             | Hancock Whitney Corporation                                                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1016 | NS      | $63611.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC DEL                                                                       | Northfield Bancorp, Inc.                                                                       | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7363 | NS      | $86883.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      8651 | NS      | $545445.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    397000 | PA      | $370896.94     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $289617.51     | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                                       | Ciena Corporation                                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1286 | NS      | $187331.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     90645 | NS      | $36728447.55   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAP GLOBAL FIN LLC                                                                       | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    383000 | PA      | $406962.78     | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OAK STR INVT GRADE NET LEASE FD SER 2020-1 LLC / OAK STR INVT GRADE FD CDA /                     | Oak Street Investment                                                                          | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1994063 | PA      | $1903753.07    | 0.02%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95567.48      | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP FDG LLC / NXP USA INC                                                              | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    480000 | PA      | $479419.05     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT 2-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1170 | NC      | $-46519.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MTG TR 2025-5C37                                                                           | BBCMS Mortgage Trust                                                                           | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1661295.35    | 0.02%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $293161.83     | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | 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        |   4349861 | PA      | $3905154.03    | 0.04%             | 2061-07-01      | Fixed         | 3.50%                 | 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        |   6904821 | PA      | $6602771.16    | 0.07%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                                                                                     | Wingstop, Inc.                                                                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      9137 | NS      | $2299600.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                       | Advanced Micro Devices, Inc.                                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     32887 | NS      | $5320787.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATL CORP IND                                                                            | Lincoln National Corporation                                                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      4489 | NS      | $181041.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS L P / ALBERTSONS LLC                           | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $383574.26     | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM LP                                                                                | Hess Midstream, LP                                                                             | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27150 | NS      | $938032.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    470000 | PA      | $430099.49     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                   | TD SYNNEX Corporation                                                                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     13655 | NS      | $2236006.25    | 0.03%             |  |  |  | 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        |      1374 | NC      | $-35380.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RES CORP                                                                              | California Resources Corporation                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    199000 | PA      | $207526.16     | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    805000 | PA      | $832561.57     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC                                                                                     | Vericrest Opportunity Loan Transferee                                                          | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1046253 | PA      | $1041982.54    | 0.01%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BREAD FINL HLDGS INC                                                                             | Bread Financial Holdings, Inc.                                                                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1785 | NS      | $99549.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SRM ESCROW ISSUER LLC                                                                            | SRM Escrow Issuer, LLC                                                                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130041.34     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                   | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    954000 | PA      | $992852.22     | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                                        | Timken Company                                                                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      4348 | NS      | $326882.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTAPP INC                                                                                       | Intapp, Inc.                                                                                   | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $12474.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    452000 | PA      | $457648.44     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    244000 | PA      | $260003.47     | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| IES HLDGS INC                                                                                    | IES Holdings, Inc.                                                                             | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       261 | NS      | $103786.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTMT CORP / SIX FLAGS THEME PKS INC                                                   | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company    | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81505.04      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6775132 | PA      | $5534836.36    | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREIF INC                                                                                        | Greif, Inc.                                                                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2688 | NS      | $160634.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                                                                  | Match Group Holdings II, LLC                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    361000 | PA      | $340961.83     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                          | Darling Ingredients, Inc.                                                                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      3143 | NS      | $97024.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                                                                     | United Therapeutics Corporation                                                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       549 | NS      | $230146.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385NJ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   7200000 | PA      | $7180655.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XJC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4423034 | PA      | $4197168.82    | 0.05%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                        | IQVIA, Inc.                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    352000 | PA      | $361905.63     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426252.62     | 0.00%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1755359.25    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                              | Clearway Energy, Inc., Class C                                                                 | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     11034 | NS      | $311710.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                                                                     | Teradyne, Inc.                                                                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2882 | NS      | $396678.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH A O CORP                                                                                   | A.O. Smith Corporation                                                                         | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      4165 | NS      | $305752.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPER LTD PARTNERSHIP                                                                         | ERP Operating, LP                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527865.70     | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    143144 | NS      | $9793912.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC                                                                   | Allison Transmission Holdings, Inc.                                                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2491 | NS      | $211436.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                                                                      | Zscaler, Inc.                                                                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       306 | NS      | $91695.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRS INC                                                                                 | Texas Instruments, Inc.                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4638 | NS      | $852139.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                                                                          | Toro Company                                                                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      2009 | NS      | $153085.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS CAP CORP                                                                                | Novartis Capital Corporation                                                                   | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    516000 | PA      | $470985.79     | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                       | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    162000 | PA      | $170223.61     | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    585000 | PA      | $558397.65     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                         | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $372658.74     | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1106151.70    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115056.94     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397QW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |   9200000 | PA      | $9117246.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85860.99      | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326644.76     | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                            | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    227000 | PA      | $228889.32     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON ED INC                                                                              | Grand Canyon Education, Inc.                                                                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      4563 | NS      | $1001669.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                                                     | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86455.34      | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239223.12     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP                                         | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                             | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $350709.81     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                                                         | Etsy, Inc.                                                                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     12323 | NS      | $818123.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SVCS CORP                                                                               | Primoris Services Corporation                                                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       298 | NS      | $40924.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                                              | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $651582.95     | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT INC                                                                              | Church & Dwight Company, Inc.                                                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      3850 | NS      | $337375.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QVAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13691117 | PA      | $14304503.86   | 0.16%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAP CORP                                                                            | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    597000 | PA      | $590460.43     | 0.01%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA INC                                                                               | Outfront Media, Inc.                                                                           | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     57970 | NS      | $1062010.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                                                                        | Itron, Inc.                                                                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       882 | NS      | $109861.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCO IX MTG LLC 2025-2                                                                            | RCO IX Mortgage, LLC                                                                           | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1932543 | PA      | $1939308.61    | 0.02%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                                                                          | Consolidated Edison, Inc.                                                                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       120 | NS      | $12062.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS NATL BANC CORP                                                                           | Farmers National Banc Corporation                                                              | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3164 | NS      | $45593.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA PWR CO                                                                                   | Georgia Power Company                                                                          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    523000 | PA      | $533508.73     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LN TR 2007-24                                                                        | Countrywide Alternative Loan Trust                                                             | CUSIP: 02151GAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1599444 | PA      | $526806.05     | 0.01%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRINKER INTL INC                                                                                 | Brinker International, Inc.                                                                    | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    292000 | PA      | $308900.67     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                               | SunCoke Energy, Inc.                                                                           | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    544000 | PA      | $508438.99     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                                              | Star Leasing Company, LLC                                                                      | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166166.12     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135731.93     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATLS INC                                                                                | Applied Materials, Inc.                                                                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      6214 | NS      | $1272254.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                             | BWX Technologies, Inc.                                                                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     21967 | NS      | $4050055.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                                                                        | Xenon Pharmaceuticals, Inc.                                                                    | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      2747 | NS      | $110292.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP                                                                           | J & J Snack Foods Corporation                                                                  | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |     10065 | NS      | $967145.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                                | General Mills, Inc.                                                                            | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    246000 | PA      | $249305.11     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5750000 | PA      | $4830449.19    | 0.05%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $434149.14     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAP CORP                                                                           | Pinnacle West Capital Corporation                                                              | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       898 | NS      | $80514.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1057815.09    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                                | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    340260 | PA      | $385251.90     | 0.00%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137AYWN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    635972 | PA      | $39933.43      | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP / ATLAS LUXCO 4 S A R L                            | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    405000 | PA      | $396967.84     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP                                                                | Madison Square Garden Sports Corporation                                                       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $49940.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                          | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1360947.38    | 0.02%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XCKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6866150 | PA      | $5875781.19    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    176000 | PA      | $181490.85     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GTCR W-2 MERGER SUB LLC                                                                          | Boost Newco Borrower, LLC                                                                      | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    483000 | PA      | $512411.80     | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    107000 | PA      | $112215.76     | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                                                                    | Repligen Corporation                                                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      6994 | NS      | $934887.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                                   | GE HealthCare Technologies, Inc.                                                               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1305 | NS      | $98005.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISNEY WALT CO                                                                                   | Walt Disney Company                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     37474 | NS      | $4290773.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Large Cap Value Portfolio                                                             | CUSIP: 88589M303<br>LEI: 5493000QLC8KHZJUMH19 | Long             |  | RF                | US        |  49991484 | NS      | $1166106345.11 | 13.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CQP HOLDCO LP & BIP-V CHINOOK HOLDCO L L C                                                       | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $373495.52     | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RES INC                                                                                 | Franklin Resources, Inc.                                                                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      6279 | NS      | $145233.27     | 0.00%             |  |  |  | No            |                  1 | 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        |   6927361 | PA      | $6246441.71    | 0.07%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC NEW                                                                | American Eagle Outfitters, Inc.                                                                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      6290 | NS      | $107621.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                                                              | TE Connectivity plc                                                                            | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      3102 | NS      | $680982.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                             | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    430000 | PA      | $411294.40     | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KRMN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4648986 | PA      | $4654187.47    | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST CASH INC                                                                                   | FirstCash, Inc.                                                                                | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    407000 | PA      | $406409.81     | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                                         | Moog, Inc.                                                                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      6511 | NS      | $1352139.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STR LENDING PARTNERS                                                                       | Sixth Street Lending Partners                                                                  | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413549.85     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent High Yield Portfolio                                                                  | CUSIP: 88589M352<br>LEI: Q0U252S3ZZ0J2LYUWZ80 | Long             |  | RF                | US        |  23664751 | NS      | $101088717.15  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                                           | Trane Technologies plc                                                                         | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      3096 | NS      | $1306388.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATL INC WIS                                                                           | Schneider National, Inc.                                                                       | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1165 | NS      | $24651.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                                       | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $166301.09     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO N Y INC                                                                   | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1013205.30    | 0.01%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY S A                                                                           | Spotify Technology SA                                                                          | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |     20931 | NS      | $14609838.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                                                             | Federated Hermes, Inc.                                                                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      7925 | NS      | $411545.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                        | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    117000 | PA      | $123584.53     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    724000 | PA      | $463583.91     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation                                                                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      4100 | NS      | $276381.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                           | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $159764.10     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRIUMPH BANCORP INC                                                                              | Triumph Financial, Inc.                                                                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     23247 | NS      | $1163279.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                      | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       422 | NS      | $103157.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                                                                        | Agios Pharmaceuticals, Inc.                                                                    | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1183 | NS      | $47485.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAP GLOBAL FIN LLC                                                                       | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    177000 | PA      | $180115.20     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                     | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      4493 | NS      | $90039.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                                                      | Corteva, Inc.                                                                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4541 | NS      | $307107.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     36848 | NS      | $2091124.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                                                       | Bridgewater Bancshares, Inc.                                                                   | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      4607 | NS      | $81083.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    905000 | PA      | $894123.30     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101764.51     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                                                                  | Sprint Capital Corporation                                                                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1373005.85    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                                      | Stellantis Financial Services US Corporation                                                   | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $272570.20     | 0.00%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMUNITY WEST BANCSHARES NEW                                                                    | Community West Bancshares                                                                      | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1004 | NS      | $20923.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BK                                                                                       | Cadence Bank                                                                                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2746 | NS      | $103084.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                          | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148571.97     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VITA COCO CO INC                                                                                 | Vita Coco Company, Inc.                                                                        | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     21494 | NS      | $912850.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD INC                                                                                       | Lazard, Inc.                                                                                   | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      5750 | NS      | $303485.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                                                                                   | Sierra Bancorp                                                                                 | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2225 | NS      | $64324.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP TECHNOLOGIES INC                                                                             | UFP Technologies, Inc.                                                                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      1656 | NS      | $330537.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2022-BNK39                                                                                  | BANK 2022-BNK39                                                                                | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39580722 | PA      | $889703.38     | 0.01%             | 2055-02-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREAS UNLIMITED CO                                                                 | Smurfit Kappa Treasury, ULC                                                                    | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    627000 | PA      | $639361.81     | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796278.90     | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| AVALONBAY CMNTYS INC                                                                             | AvalonBay Communities, Inc.                                                                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      2460 | NS      | $475198.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                       | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    533000 | PA      | $548381.96     | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M / I HOMES INC                                                                                  | M/I Homes, Inc.                                                                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       328 | NS      | $47376.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MUVICO LLC                                                                                       | Muvico, LLC                                                                                    | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $184358.20     | 0.00%             | 2029-02-19      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    923000 | PA      | $840517.59     | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER S A U                                                                      | Grifols SA                                                                                     | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    367000 | PA      | $356489.88     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     37052 | NS      | $28270676.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    607000 | PA      | $621103.58     | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $149362.21     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDL N V                                                                                     | CNH Industrial NV                                                                              | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    108257 | NS      | $1174588.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD COAST BANCSHARES INC                                                                       | Third Coast Bancshares, Inc.                                                                   | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1303 | NS      | $49474.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSHIP L P / MPT FIN CORP                                                          | MPT Operating Partnership, LP/MPT Finance Corporation                                          | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $234826.20     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                                  | Caterpillar, Inc.                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     42903 | NS      | $20471166.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $281086.98     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH HLDGS INC                                                                              | FirstCash Holdings, Inc.                                                                       | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1062 | NS      | $168242.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                                                        | Build-A-Bear Workshop, Inc.                                                                    | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |     11621 | NS      | $757805.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    418000 | PA      | $423843.48     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1388255.22    | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $438992.69     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14524921.88   | 0.16%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                                            | Scripps Escrow II, Inc.                                                                        | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $166505.87     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MGIC INVT CORP WIS                                                                               | MGIC Investment Corporation                                                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     75555 | NS      | $2143495.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Equity Fund                                                     | CUSIP: 88588C603<br>LEI: N/A                  | Long             |  | RF                | US        |   6262310 | NS      | $73582136.75   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     29601 | NS      | $755121.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                                                                | Brown & Brown, Inc.                                                                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      2487 | NS      | $233255.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O REILLY AUTOMOTIVE INC NEW                                                                      | O'Reilly Automotive, Inc.                                                                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     46904 | NS      | $5056720.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WKS INC                                                                              | Bath & Body Works, Inc.                                                                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     11294 | NS      | $290933.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINMARK CORP                                                                                     | Winmark Corporation                                                                            | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $235445.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WIND RIV 2013-1 CLO LTD / WIND RIV 2013-1 CLO LLC                                                | Wind River CLO, Ltd.                                                                           | CUSIP: 97316FAE1<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-O            | CORP              | KY        |    473992 | PA      | $474004.67     | 0.01%             | 2030-07-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| SOUTHERN MO BANCORP INC                                                                          | Southern Missouri Bancorp, Inc.                                                                | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1559 | NS      | $81941.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                               | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246554.68     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                             | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506371.07     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $159857.90     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LTD PARTNERSHIP                                                                | Excelerate Energy, LP                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    151000 | PA      | $160734.82     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                                        | Lear Corporation                                                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       906 | NS      | $91152.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    378000 | PA      | $397722.38     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                               | Forestar Group, Inc.                                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    309000 | PA      | $316107.93     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XQDT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3737716 | PA      | $3505967.75    | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                                                | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    254000 | PA      | $259793.49     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    201000 | PA      | $207626.37     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMRIZE FIN US LLC                                                                                | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    384000 | PA      | $395572.53     | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                                   | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $741282.96     | 0.01%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| AlpInvest Secondaries Fund (Offshore Feeder) VIII, L.P.                                          | AlpInvest Secondaries Fund (Offshore Feeder) VIII, LP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $17210957.40   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                                           | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74491.99      | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                                                     | DoorDash, Inc.                                                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     73397 | NS      | $19963250.03   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                                                                 | Zillow Group, Inc., Class A                                                                    | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      3286 | NS      | $244609.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAP INC                                                             | Genting New York, LLC/GENNY Capital, Inc.                                                      | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $285097.26     | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WYNNTON FDG TR II                                                                                | Wynnton Funding Trust II                                                                       | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $226845.97     | 0.00%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ARCHROCK INC                                                                                     | Archrock, Inc.                                                                                 | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      3960 | NS      | $104187.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                                                      | OFG Bancorp                                                                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     12673 | NS      | $551148.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D R HORTON INC                                                                                   | D.R. Horton, Inc.                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      6920 | NS      | $1172732.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY INC                                                                                       | Acuity, Inc.                                                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       641 | NS      | $220753.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                                                                       | Nucor Corporation                                                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     13411 | NS      | $1816251.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC NEW                                                                                    | Linde plc                                                                                      | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     15333 | NS      | $7283175.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX AVIATION CAP LTD                                                                         | Phoenix Aviation Capital, Ltd.                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    281000 | PA      | $298959.83     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XNZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4317369 | PA      | $3996016.01    | 0.04%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                    | AppLovin Corporation                                                                           | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    624000 | PA      | $644121.65     | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     12287 | NS      | $2411078.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                                                  | Tyson Foods, Inc.                                                                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1528 | NS      | $82970.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNEX CAP INC                                                                                    | Dynex Capital, Inc.                                                                            | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      4711 | NS      | $57898.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYS INC                                                                                  | Varonis Systems, Inc.                                                                          | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      2467 | NS      | $141778.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $264990.07     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMPASS INC                                                                                      | Compass, Inc.                                                                                  | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      3376 | NS      | $27109.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                                                       | Evergy, Inc.                                                                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     12903 | NS      | $980886.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                             | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283208.66     | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    569000 | PA      | $593518.04     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRADEWEB MKTS INC                                                                                | Tradeweb Markets, Inc.                                                                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13600 | NS      | $1509328.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS MUT LIFE INS CO                                                                    | Massachusetts Mutual Life Insurance Company                                                    | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $719270.52     | 0.01%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COLLIERS INTL GROUP INC                                                                          | Colliers International Group, Inc.                                                             | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      6443 | NS      | $1006461.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                                                                       | ResMed, Inc.                                                                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       185 | NS      | $50640.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    446000 | PA      | $437386.76     | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                                         | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    896000 | PA      | $902989.10     | 0.01%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                                   | Gray Media, Inc.                                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165489.10     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY L P / GENESIS ENERGY FIN CORP                                                     | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $281607.55     | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DYNATRACE INC                                                                                    | Dynatrace Holdings, LLC                                                                        | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     29559 | NS      | $1432133.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HLDGS INC                                                                            | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    177000 | PA      | $131865.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                                          | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     42000 | PA      | $33705.00      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation                                                                        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      2950 | NS      | $135169.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                             | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $973717.05     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOMPKINS FINL CORP                                                                               | Tompkins Financial Corporation                                                                 | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      1288 | NS      | $85278.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                                                           | Columbia Sportswear Company                                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      5459 | NS      | $285505.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN DIEGO GAS & ELEC CO                                                                          | San Diego Gas & Electric Company                                                               | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    940000 | PA      | $762491.79     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FASTENAL CO                                                                                      | Fastenal Company                                                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    373036 | NS      | $18293685.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COVERT MERGECO INC                                                                               | Reworld Holding Corporation                                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    276000 | PA      | $259569.09     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                           | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $375408.00     | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                                                      | K Hovnanian Enterprises, Inc.                                                                  | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136382.62     | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265053.87     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                       | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $139896.90     | 0.00%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7612387 | PA      | $7194618.88    | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAR HBR BANKSHARES                                                                               | Bar Harbor Bankshares                                                                          | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2452 | NS      | $74687.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                            | Waste Connections, Inc.                                                                        | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      6165 | NS      | $1083807.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $271322.35     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                        | Ball Corporation                                                                               | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    201000 | PA      | $182466.56     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FING LTD                                                                      | Trane Technologies Financing, Ltd.                                                             | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    401000 | PA      | $411689.10     | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Short-Term Bond Portfolio                                                             | CUSIP: 88589M295<br>LEI: 6VYVH6PNTVA8ZH23ET87 | Long             |  | RF                | US        |  15865839 | NS      | $157460519.06  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SVCS INC                                                                        | Barrett Business Services, Inc.                                                                | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     22306 | NS      | $988601.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SVCS INC                                                                              | Kodiak Gas Services, Inc.                                                                      | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2738 | NS      | $101223.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                                       | Samsung Electronics Company, Ltd.                                                              | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     37839 | NS      | $2268460.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                                                                                   | Trustmark Corporation                                                                          | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     14032 | NS      | $555667.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    683000 | PA      | $685198.41     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIRST FINL BANKSHARES INC                                                                        | First Financial Bankshares, Inc.                                                               | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1294 | NS      | $43543.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352112.47     | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                      | Anheuser-Busch Companies, LLC/Anheuser-Busch InBev Worldwide, Inc.                             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1215369.37    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                             | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    615000 | PA      | $684280.13     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                       | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      7713 | NS      | $1069793.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                              | Otis Worldwide Corporation                                                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     12500 | NS      | $1142875.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137HJ4Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2000000 | PA      | $1957586.80    | 0.02%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORVEL CORP                                                                                      | CorVel Corporation                                                                             | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14779 | NS      | $1144190.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC NEW                                                                                    | Aptiv plc                                                                                      | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     45418 | NS      | $3915939.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                                                                    | II-VI, Inc.                                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    164000 | PA      | $161737.44     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                          | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    202000 | PA      | $207020.75     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $256748.51     | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                               | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216645.83     | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                                   | PulteGroup, Inc.                                                                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $66725.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                                                                 | DHT Holdings, Inc.                                                                             | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     16880 | NS      | $201716.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                                                          | PTC, Inc.                                                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      9284 | NS      | $1884837.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SVCS INC                                                                        | Universal Health Services, Inc.                                                                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       498 | NS      | $101811.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    705000 | PA      | $726250.35     | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NAPCO SEC TECHNOLOGIES INC                                                                       | Napco Security Technologies, Inc.                                                              | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      9502 | NS      | $408110.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $6417699.97    | 0.07%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLDGS INC                                                                            | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    177000 | PA      | $167286.50     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVS INC                                                                        | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    419000 | PA      | $425376.61     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                     | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    821000 | PA      | $837207.22     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    102000 | PA      | $103590.49     | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RANGE RES CORP                                                                                   | Range Resources Corporation                                                                    | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    273000 | PA      | $267028.51     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                               | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    983000 | PA      | $999625.95     | 0.01%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| LITHIA MTRS INC                                                                                  | Lithia Motors, Inc.                                                                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       425 | NS      | $134300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                                                     | Assurant, Inc.                                                                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1198 | NS      | $259486.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAFD INC                                                                                         | WaFd, Inc.                                                                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       830 | NS      | $25140.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                            | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    698000 | PA      | $736046.79     | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $136567.63     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180231.04     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QS2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5575795 | PA      | $5458946.15    | 0.06%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73384.40      | 0.00%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                                                    | CACI International, Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119659.88     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    352000 | PA      | $360624.00     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VEEVA SYS INC                                                                                    | Veeva Systems, Inc.                                                                            | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       464 | NS      | $138230.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM ESCROW CORP                                                                              | Amentum Holdings, Inc.                                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    328000 | PA      | $340584.05     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN & INFRASTRUCTURE INVS LLC                                                        | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    232000 | PA      | $242793.10     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                                 | Chevron Corporation                                                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4233 | NS      | $657342.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                          | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    329000 | PA      | $349246.33     | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                                       | RTX Corporation                                                                                | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    900000 | PA      | $846953.13     | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERRA MOBILITY CORP                                                                              | Verra Mobility Corporation                                                                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      4355 | NS      | $107568.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                        | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    825000 | PA      | $835607.20     | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| POSTAL RLTY TR INC                                                                               | Postal Realty Trust, Inc.                                                                      | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |      2748 | NS      | $43116.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                                                                 | Prestige Consumer Healthcare, Inc.                                                             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $70449.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0HN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6956600 | PA      | $7110809.75    | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    528000 | PA      | $533512.81     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FIN INC                                                   | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                                          | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $210635.19     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    840000 | PA      | $849710.69     | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1065018.90    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                                                          | Enerpac Tool Group Corporation                                                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     29781 | NS      | $1221021.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    449000 | PA      | $449539.91     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                       | Nasdaq, Inc.                                                                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     74768 | NS      | $6613229.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $518909.88     | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BIOHAVEN LTD                                                                                     | Biohaven, Ltd.                                                                                 | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1412 | NS      | $21194.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc., Class A                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    242183 | NS      | $58874687.30   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $613325.32     | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TENABLE HLDGS INC                                                                                | Tenable Holdings, Inc.                                                                         | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      1939 | NS      | $56541.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    748000 | PA      | $742976.96     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                      | DTE Electric Company                                                                           | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    965000 | PA      | $760032.78     | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                      | Netflix, Inc.                                                                                  | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    167000 | PA      | $174751.22     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRST CTZNS BANCSHARES INC DEL                                                                   | First Citizens BancShares, Inc./NC                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    805000 | PA      | $802872.95     | 0.01%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH3 TR                                                                                | CSMC Trust                                                                                     | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    944225 | PA      | $940910.31     | 0.01%             | 2067-08-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21200000 | PA      | $21105800.77   | 0.24%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HARBORONE BANCORP INC NEW                                                                        | HarborOne Bancorp, Inc.                                                                        | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      5069 | NS      | $68938.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FIN LTD                                                                                   | Azorra Finance, Ltd.                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $452527.27     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                                                                       | Enanta Pharmaceuticals, Inc.                                                                   | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      5821 | NS      | $69677.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                                                                     | Reliance, Inc.                                                                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       149 | NS      | $41843.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PPTY TR INC                                                                                | Essex Property Trust, Inc.                                                                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       778 | NS      | $208239.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                                                     | Oshkosh Corporation                                                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1045 | NS      | $135536.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS RETAIL HLDGS INC                                                                           | Macy's Retail Holdings, LLC                                                                    | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $164758.78     | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                                         | Stonex Escrow Issuer, LLC                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482000 | PA      | $496130.52     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    618000 | PA      | $625639.96     | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAC HLDGS INC                                                                                | Generac Holdings, Inc.                                                                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       745 | NS      | $124713.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK NTS BOOK ENTRY 3/A2                                   | KeyBank NA/Cleveland, OH                                                                       | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    777000 | PA      | $782006.26     | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                                          | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $783929.79     | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                 | Boyd Gaming Corporation                                                                        | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    279000 | PA      | $268957.70     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                                     | Vontier Corporation                                                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     53859 | NS      | $2260462.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  18351415 | NS      | $18351415.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| KORN FERRY                                                                                       | Korn Ferry                                                                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1575 | NS      | $110218.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INC                                                                                        | EnPro, Inc.                                                                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      8130 | NS      | $1837380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385MU7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   9400000 | PA      | $9389477.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                                                                            | East West Bancorp, Inc.                                                                        | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      3020 | NS      | $321479.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                                                                  | Pegasystems, Inc.                                                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     17751 | NS      | $1020682.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISION DRILLING CORP                                                                          | Precision Drilling Corporation                                                                 | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    221000 | PA      | $222187.21     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | 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        |   8151218 | PA      | $7753111.74    | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    301000 | PA      | $300480.02     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 01F0504A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11750000 | PA      | $11871021.95   | 0.13%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL CITY BK GROUP INC                                                                        | Capital City Bank Group, Inc.                                                                  | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      1063 | NS      | $44422.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE CORNERS FDG TR IV                                                                           | Five Corners Funding Trust IV                                                                  | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $644712.57     | 0.01%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RELAY THERAPEUTICS INC                                                                           | Relay Therapeutics, Inc.                                                                       | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14912 | NS      | $77840.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAP CORP                                                                         | Southern Company Gas Capital Corporation                                                       | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    620000 | PA      | $520792.73     | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                      | Berkshire Hathaway Finance Corporation                                                         | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $807501.69     | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CAPITOL FED FINL INC                                                                             | Capitol Federal Financial, Inc.                                                                | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14472 | NS      | $91897.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                                                                                    | Renasant Corporation                                                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       496 | NS      | $18297.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    902000 | PA      | $920139.37     | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PMT LN TR 2025-INV2                                                                              | PMT Loan Trust                                                                                 | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3050000 | PA      | $3129927.39    | 0.04%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589PZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99325.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HLDGS INC                                                                               | Quikrete Holdings, Inc.                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    652000 | PA      | $675370.29     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1382395.53    | 0.02%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                       | Pfizer, Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     49260 | NS      | $1255144.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR CORP                                                                    | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314608.80     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230597.17     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     10815 | NS      | $3997981.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RES OPER LLC                                                                             | Permian Resources Operating, LLC                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    313000 | PA      | $318839.02     | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217080.25     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170910.45     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                         | EQT Corporation                                                                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2182 | NS      | $118766.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC 2022-NQM1 TR                                                                                | CSMC Trust                                                                                     | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1115780 | PA      | $987833.03     | 0.01%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTMT INC                                                                                 | Jacobs Entertainment, Inc.                                                                     | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    371000 | PA      | $362173.91     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR LTD                                                                                   | Nissan Motor Company, Ltd.                                                                     | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $400386.09     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                                                          | Cushman and Wakefield plc                                                                      | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5933 | NS      | $94453.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $972364.36     | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1174237.74    | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                           | Fair Isaac Corporation                                                                         | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    308000 | PA      | $311832.50     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHOALS TECHNOLOGIES GROUP INC                                                                    | Shoals Technologies Group, Inc.                                                                | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14272 | NS      | $105755.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                                                                     | Teleflex, Inc.                                                                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2745 | NS      | $335878.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ADR                                                                                     | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     40700 | NS      | $10875447.00   | 0.12%             |  |  |  | No            |                  1 | 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        |      -806 | NC      | $4363616.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                             | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    881000 | PA      | $900690.77     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                                    | Open Text Holdings, Inc.                                                                       | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $253875.57     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TVC MTG TR 2024-RRTL1                                                                            | TVC Mortgage Trust                                                                             | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1702938.62    | 0.02%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLDGS INC                                                                            | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    176000 | PA      | $168999.32     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL LTD                                                                               | Liberty Global, Ltd., Class A                                                                  | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     13980 | NS      | $160210.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CTLS INTL PLC                                                                            | Johnson Controls International plc                                                             | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      5662 | NS      | $622536.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAP CORP                                                                                   | Rithm Capital Corporation                                                                      | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180180.00     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RED ROCK RESORTS INC                                                                             | Red Rock Resorts, Inc.                                                                         | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $40971.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     49078 | NS      | $13849811.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    929000 | PA      | $860742.90     | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                            | MidAmerican Energy Company                                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    706000 | PA      | $743340.49     | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    244000 | PA      | $240354.15     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FIN UNLIMITED CO                                                                         | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    153000 | PA      | $154025.86     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                                                              | Home BancShares, Inc.                                                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2529 | NS      | $71570.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                                                     | Sunnova Hestia II Issuer, LLC                                                                  | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1596236 | PA      | $1598071.47    | 0.02%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WATCO COS L L C / WATCO FIN CORP                                                                 | Watco Companies, LLC/Watco Finance Corporation                                                 | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $183207.41     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL PAC FINL CORP                                                                            | Central Pacific Financial Corporation                                                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      7484 | NS      | $227064.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MTRS INC                                                                                  | Lithia Motors, Inc.                                                                            | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171295.90     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                              | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246596.91     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    323000 | PA      | $329921.04     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                                                  | Baker Hughes Company                                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28030 | NS      | $1365621.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                           | Roper Technologies, Inc.                                                                       | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    771000 | PA      | $671933.92     | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2007-1                                                                            | Sequoia Mortgage Trust                                                                         | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    505244 | PA      | $331566.97     | 0.00%             | 2046-09-20      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    179000 | PA      | $168277.90     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                                | Ralph Lauren Corporation                                                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1436 | NS      | $450272.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                   | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $201070.20     | 0.00%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: —       |
| STERIS PLC                                                                                       | STERIS plc                                                                                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     27013 | NS      | $6684096.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAP                                                                               | Telecom Italia Capital SA                                                                      | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    170000 | PA      | $172569.38     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| RENAISSANCERE HOLDINGS LTD                                                                       | RenaissanceRe Holdings, Ltd.                                                                   | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       332 | NS      | $84304.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCORE TECHNOLOGIES INC                                                                         | Procore Technologies, Inc.                                                                     | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |       459 | NS      | $33470.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HLDGS INC                                                                        | National Vision Holdings, Inc.                                                                 | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3607 | NS      | $105288.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                          | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    177000 | PA      | $178379.83     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS LTD                                                                                 | Wynn Resorts, Ltd.                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      8757 | NS      | $1123260.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC                                                                                 | Talos Energy, Inc.                                                                             | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3808 | NS      | $36518.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    605000 | PA      | $622168.05     | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                    | CommScope, LLC                                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173876.50     | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NVENT ELEC PLC                                                                                   | nVent Electric plc                                                                             | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     20911 | NS      | $2062661.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTNS INC                                                                             | Financial Institutions, Inc.                                                                   | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7845 | NS      | $213384.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    105734 | NS      | $33351675.62   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MELLO MTG CAP ACCEP 2021-INV2                                                                    | Mello Mortgage Capital Acceptance                                                              | CUSIP: 58549XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2485126 | PA      | $2058903.42    | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                                                    | Medtronic plc                                                                                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     96555 | NS      | $9195898.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                                          | Allegheny Technologies, Inc.                                                                   | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2466 | NS      | $200584.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                                                                                   | Flowserve Corporation                                                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     23803 | NS      | $1264891.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MTG-BACKED SECS TR 2025-PJ6                                                                   | GS Mortgage-Backed Securities Trust                                                            | CUSIP: 36272KAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3325000 | PA      | $3315221.51    | 0.04%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    559000 | PA      | $534535.53     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1152059.68    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| HERITAGE FINL CORP WASH                                                                          | Heritage Financial Corporation                                                                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3191 | NS      | $77190.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC MINN                                                                             | Xcel Energy, Inc.                                                                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    462000 | PA      | $458367.42     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                               | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    272000 | PA      | $271496.80     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $629533.39     | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                                                                  | Sony Group Corporation ADR                                                                     | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     45180 | NS      | $1300732.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US LLC                                 | Brookfield Residential Properties, Inc./Brookfield Residential US, LLC                         | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    448000 | PA      | $420152.32     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BK CORP MICH                                                                         | Independent Bank Corporation/MI                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6526 | NS      | $202142.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                       | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1234899.86    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                             | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204042.52     | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NOBLE FIN II LLC                                                                                 | Noble Finance II, LLC                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $349849.94     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                                                  | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811805.25     | 0.01%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL GROUP INC                                                                    | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $812378.65     | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| QUEEN MERGERCO INC                                                                               | QXO Building Products, Inc.                                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    263000 | PA      | $272309.20     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4916989 | PA      | $4022365.53    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    234000 | PA      | $242135.06     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation                                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1482 | NS      | $73077.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                                                                     | Knowles Corporation                                                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      4386 | NS      | $102237.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                                                     | Frontier Communications Holdings, LLC                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $403755.98     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2006-3                                                             | Renaissance Home Equity Loan Trust                                                             | CUSIP: 75971EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3418209 | PA      | $1079786.39    | 0.01%             | 2036-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    232000 | PA      | $245710.50     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                                                       | Neurocrine Biosciences, Inc.                                                                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      7935 | NS      | $1113915.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA LUX S A / JBS USA FOOD CO / JBS USA FIN INC                                              | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                             | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    845000 | PA      | $755999.61     | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                                                        | Edwards Lifesciences Corporation                                                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       986 | NS      | $76681.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp                                                                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     69222 | NS      | $1293759.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                           | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2211 | NS      | $183999.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    378000 | PA      | $375974.75     | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $437563.81     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    639000 | PA      | $591643.44     | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COEUR MNG INC                                                                                    | Coeur Mining, Inc.                                                                             | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     13157 | NS      | $246825.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                                                                                     | Visteon Corporation                                                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1257 | NS      | $150664.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3616 | NS      | $1042312.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK N A                                                                                     | Citibank NA                                                                                    | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    875000 | PA      | $899003.04     | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2480 | NS      | $110484.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                    | Smyrna Ready Mix Concrete, LLC                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    556000 | PA      | $587104.16     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| ZOOM COMMUNICATIONS INC                                                                          | Zoom Communications, Inc.                                                                      | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     32621 | NS      | $2691232.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC /                          | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $72611.70      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATLS INC                                                                        | Martin Marietta Materials, Inc.                                                                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    326000 | PA      | $332699.20     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                                  | PPL Capital Funding, Inc.                                                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    640000 | PA      | $654561.93     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | Credit Agricole SA                                                                             | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    559000 | PA      | $573439.15     | 0.01%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| OLD NATL BANCORP IND                                                                             | Old National Bancorp                                                                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     53877 | NS      | $1182600.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                            | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    394000 | PA      | $403019.50     | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DUTCH BROS INC                                                                                   | Dutch Bros, Inc.                                                                               | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $7589.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                             | Sonic Automotive, Inc.                                                                         | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    318000 | PA      | $304075.35     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BILL HLDGS INC                                                                                   | BILL Holdings, Inc.                                                                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       466 | NS      | $24684.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                                                          | Zebra Technologies Corporation                                                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1136 | NS      | $337573.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELEC CO                                                                                      | DTE Electric Company                                                                           | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    475000 | PA      | $371599.52     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP NEW                                                                           | Valero Energy Corporation                                                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       361 | NS      | $61463.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDS INC NEW                                                                     | Armstrong World Industries, Inc.                                                               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3383 | NS      | $663101.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                              | Clearway Energy, Inc., Class A                                                                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     10133 | NS      | $272881.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                                                   | Fortune Brands Innovations, Inc.                                                               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2024 | NS      | $108061.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $621181.14     | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                                                            | Victoria's Secret & Company                                                                    | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84954.74      | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO INC                                                                               | McCormick & Company, Inc.                                                                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1700 | NS      | $113747.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW INC                                                                                         | DNOW, Inc.                                                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      6397 | NS      | $97554.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                            | Qnity Electronics, Inc.                                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    442000 | PA      | $445371.04     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RING ENERGY INC                                                                                  | Ring Energy, Inc.                                                                              | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |      6697 | NS      | $7299.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                 | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    249000 | PA      | $243071.73     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDIVIOR PLC                                                                                     | Indivior plc                                                                                   | CUSIP: G4766E116<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |     30765 | NS      | $741744.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NESCO HLDGS II INC                                                                               | Nesco Holdings II, Inc.                                                                        | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133189.56     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARGENX SE                                                                                        | Argenx SE ADR                                                                                  | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1240 | NS      | $914574.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                                                                       | Arcosa, Inc.                                                                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1356 | NS      | $127070.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     15778 | NS      | $2559191.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SESI LLC                                                                                         | SESI, LLC                                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177000.00     | 0.00%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    780000 | PA      | $833722.94     | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMICUS THERAPEUTICS INC                                                                          | Amicus Therapeutics, Inc.                                                                      | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      5048 | NS      | $39778.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    405000 | PA      | $420995.75     | 0.00%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                                         | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    590000 | PA      | $600354.02     | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TEXAS ROADHOUSE INC                                                                              | Texas Roadhouse, Inc.                                                                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       377 | NS      | $62638.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                                               | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    452000 | PA      | $440869.36     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3275000 | PA      | $3247677.20    | 0.04%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                           | Fairfax Financial Holdings, Ltd.                                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    618000 | PA      | $653140.85     | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                  | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2737658 | PA      | $2738423.64    | 0.03%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKET MTG LLC / ROCKET MTG CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $105027.60     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    331000 | PA      | $329410.57     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2257630 | PA      | $1838044.99    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    201000 | PA      | $207141.96     | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY TR INC                                                                           | Healthcare Realty Trust, Inc.                                                                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     63967 | NS      | $1153325.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW HOME CO INC                                                                                  | New Home Company, Inc.                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    176000 | PA      | $182698.74     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    226000 | PA      | $225224.63     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    114000 | PA      | $118577.10     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                     | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    793000 | PA      | $747434.83     | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COLONY BANKCORP INC                                                                              | Colony Bankcorp, Inc.                                                                          | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3317 | NS      | $56422.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       554 | NS      | $103692.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     11344 | NS      | $2681381.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDS INC                                                                                   | Dycom Industries, Inc.                                                                         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       184 | NS      | $53683.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    279000 | PA      | $252852.76     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CROCS INC                                                                                        | Crocs, Inc.                                                                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1340 | NS      | $111957.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                      | Beach Acquisition Bidco, LLC                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    334000 | PA      | $360273.11     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                     | Thermo Fisher Scientific, Inc.                                                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7960 | NS      | $3860759.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                                                               | Houlihan Lokey, Inc.                                                                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     14769 | NS      | $3032371.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                                                     | Synopsys, Inc.                                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    502000 | PA      | $506633.87     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                                                                                  | Ulta Beauty, Inc.                                                                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       921 | NS      | $503556.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMBACH HLDGS INC                                                                                | Limbach Holdings, Inc.                                                                         | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      9903 | NS      | $961779.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATL CORP                                                                                 | Camden National Corporation                                                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       285 | NS      | $10998.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    177226 | NS      | $2332294.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385MS2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   3300000 | PA      | $3297044.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                                           | Skyworks Solutions, Inc.                                                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      5309 | NS      | $408686.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINL INC                                                                                | Genworth Financial, Inc.                                                                       | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      6469 | NS      | $57574.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Mid Cap Value Fund                                                               | CUSIP: 88588C702<br>LEI: N/A                  | Long             |  | RF                | US        |   3729050 | NS      | $42734916.44   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB L L C / EMERALD CO-ISSUER INC                                            | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                     | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $524253.99     | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POOL CORP                                                                                        | Pool Corporation                                                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      2583 | NS      | $800910.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                             | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    386000 | PA      | $384821.69     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                                                                             | SPX Technologies, Inc.                                                                         | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       634 | NS      | $118418.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                                         | Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL                            | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $175054.80     | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                            | Element Solutions, Inc.                                                                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     18393 | NS      | $462951.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG HLDGS INC                                                                    | American Axle & Manufacturing Holdings, Inc.                                                   | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     17137 | NS      | $102993.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                                                        | Park Hotels & Resorts, Inc.                                                                    | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     13102 | NS      | $145170.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                                | Brightstar Lottery plc                                                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    459000 | PA      | $456938.35     | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FDG LLC                                                                                  | Hotwire Funding, LLC                                                                           | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2237217.40    | 0.03%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FIN PLC                                                                                | eG Global Finance plc                                                                          | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $87868.48      | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2 TR                                                                                | PRET Trust                                                                                     | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1470675 | PA      | $1424211.64    | 0.02%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PEOPLES FINL SVCS CORP                                                                           | Peoples Financial Services Corporation                                                         | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |      1110 | NS      | $53957.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                                                                    | Middleby Corporation                                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1778 | NS      | $236349.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MTG TR INC                                                                            | Blackstone Mortgage Trust, Inc.                                                                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      1869 | NS      | $34408.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11938125.00   | 0.13%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    590000 | PA      | $600837.46     | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    301000 | PA      | $298314.96     | 0.00%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| MEDPACE HLDGS INC                                                                                | Medpace Holdings, Inc.                                                                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4599 | NS      | $2364621.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $175345.74     | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     16957 | NS      | $2098428.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     26049 | NS      | $2081315.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                            | Northrop Grumman Corporation                                                                   | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $996182.31     | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLDGS INC / GARRETT LX I S A R L                                                  | Garrett Motion Holdings, Inc./Garrett LX I SARL                                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $333582.95     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    918000 | PA      | $585681.49     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    299000 | PA      | $309433.86     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 15-Yr. Pass Through                        | CUSIP: 3132CXTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5391969 | PA      | $5513762.42    | 0.06%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                               | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    765000 | PA      | $773468.51     | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                        | Duke Energy Carolinas, LLC                                                                     | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $807691.55     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC PWR CO                                                                         | Southwestern Electric Power Company                                                            | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    620000 | PA      | $480944.42     | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                 | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    352000 | PA      | $359848.54     | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     12692 | NS      | $1636379.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Secondary Opportunities Fund V Offshore, L.P.                                          | StepStone Secondary Opportunities Fund V Offshore, LP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $25492389.20   | 0.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SANOFI                                                                                           | Sanofi SA ADR                                                                                  | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     28252 | NS      | $1333494.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTST BANCSYSTEM INC                                                                       | First Interstate BancSystem, Inc.                                                              | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |        50 | NS      | $1593.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178241.18     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV2 TR                                                                                 | TRK Trust                                                                                      | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1466061 | PA      | $1322088.75    | 0.01%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                                                             | Gulfport Energy Corporation                                                                    | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2953 | NS      | $534433.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS TRANSN & INFRASTRUCTURE INVS LLC                                                        | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171027.20     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD & DELTA AIR LINES INC                                                            | Delta Air Lines, Inc./SkyMiles IP, Ltd.                                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1347534.82    | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUCKLE INC                                                                                       | Buckle, Inc.                                                                                   | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1098 | NS      | $64408.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC LA                                                                        | Lumen Technologies, Inc.                                                                       | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     95601 | PA      | $93688.98      | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $993233.29     | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                    | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    805000 | PA      | $813116.78     | 0.01%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                                          | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166776.29     | 0.00%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QSLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3560955 | PA      | $3569564.55    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSUNION                                                                                       | TransUnion                                                                                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     15186 | NS      | $1272283.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                                                               | First Horizon Corporation                                                                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     10100 | NS      | $228361.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HLDGS INC                                                                                 | RE/MAX Holdings, Inc.                                                                          | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       859 | NS      | $8100.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GORMAN RUPP CO                                                                                   | Gorman-Rupp Company                                                                            | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |       494 | NS      | $22926.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83340.00      | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | AECOM                                                                                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2350 | NS      | $306604.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                               | Baytex Energy Corporation                                                                      | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $261001.26     | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4866 | NS      | $84035.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC NEW                                                                          | BellRing Brands, Inc.                                                                          | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    156000 | PA      | $161106.04     | 0.00%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PTS INC                                                                             | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    264000 | PA      | $271617.14     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                                        | ESAB Corporation                                                                               | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135604.00     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HLDGS INC                                                                                | OneMain Holdings, Inc.                                                                         | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     16074 | NS      | $907538.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HLDGS INC                                                                                    | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    809000 | PA      | $817746.16     | 0.01%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                                            | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    654000 | PA      | $665219.02     | 0.01%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FINL CORP                                                                            | First American Financial Corporation                                                           | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      4352 | NS      | $279572.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                                                                    | News Corporation, Class A                                                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     43462 | NS      | $1334718.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130866.52     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATLS CO                                                                                  | Vulcan Materials Company                                                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      7372 | NS      | $2267774.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANPACK SAC / CANPACK US LLC                                                                     | Canpack SA/Canpack US, LLC                                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    408000 | PA      | $382865.08     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137FYPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3000000 | PA      | $2506147.20    | 0.03%             | 2048-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                                       | Berkshire Hathaway, Inc.                                                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     15200 | NS      | $7641648.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HLDGS INC                                                                          | Howard Hughes Holdings, Inc.                                                                   | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       684 | NS      | $56204.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HLDGS INC                                                                                  | Roche Holdings, Inc.                                                                           | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | CH        |   1158000 | PA      | $986465.74     | 0.01%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                          | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    923000 | PA      | $943907.82     | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                       | Kenvue, Inc.                                                                                   | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    791000 | PA      | $802419.07     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OH                                                                              | Progressive Corporation                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     19442 | NS      | $4801201.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                                                                     | VeriSign, Inc.                                                                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      9052 | NS      | $2530667.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2827 | NS      | $883522.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                                                                  | Bio-Techne Corporation                                                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      5504 | NS      | $306187.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUM CORP                                                                                 | Kaiser Aluminum Corporation                                                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2356 | NS      | $181788.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108516.43     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    864000 | PA      | $876842.54     | 0.01%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| REDDIT INC                                                                                       | Reddit, Inc.                                                                                   | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       133 | NS      | $30588.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                                                                      | Avantor, Inc.                                                                                  | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45097 | NS      | $562810.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    572000 | PA      | $589495.62     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                                          | Mirion Technologies, Inc.                                                                      | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |       787 | NS      | $18305.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    117000 | PA      | $114197.69     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRONOX HLDGS PLC                                                                                 | Tronox Holdings plc                                                                            | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     16693 | NS      | $67105.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                           | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110312.74     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HANOVER INS GROUP INC                                                                            | Hanover Insurance Group, Inc.                                                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       480 | NS      | $87182.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINL SVCS INC NEW                                                                       | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89767.57      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                    | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    374000 | PA      | $414885.37     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                                       | Biogen, Inc.                                                                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     14329 | NS      | $2007206.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2410 | NS      | $485687.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    244000 | PA      | $245167.54     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| YUM BRANDS INC                                                                                   | Yum! Brands, Inc.                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1461 | NS      | $222072.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    294000 | PA      | $300686.66     | 0.00%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598988.27     | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| DIGITAL RLTY TR INC                                                                              | Digital Realty Trust, Inc.                                                                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       823 | NS      | $142280.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNLOCK HEA TR 2024-1                                                                             | Unlock HEA Trust                                                                               | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477635 | PA      | $1481267.73    | 0.02%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                                                                        | Chubb, Ltd.                                                                                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      5842 | NS      | $1648904.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                                                       | Dexcom, Inc.                                                                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     25092 | NS      | $1688440.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HLDGS INC                                                         | Brundage-Bone Concrete Pumping Holdings, Inc.                                                  | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $375848.71     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                       | Viasat, Inc.                                                                                   | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    173000 | PA      | $172303.07     | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                         | New York Life Global Funding                                                                   | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    925000 | PA      | $923662.28     | 0.01%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OLD REP INTL CORP                                                                                | Old Republic International Corporation                                                         | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     16895 | NS      | $717530.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    367000 | PA      | $383232.80     | 0.00%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      2890 | NS      | $82047.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT J B TRANS SVCS INC                                                                          | JB Hunt Transport Services, Inc.                                                               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      6221 | NS      | $834671.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL                                                         | Bright Horizons Family Solutions, Inc.                                                         | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       676 | NS      | $73393.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LN TR 2025-INV5                                                                              | PMT Loan Trust                                                                                 | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3225000 | PA      | $3221146.13    | 0.04%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC                                                                                 | United Airlines, Inc.                                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    805000 | PA      | $792674.44     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    444000 | PA      | $455450.95     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROGYNY INC                                                                                      | Progyny, Inc.                                                                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4696 | NS      | $101057.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21427382.76   | 0.24%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                        | Kroger Company                                                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1707 | NS      | $115068.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                  | Cascades, Inc./Cascades USA, Inc.                                                              | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    308000 | PA      | $313698.00     | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                           | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    860000 | PA      | $827828.47     | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      4516 | NS      | $629665.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                   | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $160027.14     | 0.00%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| EQUITY BANCSHARES INC                                                                            | Equity Bancshares, Inc.                                                                        | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       805 | NS      | $32763.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                                                                   | Sabre GLBL, Inc.                                                                               | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45644.41      | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| AADVANTAGE LOYALTY IP LTD / AMERN AIRLS INC                                                      | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    245750 | PA      | $245858.47     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN B V                                                                    | Deutsche Telekom International Finance BV                                                      | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1535000 | PA      | $1809317.87    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| F N B CORP PA                                                                                    | F.N.B. Corporation                                                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      5148 | NS      | $82934.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & ASSOC PPTYS INC                                                                            | CBL & Associates Properties, Inc.                                                              | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      1101 | NS      | $33668.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                     | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450275.94     | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION                                                                             | Zions Bancorp NA                                                                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     29450 | NS      | $1666281.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MNG CO                                                                                     | Hecla Mining Company                                                                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     29562 | NS      | $357700.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                                                                 | HealthEquity, Inc.                                                                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     19306 | NS      | $1829629.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDL CORP PLC                                                                              | Gates Industrial Corporation plc                                                               | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     40471 | NS      | $1004490.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                                                   | AptarGroup, Inc.                                                                               | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1612 | NS      | $215459.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                               | Baytex Energy Corporation                                                                      | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $78328.55      | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                                  | Masterbrand, Inc.                                                                              | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     69512 | NS      | $915473.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP NEW                                                               | Brookfield Infrastructure Corporation                                                          | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |     30494 | NS      | $1253913.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                            | Antero Midstream Corporation                                                                   | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80716 | NS      | $1569119.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                                                                            | Dyne Therapeutics, Inc.                                                                        | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4005 | NS      | $50663.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                      | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $737521.68     | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL2 LLC                                                                               | PRET, LLC                                                                                      | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   2972829 | PA      | $2985165.17    | 0.03%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2362 | NS      | $161844.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18374903 | PA      | $14976002.44   | 0.17%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                                            | Long Ridge Energy, LLC                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    261000 | PA      | $268284.02     | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                                                                | Primo Brands Corporation                                                                       | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |      1163 | NS      | $25702.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    919000 | PA      | $931178.89     | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                       | Kenvue, Inc.                                                                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     67229 | NS      | $1091126.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                                                                        | Sonos, Inc.                                                                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      5595 | NS      | $88401.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                                                               | Byline Bancorp, Inc.                                                                           | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     13174 | NS      | $365315.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC                                                                         | Silicon Laboratories, Inc.                                                                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      6221 | NS      | $815759.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     54984 | NS      | $9199922.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                                   | F&G Global Funding                                                                             | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $597106.49     | 0.01%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STEPAN CO                                                                                        | Stepan Company                                                                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1007 | NS      | $48033.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATL CORP IND                                                                            | Lincoln National Corporation                                                                   | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1103589.59    | 0.01%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS HLDGS INC                                                                           | United Airlines Holdings, Inc.                                                                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2754 | NS      | $265761.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    928000 | PA      | $994357.73     | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF TR                                                                              | SPDR S&P 500 ETF Trust                                                                         | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |     32097 | NS      | $21382379.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HLDGS INC                                                                            | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    766000 | PA      | $611513.12     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS ESCROW CORP                                                                           | NCR Atleos Corporation                                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    133000 | PA      | $143975.43     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170832.61     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529459.04     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | 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        |   5156297 | PA      | $4405520.04    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                    | AppLovin Corporation                                                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     16423 | NS      | $11800582.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TR BANCORP INC                                                                         | Community Trust Bancorp, Inc.                                                                  | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10722 | NS      | $599895.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15300000 | PA      | $15304183.63   | 0.17%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON TR BANCORP INC                                                                        | Washington Trust Bancorp, Inc.                                                                 | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      2990 | NS      | $86411.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    233000 | PA      | $247433.42     | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                              | Station Casinos, LLC                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    264000 | PA      | $249035.13     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                                            | BBCMS Mortgage Trust                                                                           | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17873940 | PA      | $1140911.47    | 0.01%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECD FIN PLC                                                                        | Virgin Media Secured Finance plc                                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    417000 | PA      | $412285.70     | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                  | Star Parent, Inc.                                                                              | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    179000 | PA      | $189237.55     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1547 | NS      | $111801.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                                     | Clarivate Science Holdings Corporation                                                         | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $170336.43     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $486010.09     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                                   | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     97447 | NS      | $9217511.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    264000 | PA      | $278838.68     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| COGNEX CORP                                                                                      | Cognex Corporation                                                                             | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     20516 | NS      | $929374.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72550000 | PA      | $71192521.30   | 0.80%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                                | Xerox Corporation                                                                              | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    202000 | PA      | $205198.87     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                   | 1261229 B.C., Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    377000 | PA      | $386444.62     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JEFFERIES FINL GROUP INC                                                                         | Jefferies Financial Group, Inc.                                                                | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      1173 | NS      | $76737.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                                                        | Avnet, Inc.                                                                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1235 | NS      | $64565.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1550000 | PA      | $1503279.67    | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGENXBIO INC                                                                                    | REGENXBIO, Inc.                                                                                | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      5980 | NS      | $57707.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3373626 | PA      | $3108067.52    | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                      | Royal Caribbean Cruises, Ltd.                                                                  | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        27 | NS      | $8736.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                                                               | Viking Cruises, Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    666000 | PA      | $666467.39     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     71000 | PA      | $71918.46      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Secs Tr                                                                              | Saxon Asset Securities Trust                                                                   | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1204048 | PA      | $1081954.55    | 0.01%             | 2035-08-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES B V                                                                         | Sensata Technologies BV                                                                        | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    392000 | PA      | $376191.56     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    733000 | PA      | $747940.12     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BK COLUMBUS GA                                                                           | Synovus Bank                                                                                   | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1226167.94    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                    | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    234000 | PA      | $235300.84     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MUELLER WTR PRODS INC                                                                            | Mueller Water Products, Inc.                                                                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     34811 | NS      | $888376.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TRADE DESK INC                                                                               | Trade Desk, Inc.                                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       717 | NS      | $35140.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                                                                   | Whirlpool Corporation                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    152000 | PA      | $151687.06     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONDAY COM LTD                                                                                   | Monday.com, Ltd.                                                                               | CUSIP: M7S64H106<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |      1016 | NS      | $196789.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING PT BRANDS INC                                                                            | Turning Point Brands, Inc.                                                                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1368 | NS      | $135240.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137HK6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1650000 | PA      | $1635202.47    | 0.02%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     35350 | NS      | $1110697.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1206071 | PA      | $986627.68     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    513000 | PA      | $524792.70     | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                         | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1304663.60    | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TR 2021-INV1                                                                | BINOM Securitization Trust                                                                     | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    918260 | PA      | $840592.37     | 0.01%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                               | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    970000 | PA      | $783193.03     | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                                   | NewMarket Corporation                                                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        67 | NS      | $55490.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    692000 | PA      | $706831.23     | 0.01%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     15534 | NS      | $3906956.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                                          | Rockwell Automation, Inc.                                                                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      6408 | NS      | $2239788.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                                                                           | Dolby Laboratories, Inc.                                                                       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      3461 | NS      | $250472.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE FIN CORP                                                                                | NiSource, Inc.                                                                                 | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896488.61     | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    313000 | PA      | $321078.28     | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN STS WTR CO                                                                              | American States Water Company                                                                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      2779 | NS      | $203756.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                                                      | Wayfair, Inc.                                                                                  | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      1054 | NS      | $94153.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINL CORP PA                                                                                 | CNB Financial Corporation                                                                      | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      2813 | NS      | $68074.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                                                                       | Natera, Inc.                                                                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7165 | NS      | $1153350.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDS INC                                                                                     | PPG Industries, Inc.                                                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      2098 | NS      | $220520.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9432832.06    | 0.11%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC                                                                     | Supernus Pharmaceuticals, Inc.                                                                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       134 | NS      | $6403.86       | 0.00%             |  |  |  | No            |                  1 | 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        |  10285793 | PA      | $9062572.76    | 0.10%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                       | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1150153.86    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CASELLA WASTE SYS INC                                                                            | Casella Waste Systems, Inc.                                                                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      9036 | NS      | $857335.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | Credit Agricole SA                                                                             | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    563000 | PA      | $573800.56     | 0.01%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                                 | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    598000 | PA      | $633290.58     | 0.01%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2024-2                                                                             | Unlock HEA Trust                                                                               | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1843973 | PA      | $1840618.88    | 0.02%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAPLEBEAR INC                                                                                    | Maplebear, Inc.                                                                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5849 | NS      | $215009.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY RLTY L P                                                                                  | Kilroy Realty, LP                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304112.97     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD / AMERN AIRLS INC                                                      | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    416767 | PA      | $418361.29     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                   | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $503444.38     | 0.01%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165942.15     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    742000 | PA      | $740638.27     | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                     | Qualcomm, Inc.                                                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     24457 | NS      | $4068666.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BLDG PRODS INC                                                                         | Installed Building Products, Inc.                                                              | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      5659 | NS      | $1395848.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    377000 | PA      | $387901.96     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS INC                                                                       | Amneal Pharmaceuticals, LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91010.69      | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INSMED INC                                                                                       | Insmed, Inc.                                                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       765 | NS      | $110167.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2778817 | PA      | $2626307.16    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                                 | Essent Group, Ltd.                                                                             | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      4992 | NS      | $317291.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                                                                                    | Life Time, Inc.                                                                                | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    242000 | PA      | $245863.26     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc.                                                                          | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    178000 | PA      | $167823.69     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent International Index Portfolio                                                         | CUSIP: 88589M428<br>LEI: 54930093O2M0NDDLJ146 | Long             |  | RF                | US        |   5288922 | NS      | $86978961.11   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BK CORP                                                                               | Mercantile Bank Corporation                                                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2633 | NS      | $118485.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAKSTONE RLTY TR                                                                                | Peakstone Realty Trust                                                                         | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               | CORP              | US        |      4538 | NS      | $59538.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                                         | Visa, Inc.                                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    144978 | NS      | $49492589.64   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                                                                        | Janus Henderson Group plc                                                                      | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     44132 | NS      | $1964315.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY FINANCIAL GROUP INC                                                                         | Sony Financial Group, Inc. ADR                                                                 | CUSIP: 83571B100<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |      9036 | NS      | $50103.26      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMALGAMATED FINL CORP                                                                            | Amalgamated Financial Corporation                                                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29914 | NS      | $812165.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALSTAR INC                                                                                   | Globalstar, Inc.                                                                               | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |      1113 | NS      | $40502.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CAP UNLIMITED CO                                                                           | Eaton Capital, ULC                                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $328369.05     | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    485000 | PA      | $467755.33     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NMI HLDGS INC                                                                                    | NMI Holdings, Inc.                                                                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     16829 | NS      | $645223.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                                                   | TechnipFMC plc                                                                                 | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     47068 | NS      | $1856832.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNET BANCORP                                                                           | First Internet Bancorp                                                                         | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      3026 | NS      | $67873.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAV ACQUISITION CORP                                                                             | McGraw-Hill Education, Inc.                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    488000 | PA      | $487713.33     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                              | Travel + Leisure Company                                                                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      3631 | NS      | $216008.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEX INC                                                                                      | AEP Texas, Inc.                                                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189150.74     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | 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        |   8538833 | PA      | $7682597.84    | 0.09%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Low Volatility Equity Fund                                                       | CUSIP: 88588C504<br>LEI: N/A                  | Long             |  | RF                | US        |    549918 | NS      | $6752987.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                                     | Danaher Corporation                                                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     82244 | NS      | $16305695.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                                                       | Wyeth, LLC                                                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    619000 | PA      | $699919.93     | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE INC                                                                         | Broadstone Net Lease, Inc.                                                                     | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     88287 | NS      | $1577688.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RES CORP                                                                                   | Range Resources Corporation                                                                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      5946 | NS      | $223807.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1021445.12    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VZ SECD FING BV                                                                                  | VZ Secured Financing BV                                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    462000 | PA      | $417979.81     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PPTYS LP                                                                                 | Cousins Properties, LP                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    193000 | PA      | $197877.49     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                                                                  | Morningstar, Inc.                                                                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1161 | NS      | $269363.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPCM SA                                                                                          | SNF Group SACA                                                                                 | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    508000 | PA      | $471594.69     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RANGER ENERGY SVCS INC                                                                           | Ranger Energy Services, Inc.                                                                   | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |       640 | NS      | $8985.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                                                     | Autodesk, Inc.                                                                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     28579 | NS      | $9078690.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                            | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $199507.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2021-2 LTD / BALBOA BAY LN FDG 2021-2 LLC                                      | Balboa Bay Loan Funding, Ltd.                                                                  | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1750992.25    | 0.02%             | 2035-01-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CF INDS HLDGS INC                                                                                | CF Industries Holdings, Inc.                                                                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     23478 | NS      | $2105976.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                                                                                 | Leidos Holdings, Inc.                                                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1966 | NS      | $371495.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SVCS INC                                                                        | Prime Healthcare Services, Inc.                                                                | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    592000 | PA      | $615680.00     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG LUX S A R L /JBS USA FOOD CO / JBS USA FOODS GROUP HLDGS INC                        | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Company               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    494000 | PA      | $507851.76     | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS N V                                                                           | NXP Semiconductors NV                                                                          | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      4712 | NS      | $1073063.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    264000 | PA      | $276621.58     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    873000 | PA      | $889588.23     | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2434069 | PA      | $2480271.30    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL RLTY INVT TR NEW                                                                         | Federal Realty Investment Trust                                                                | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       997 | NS      | $101006.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85377.89      | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    201000 | PA      | $224881.36     | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                      | Ovintiv, Inc.                                                                                  | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     12026 | NS      | $485609.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCP X (Offshore), L.P.                                                                           | LCP X (Offshore), LP                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $41345730.17   | 0.46%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TALOS PRODTN INC                                                                                 | Talos Production, Inc.                                                                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99266.69      | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                     | Rockies Express Pipeline, LLC                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    416000 | PA      | $412625.41     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      2733 | NS      | $1961310.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CERDIA FINANZ GMBH                                                                               | Cerdia Finanz GmbH                                                                             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    323000 | PA      | $341976.25     | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BANK OZK LITTLE ROCK ARK                                                                         | Bank OZK                                                                                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1440 | NS      | $73411.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       930 | NS      | $186864.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & PWR CO                                                                           | Virginia Electric and Power Company                                                            | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    222000 | PA      | $213334.67     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INSTEEL INDS INC                                                                                 | Insteel Industries, Inc.                                                                       | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       455 | NS      | $17444.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $146702.02     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC CO COLO                                                                               | Public Service Company of Colorado                                                             | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    779000 | PA      | $655693.00     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INCOME FD LLC                                                                | North Haven Private Income Fund, LLC                                                           | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    216000 | PA      | $214884.07     | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                                    | Valvoline, Inc.                                                                                | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2402 | NS      | $86255.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                        | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1087422.72    | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                                                                 | Zillow Group, Inc., Class C                                                                    | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      3231 | NS      | $248948.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    354000 | PA      | $323060.73     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153381.82     | 0.00%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                            | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    800000 | PA      | $798648.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPHENOL CORP NEW                                                                                | Amphenol Corporation                                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     98659 | NS      | $12209051.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATLS INC                                                                        | Martin Marietta Materials, Inc.                                                                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2087 | NS      | $1315394.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                               | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    247000 | PA      | $260006.38     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                                      | Avista Corporation                                                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       971 | NS      | $36713.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIBCO SOFTWARE INC                                                                               | Cloud Software Group, Inc.                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1072588.59    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                            | CUSIP: 912797RY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1600000 | PA      | $1585741.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY RLTY L P                                                                                  | Kilroy Realty, LP                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    572000 | PA      | $579611.78     | 0.01%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                                                                            | Euronet Worldwide, Inc.                                                                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       910 | NS      | $79907.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                                                                   | Halliburton Company                                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     35161 | NS      | $864960.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTL INC                                                                               | Honeywell International, Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      7560 | NS      | $1591380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    923000 | PA      | $813719.31     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $392328.53     | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM6 TR                                                                                | GCAT Trust                                                                                     | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1526497 | PA      | $1394854.79    | 0.02%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                    | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1023262.62    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ASF IX L.P.                                                                                      | ASF IX, LP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |         1 | NS      | $14948442.13   | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                                        | Keysight Technologies, Inc.                                                                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      8994 | NS      | $1573230.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE INC                                                                                         | Dave, Inc.                                                                                     | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       327 | NS      | $65187.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RES CORP                                                                                  | Antero Resources Corporation                                                                   | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5512 | NS      | $184982.72     | 0.00%             |  |  |  | No            |                  1 | 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        |   1886579 | PA      | $1624281.17    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| C & F FINL CORP                                                                                  | C&F Financial Corporation                                                                      | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       567 | NS      | $38102.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      6817 | NS      | $2324597.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114087.89     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84780.61      | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| OSAIC HLDGS INC                                                                                  | Osaic Holdings, Inc.                                                                           | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    264000 | PA      | $272668.70     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMNIS FDG TR                                                                                     | Omnis Funding Trust                                                                            | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $530694.78     | 0.01%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                               | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1139 | NS      | $53817.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                                                          | Aramark                                                                                        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1694 | NS      | $65049.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEAVE COMMUNICATIONS INC                                                                         | Weave Communications, Inc.                                                                     | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107389 | NS      | $717358.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT L P                                                                        | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    212000 | PA      | $215862.96     | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS INC                                                                               | Planet Fitness, Inc.                                                                           | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       623 | NS      | $64667.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDS INC DEL                                                                               | Cavco Industries, Inc.                                                                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $45877.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER INC                                                                                       | Tanger, Inc.                                                                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     83671 | NS      | $2831426.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      1767 | NS      | $34226.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589QV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |  11700000 | PA      | $11596011.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MTR ACCEP CO LLC                                                                          | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350225.52     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                                                                              | CSW Industrials, Inc.                                                                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       211 | NS      | $51220.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                               | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    176000 | PA      | $198652.66     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                                                       | Garmin, Ltd.                                                                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      3130 | NS      | $770668.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    444000 | PA      | $483567.02     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                             | Freeport-McMoRan, Inc.                                                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    150322 | NS      | $5895628.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LN TR 2018-A-GS                                                               | Commonbond Student Loan Trust                                                                  | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     85995 | PA      | $84980.62      | 0.00%             | 2044-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                      | ION Platform Finance US, Inc.                                                                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    343000 | PA      | $340746.49     | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                                | Ivanhoe Mines, Ltd.                                                                            | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     14118 | NS      | $149731.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEANFIRST FINL CORP                                                                             | OceanFirst Financial Corporation                                                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2817 | NS      | $49494.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                                    | Affiliated Managers Group, Inc.                                                                | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      6111 | NS      | $1457045.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                                                                      | Cummins, Inc.                                                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       744 | NS      | $314243.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                                                                        | Calix, Inc.                                                                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       284 | NS      | $17429.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PPTYS CORP                                                                              | Curbline Properties Corporation                                                                | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      5795 | NS      | $129228.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    923000 | PA      | $914762.52     | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    237000 | PA      | $230041.68     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SVCS INC                                                                                | Republic Services, Inc.                                                                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      8408 | NS      | $1929467.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE RLTY TR INC                                                                         | Independence Realty Trust, Inc.                                                                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     13661 | NS      | $223903.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INC                                                                                         | Dell, Inc.                                                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    563000 | PA      | $610877.10     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7285000 | PA      | $7082385.94    | 0.08%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FIN INTL N V                                                                                | Enel Finance International NV                                                                  | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    629000 | PA      | $644358.89     | 0.01%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CASEYS GEN STORES INC                                                                            | Casey's General Stores, Inc.                                                                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3305 | NS      | $1868382.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS L P / VICI NT CO INC                                                                  | VICI Properties, LP/VICI Note Company, Inc.                                                    | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $436828.63     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LCM 41 LTD / LCM 41 LLC                                                                          | LCM 41, Ltd.                                                                                   | CUSIP: 501971AU9<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $1001754.00    | 0.01%             | 2036-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO NEW                                                                                    | Mosaic Company                                                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     15431 | NS      | $535147.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                                                                          | Warner Music Group Corporation                                                                 | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29042 | NS      | $989170.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINL SVCS INC                                                                          | Provident Financial Services, Inc.                                                             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     40873 | NS      | $788031.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     13802 | NS      | $1084009.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                            | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99079.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                                  | Rand Parent, LLC                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $453032.34     | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| COLUMBIA PIPELINES HLDG CO LLC                                                                   | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $639671.90     | 0.01%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1232826.71    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                   | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    189000 | PA      | $173104.77     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                                      | Deluxe Corporation                                                                             | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    387000 | PA      | $404111.59     | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                                  | Hanesbrands, Inc.                                                                              | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    168000 | PA      | $177810.02     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                                          | HCA, Inc.                                                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    557000 | PA      | $575058.80     | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                            | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1800000 | PA      | $1797374.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                                  | BANK 2025-BNK49                                                                                | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12578253 | PA      | $596113.60     | 0.01%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1230908.31    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| STENA INTL S A                                                                                   | Stena International SA                                                                         | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    265000 | PA      | $270172.54     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    582000 | PA      | $468012.24     | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140W06P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3068985 | PA      | $2823228.62    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127903.61     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SIMON PPTY GROUP INC NEW                                                                         | Simon Property Group, Inc.                                                                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       169 | NS      | $31716.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    787000 | PA      | $807293.04     | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                                        | Teledyne Technologies, Inc.                                                                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       835 | NS      | $489343.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PPTY GROUP INC                                                                           | Brixmor Property Group, Inc.                                                                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     17933 | NS      | $496385.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                                                                      | Maximus, Inc.                                                                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       798 | NS      | $72913.26      | 0.00%             |  |  |  | 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        |      4807 | NC      | $21575976.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY CENT PWR & LT CO                                                                          | Jersey Central Power & Light Company                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402350.84     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | 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        |  14236122 | PA      | $13518740.15   | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    221000 | PA      | $222143.85     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                                                     | Enerflex, Ltd.                                                                                 | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $129308.35     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                             | OI European Group BV                                                                           | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    352000 | PA      | $335913.18     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385NU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   6900000 | PA      | $6875041.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                        | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    197000 | PA      | $206737.83     | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8992627 | PA      | $7323641.87    | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                                  | BANK 2025-BNK49                                                                                | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2278538.83    | 0.03%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                                           | Guidewire Software, Inc.                                                                       | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     11302 | NS      | $2597877.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                                | Take-Two Interactive Software, Inc.                                                            | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    422000 | PA      | $440672.50     | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                    | Intercontinental Exchange, Inc.                                                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     42409 | NS      | $7145068.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                             | Global Net Lease, Inc.                                                                         | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      1075 | NS      | $8739.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                                                                    | CoreWeave, Inc.                                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    264000 | PA      | $270568.06     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    785000 | PA      | $766524.44     | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| ANNALY CAP MGMT INC                                                                              | Annaly Capital Management, Inc.                                                                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      4996 | NS      | $100969.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    796000 | PA      | $810855.55     | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERS CARE CO                                                                            | Edgewell Personal Care Company                                                                 | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379187.07     | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                                         | ION Trading Technologies SARL                                                                  | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    248000 | PA      | $261931.17     | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OTTER TAIL CORP                                                                                  | Otter Tail Corporation                                                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       639 | NS      | $52378.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                                                     | Illumina, Inc.                                                                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      5392 | NS      | $512078.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LA LLC                                                                                   | Entergy Louisiana, LLC                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179175.42     | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHS CORP                                                                | International Business Machines Corporation                                                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     57751 | NS      | $16295022.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    699000 | PA      | $712320.50     | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN WTR WKS CO INC NEW                                                                      | American Water Works Company, Inc.                                                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1824 | NS      | $253882.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                                                  | BCPE Flavor Debt Merger Sub, LLC/BCPE Flavor Issuer, Inc.                                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $230257.11     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                               | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    774000 | PA      | $724881.14     | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                                | Chord Energy Corporation                                                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1230 | NS      | $122225.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HLDGS INC                                                                       | Hilton Worldwide Holdings, Inc.                                                                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     28303 | NS      | $7342930.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HLF FING SARL LLC / HERBALIFE INTL INC                                                           | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $166176.66     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ASCENT RES UTICA HLDGS LLC / ARU FIN CORP                                                        | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $178932.42     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 3140XRA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946501 | PA      | $973216.15     | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                            | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    923000 | PA      | $865491.24     | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                                                 | UL Solutions, Inc.                                                                             | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      1032 | NS      | $73127.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                                                        | Graco, Inc.                                                                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     10547 | NS      | $896073.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING THERAPEUTICS INC                                                                          | Viking Therapeutics, Inc.                                                                      | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |      1722 | NS      | $45254.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WTR CAP CORP                                                                            | American Water Capital Corporation                                                             | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    254000 | PA      | $257977.29     | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DORMAN PRODS INC                                                                                 | Dorman Products, Inc.                                                                          | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       917 | NS      | $142941.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citicorp Mortgage Secs Trust Series 2007-6                                                       | Citicorp Mortgage Securities, Inc.                                                             | CUSIP: 173103AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1272164 | PA      | $1165850.60    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $249653.68     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                                  | MEG Energy Corporation                                                                         | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $183989.75     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                           | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $289802.04     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                            | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    755000 | PA      | $759400.95     | 0.01%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MTG TR 2024-11                                                                | Chase Home Lending Mortgage Trust                                                              | CUSIP: 161919AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1775000 | PA      | $1808181.85    | 0.02%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I L P                                                                          | Harvest Midstream I, LP                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    417000 | PA      | $421487.34     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OLD SECOND BANCORP INC DEL                                                                       | Old Second Bancorp, Inc.                                                                       | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     30779 | NS      | $532015.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INTL LTD                                                                              | Transocean International, Ltd.                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    153000 | PA      | $160982.17     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                             | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    983000 | PA      | $837010.52     | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250932.01     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                                                    | Old Dominion Freight Line, Inc.                                                                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      8718 | NS      | $1227320.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP P R                                                                                | First Bancorp/Puerto Rico                                                                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5894 | NS      | $129962.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MNG CO                                                                                     | Hecla Mining Company                                                                           | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123103.12     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAP GROUP LLC                                                                           | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    396000 | PA      | $402007.46     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESBANCO INC                                                                                     | WesBanco, Inc.                                                                                 | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23074 | NS      | $736752.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                       | Methanex US Operations, Inc.                                                                   | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $176021.96     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                  | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    524000 | PA      | $535125.72     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO INTL INC                                                                                   | WESCO International, Inc.                                                                      | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       217 | NS      | $45895.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PPTYS LP                                                                               | Essential Properties, LP                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221829.17     | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VONTIVE MTG TR 2025-RTL1                                                                         | Vontive Mortgage Trust                                                                         | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1221199.44    | 0.01%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                         | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381926.95     | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                                        | Xylem, Inc.                                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      2143 | NS      | $316092.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                                                        | Warner Brothers Discovery, Inc.                                                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     73224 | NS      | $1430064.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYS LTD                                                                           | Axalta Coating Systems, Ltd.                                                                   | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     30675 | NS      | $877918.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                          | Imperial Brands Finance plc                                                                    | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $933230.74     | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FINL SVCS CORP                                                                        | Enterprise Financial Services Corporation                                                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1658 | NS      | $96130.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385ML7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   6800000 | PA      | $6798477.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    398000 | PA      | $408984.92     | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45250.44      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GAP INC                                                                                          | Gap, Inc.                                                                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     10108 | NS      | $216210.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE                                                                                             | BPCE SA                                                                                        | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $261094.63     | 0.00%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    770000 | PA      | $782319.69     | 0.01%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 MTG LN TR                                                                            | COLT Mortgage Loan Trust                                                                       | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1821397 | PA      | $1644276.18    | 0.02%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                                     | Tapestry, Inc.                                                                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       965 | NS      | $109257.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222935.14     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINL SVCS INC NEW                                                                       | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    263000 | PA      | $272519.81     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRST FINL BANCORP OHIO                                                                          | First Financial Bancorp                                                                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      6791 | NS      | $171472.75     | 0.00%             |  |  |  | No            |                  1 | 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        |  17573600 | PA      | $15573886.80   | 0.17%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PAC RY CO                                                                               | Canadian Pacific Railway Company                                                               | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $548850.21     | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                                                     | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    192000 | PA      | $141526.14     | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    332000 | PA      | $340764.47     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| HORIZON BANCORP INC                                                                              | Horizon Bancorp, Inc.                                                                          | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      8708 | NS      | $139415.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                         | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1177274.96    | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                                                     | UGI Corporation                                                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    197056 | NS      | $6554082.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J P MORGAN TR 2021-INV7                                                                          | J.P. Morgan Mortgage Trust                                                                     | CUSIP: 46654CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2514755 | PA      | $2093792.64    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVT ENTERPRISES PTE LTD                                                                  | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    611000 | PA      | $592126.94     | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| V F CORP                                                                                         | VF Corporation                                                                                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      6820 | NS      | $98412.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165716.66     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BANCORP NEW                                                                           | California BanCorp                                                                             | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |      4527 | NS      | $75510.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE CNTY BANCORP INC                                                                          | Orange County Bancorp, Inc.                                                                    | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2279 | NS      | $57453.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                             | CUSIP: 12667G5Z2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    661474 | PA      | $566445.81     | 0.01%             | 2035-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYS DUTCH HLDG B B V                                                              | Axalta Coating Systems Dutch Holding B BV                                                      | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $240630.49     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                                     | Crane NXT Company                                                                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2454 | NS      | $164589.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FING I PLC                                                                            | VMED O2 UK Financing I plc                                                                     | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $179659.10     | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1113142.43    | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    546000 | PA      | $560203.49     | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FDG MEDIUM TERM SR SECD NTS BOOK ENTRY 144A                                           | RGA Global Funding                                                                             | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    298000 | PA      | $310891.81     | 0.00%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BLDG SOLUTIONS INC                                                                      | Standard Building Solutions, Inc.                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    396000 | PA      | $401300.53     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                                         | Coty, Inc.                                                                                     | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    117148 | NS      | $473277.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS 2025-H5 MTG TR                                                                             | Cross Mortgage Trust                                                                           | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1594213 | PA      | $1606175.87    | 0.02%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                   | Albemarle Corporation                                                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      2213 | NS      | $179430.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDS INC                                                                                  | Amsted Industries, Inc.                                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    373000 | PA      | $382839.74     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STAG INDL INC                                                                                    | STAG Industrial, Inc.                                                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     12172 | NS      | $429549.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD U S BORROWER LLC                                                             | Cushman & Wakefield US Borrower, LLC                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80728.08      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                            | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182337.62     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    407000 | PA      | $413214.89     | 0.00%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VIEMED HEALTHCARE INC                                                                            | Viemed Healthcare, Inc.                                                                        | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       745 | NS      | $5058.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                                     | Unilever plc ADR                                                                               | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     28943 | NS      | $1715741.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                                         | Nexstar Media, Inc.                                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    258000 | PA      | $251818.91     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| DROPBOX INC                                                                                      | Dropbox, Inc.                                                                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     93790 | NS      | $2833395.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTESIAN RES CORP                                                                                | Artesian Resources Corporation                                                                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $24478.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199417.98     | 0.00%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HLDGS LLC                                                           | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194037.31     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP FDG LLC                                                                            | NXP BV/NXP Funding, LLC                                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    480000 | PA      | $496847.10     | 0.01%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Maya SAS/Paris, France                                                                         | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    246000 | PA      | $250871.78     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                                              | Dentsply Sirona, Inc.                                                                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      9878 | NS      | $125351.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                                     | Hess Midstream Operations, LP                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $350864.05     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENTEX CORP                                                                                      | Gentex Corporation                                                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     16161 | NS      | $457356.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                                                                   | AMETEK, Inc.                                                                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     35359 | NS      | $6647492.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                                                                        | Ball Corporation                                                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      3913 | NS      | $197293.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                                          | Sotera Health Holdings, LLC                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    171000 | PA      | $179553.08     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIRST MID BANCSHARES INC                                                                         | First Mid-Illinois Bancshares, Inc.                                                            | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4448 | NS      | $168490.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                                                       | TELUS Corporation                                                                              | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $375771.24     | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FIVE BELOW INC                                                                                   | Five Below, Inc.                                                                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1314 | NS      | $203275.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRS INC                                                                                | Arrow Electronics, Inc.                                                                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       518 | NS      | $62678.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1404609.38    | 0.02%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIV LABORATORIES INTL INC                                                                | Charles River Laboratories International, Inc.                                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2167 | NS      | $339048.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    332000 | PA      | $342967.95     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CARGURUS INC                                                                                     | CarGurus, Inc.                                                                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     53587 | NS      | $1995044.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROYO MTG TR 2022-1                                                                             | Arroyo Mortgage Trust                                                                          | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2808232.80    | 0.03%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP INC                                                                    | Northwestern Energy Group, Inc.                                                                | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       991 | NS      | $58082.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                                                     | Calpine Corporation                                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    353000 | PA      | $351510.83     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SVCS LLC                                                                              | Windstream Services, LLC                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    221000 | PA      | $220940.33     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    487000 | PA      | $484268.42     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPER LP                                                                        | Western Midstream Operating, LP                                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    308000 | PA      | $325377.50     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                                        | IDEX Corporation                                                                               | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       954 | NS      | $155273.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    476000 | PA      | $507436.43     | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5061662 | PA      | $5079535.29    | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    670000 | PA      | $701881.90     | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181232.60     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137B15G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1322001 | PA      | $104269.28     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING PWR LLC                                                                                | Lightning Power, LLC                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    326000 | PA      | $345141.42     | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                                     | Illumina, Inc.                                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108494.67     | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                   | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    928000 | PA      | $979080.15     | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN ELEC HLDGS INC                                                                           | Lincoln Electric Holdings, Inc.                                                                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1207 | NS      | $284646.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD RLTY OPER PARTNERSHIP LP                                                               | Americold Realty Operating Partnership, LP                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    580000 | PA      | $587022.44     | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LEGALZOOM COM INC                                                                                | Legalzoom.com, Inc.                                                                            | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      2423 | NS      | $25150.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                                                                       | Loews Corporation                                                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       318 | NS      | $31924.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1361123.74    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                                            | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205013.50     | 0.00%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                             | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $81000.00      | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2261669.90    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHSL CORP NEW                                                                             | Costco Wholesale Corporation                                                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1355 | NS      | $1254228.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    692000 | PA      | $726579.45     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| 200 PK FDG TR                                                                                    | 200 Park Funding Trust                                                                         | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202551.78     | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                  | CUSIP: 3136AAJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    714033 | PA      | $13144.56      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES MGMT CORP                                                                                   | Ares Management Corporation                                                                    | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      9234 | NS      | $1476424.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                                            | Six Flags Entertainment Corporation                                                            | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81032.08      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AMSR 2021-SFR4                                                                                   | AMSR Trust                                                                                     | CUSIP: 66982FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1708373.98    | 0.02%             | 2038-12-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                                     | Veralto Corporation                                                                            | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      6909 | NS      | $736568.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38900000 | PA      | $39086598.24   | 0.44%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                         | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    616000 | PA      | $612583.21     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP FDG LLC / NXP USA INC                                                              | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    480000 | PA      | $364686.64     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION PUB LTD CO                                                                              | Allegion plc                                                                                   | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1690 | NS      | $299721.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                                                          | NVR, Inc.                                                                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       124 | NS      | $996297.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                                                        | Amcor plc                                                                                      | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     63077 | NS      | $515969.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FDG LUXCO S A R L ACTING IN RELATION TO ITS EFL COMPARTMENT I                              | Eagle Funding Luxco SARL                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    300000 | PA      | $304368.00     | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | 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        |  18126536 | PA      | $14728355.69   | 0.17%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HLDGS LLC                                                           | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490567.61     | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                             | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    182000 | PA      | $170259.85     | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89390.15      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RPM INTL INC                                                                                     | RPM International, Inc.                                                                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      5241 | NS      | $617809.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATL ASSN GLOBAL BK NT PROGRAM                                              | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    564000 | PA      | $565752.84     | 0.01%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2133823.83    | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QMUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24072212 | PA      | $20531230.55   | 0.23%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                       | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    242000 | PA      | $247574.23     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL PLC                                                                             | Weatherford International plc                                                                  | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |       183 | NS      | $12522.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTHENA CORP PLC                                                                                | Prothena Corporation plc                                                                       | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      3538 | NS      | $34530.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      9534 | NS      | $2240299.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                   | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $300164.94     | 0.00%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CITADEL FIN LLC                                                                                  | Citadel Finance, LLC                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014590.14    | 0.01%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $719675.25     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB CORP                                                                                 | LendingClub Corporation                                                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      3548 | NS      | $53894.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                                                                      | Bruker Corporation                                                                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       486 | NS      | $15790.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    266000 | PA      | $266077.04     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Global Secondaries VI Feeder S.A., SICAV-RAIF                                              | Crown Global Secondaries VI Feeder S.A., SICAV-RAIF                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | LU        |         1 | NS      | $15352067.42   | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1357500.33    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    539105 | NS      | $137272306.15  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $348615.49     | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202977.61     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEOPLES BANCORP INC                                                                              | Peoples Bancorp, Inc./OH                                                                       | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2864 | NS      | $85891.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $86278.77      | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                                                            | Twist Bioscience Corporation                                                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     32319 | NS      | $909456.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Software & Services E                                                                   | SPDR S&P Software & Services ETF                                                               | CUSIP: 78464A599<br>LEI: 5493005QE6PTF3R7AJ47 | Long             |  | RF                | US        |      3221 | NS      | $636984.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                                         | Ferguson Enterprises, Inc.                                                                     | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      8588 | NS      | $1928693.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                                                                      | Vaxcyte, Inc.                                                                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      2003 | NS      | $72148.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                        | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    620000 | PA      | $701643.29     | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2268087.50    | 0.03%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    132000 | PA      | $114146.76     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                                     | Magnera Corporation                                                                            | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    525000 | PA      | $494014.50     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MUELLER WTR PRODS INC                                                                            | Mueller Water Products, Inc.                                                                   | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    286000 | PA      | $275414.69     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DONALDSON INC                                                                                    | Donaldson Company, Inc.                                                                        | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1173 | NS      | $96010.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                                 | Exxon Mobil Corporation                                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     47444 | NS      | $5349311.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                                           | Cadence Design Systems, Inc.                                                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7333 | NS      | $2575789.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORE BANCSHARES INC                                                                             | Shore Bancshares, Inc.                                                                         | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7689 | NS      | $126176.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PPTYS RLTY TR INC                                                                      | Essential Properties Realty Trust, Inc.                                                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    160176 | NS      | $4766837.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                                                                                   | Kraft Heinz Company                                                                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       532 | NS      | $13853.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2023-NQM1                                                   | Morgan Stanley Residential Mortgage Loan Trust                                                 | CUSIP: 61775VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1115505.82    | 0.01%             | 2068-09-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABS                                                                                      | Abbott Laboratories                                                                            | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193662.99     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RES CORP                                                                              | California Resources Corporation                                                               | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89380.46      | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    212000 | PA      | $222207.80     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                                   | DCLI Bidco, LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    329000 | PA      | $342084.99     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ONTO INNOVATION INC                                                                              | Onto Innovation, Inc.                                                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     10679 | NS      | $1379940.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PPTYS INC                                                                           | Summit Hotel Properties, Inc.                                                                  | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     12193 | NS      | $66939.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                             | Parker-Hannifin Corporation                                                                    | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     27649 | NS      | $20962089.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                                         | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    464000 | PA      | $473433.51     | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| SEI INVTS CO                                                                                     | SEI Investments Company                                                                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     43610 | NS      | $3700308.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPER CO LLC                                                                   | Columbia Pipelines Operating Company, LLC                                                      | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $161867.02     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                                                              | Badger Infrastructure Solutions, Ltd.                                                          | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      2813 | NS      | $124065.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS PARTNERS L P                                                                    | Enterprise Products Partners, LP                                                               | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     53474 | NS      | $1672131.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINL GROUP INC                                                                               | CNO Financial Group, Inc.                                                                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      5514 | NS      | $218078.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                                        | Federal Agricultural Mortgage Corporation                                                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       767 | NS      | $128840.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS INC                                                                        | Rigel Pharmaceuticals, Inc.                                                                    | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       200 | NS      | $5666.00       | 0.00%             |  |  |  | No            |                  1 | 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        |       291 | NC      | $824408.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    161000 | PA      | $149177.32     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLOCK FINL LLC                                                                                   | Block Financial, LLC                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $749982.82     | 0.01%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEGON FDG CO LLC                                                                                 | AEGON Funding Company, LLC                                                                     | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    906000 | PA      | $921845.79     | 0.01%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HUDSON TECHNOLOGIES INC                                                                          | Hudson Technologies, Inc.                                                                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4665 | NS      | $46323.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP NEW                                                                      | SBA Communications Corporation                                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1316 | NS      | $254448.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137HJG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3250000 | PA      | $3276582.40    | 0.04%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $886763.19     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589QA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |  16000000 | PA      | $15890346.72   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                                                               | Unity Software, Inc.                                                                           | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      4189 | NS      | $167727.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-5 LLC                                                                                  | PRPM, LLC                                                                                      | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1969082 | PA      | $1970929.35    | 0.02%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                                         | National Health Investors, Inc.                                                                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |        96 | NS      | $7632.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILS INC                                                                              | Essential Utilities, Inc.                                                                      | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      5384 | NS      | $214821.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1929048.39    | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC / PANTHER CO-ISSUER INC                                                | Panther Escrow Issuer, LLC                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $251708.56     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED CMNTY BK BLAIRSVILLE GA                                                                   | United Community Banks, Inc.                                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      5377 | NS      | $168568.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPSOL E P CAP MKTS US LLC                                                                       | Repsol E&P Capital Markets US, LLC                                                             | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661822.86     | 0.01%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ORGANON FIN 1 LLC                                                                                | Organon & Company/Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $397726.24     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    251000 | PA      | $261451.40     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation                                                                        | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    769000 | PA      | $680686.34     | 0.01%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $92876.70      | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADMA BIOLOGICS INC                                                                               | ADMA Biologics, Inc.                                                                           | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62376 | NS      | $914432.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                                 | Altria Group, Inc.                                                                             | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    619000 | PA      | $699432.60     | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MONOLITHIC PWR SYS INC                                                                           | Monolithic Power Systems, Inc.                                                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      2470 | NS      | $2273980.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $136367.29     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    509000 | PA      | $521476.11     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $252671.34     | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TPG RE FIN TR INC                                                                                | TPG RE Finance Trust, Inc.                                                                     | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10102 | NS      | $86473.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTICS BIDCO S P A                                                                               | FiberCop SPA                                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    563000 | PA      | $536630.04     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD INC NEW                                                                                 | Safehold, Inc.                                                                                 | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      9150 | NS      | $141733.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                                           | XPLR Infrastructure, LP                                                                        | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     20065 | NS      | $204061.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATL CORP                                                                                   | Park National Corporation                                                                      | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |        45 | NS      | $7313.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104737.12     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIOXIA HLDGS CORP                                                                                | Kioxia Holdings Corporation                                                                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    533000 | PA      | $547939.99     | 0.01%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRADY CORP                                                                                       | Brady Corporation                                                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      3619 | NS      | $282390.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation                                                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2804 | NS      | $73941.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MFG CO                                                                                    | Modine Manufacturing Company                                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      8088 | NS      | $1149790.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $314850.14     | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                             | Western Digital Corporation                                                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     30929 | NS      | $3713335.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                                                                   | Wynn Macau, Ltd.                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    336000 | PA      | $340622.26     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    424000 | PA      | $428699.19     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272288.30     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NOKIA CORP                                                                                       | Nokia Oyj ADR                                                                                  | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     43052 | NS      | $207080.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                                                    | TopBuild Corporation                                                                           | CUSIP: 89055F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $30877.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                                                                          | CECO Environmental Corporation                                                                 | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     14730 | NS      | $754176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC NEW                                                                          | Glacier Bancorp, Inc.                                                                          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     24717 | NS      | $1202976.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                                         | KLA Corporation                                                                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2134 | NS      | $2301732.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTL INC                                                                                     | ICF International, Inc.                                                                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       152 | NS      | $14105.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                             | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $206566.98     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385QQ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |  25000000 | PA      | $24791187.50   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                                                                        | Minerals Technologies, Inc.                                                                    | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1698 | NS      | $105479.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PMTS LLC / SHIFT4 PMTS FIN SUB INC                                                        | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $413556.40     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAGIC MERGECO INC                                                                                | Michaels Companies, Inc.                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    121000 | PA      | $111369.48     | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0P71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8563431 | PA      | $7005306.80    | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | 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        |   4342726 | PA      | $4014089.24    | 0.04%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAMAR ADVERTISING CO NEW                                                                         | Lamar Advertising Company                                                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       183 | NS      | $22402.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOPPERS HLDGS INC                                                                                | Koppers Holdings, Inc.                                                                         | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $50400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UN CO                                                                                    | Western Union Company                                                                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     21430 | NS      | $171225.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Holding Company Inc                                                                    | CommScope Holding Company, Inc.                                                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      6822 | NS      | $105604.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5969 | NS      | $1500069.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                                         | CSX Corporation                                                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    205783 | NS      | $7307354.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD ASSET MGMT LTD                                                                        | Brookfield Asset Management, Ltd.                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $107914.96     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC                                                               | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1364156.24    | 0.02%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    410000 | PA      | $394852.71     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                               | Banco Santander SA                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1198205.96    | 0.01%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                                                       | Sabra Health Care REIT, Inc.                                                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    123910 | NS      | $2309682.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALISADES MTG LN TR 2021-RTL1                                                                    | Palisades Mortgage Loan Trust                                                                  | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    636225 | PA      | $636225.41     | 0.01%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND LLC                                                                              | Duke Energy Indiana, LLC                                                                       | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    847000 | PA      | $668168.66     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Societe Generale SA                                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    723000 | PA      | $735185.00     | 0.01%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                         | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    251000 | PA      | $245724.41     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FINANCING CO OBLIGOR INC                                              | DIRECTV Financing, LLC                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $262733.87     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68774.59      | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK TIMES CO                                                                                | New York Times Company                                                                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     10903 | NS      | $625832.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL COLLEGIATE TR 2007-A                                                                    | National Collegiate Trust                                                                      | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423187 | PA      | $414122.40     | 0.00%             | 2031-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TR L P                                                                               | RLJ Lodging Trust                                                                              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14708 | NS      | $105897.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                                              | Cognizant Technology Solutions Corporation                                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1507 | NS      | $101074.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326760.00     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MASTEC INC                                                                                       | MasTec, Inc.                                                                                   | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       379 | NS      | $80654.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                  | CUSIP: 3136BWD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1950000 | PA      | $1898156.72    | 0.02%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                                                                       | ServisFirst Bancshares, Inc.                                                                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       452 | NS      | $36399.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINL CORP PA                                                                             | Univest Financial Corporation                                                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3098 | NS      | $93001.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                                          | CVR Partners, LP/CVR Nitrogen Finance Corporation                                              | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $328467.32     | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AETHON UTD BR LP / AETHON UTD FIN CORP                                                           | Aethon United BR, LP/Aethon United Finance Corporation                                         | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $81345.89      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1537 | NS      | $109203.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS FIRST BANCSHARES INC                                                                    | Business First Bancshares, Inc.                                                                | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      3356 | NS      | $79235.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HLDGS INC                                                                                  | Crown Holdings, Inc.                                                                           | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     28947 | NS      | $2795990.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    267000 | PA      | $283063.55     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Prime Security One Ms Inc                                                                        | ADT Security Corporation                                                                       | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    266000 | PA      | $257606.79     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $33085000.00   | 0.37%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HBRS INC                                                                                   | Clean Harbors, Inc.                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162821.41     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc.                                                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177815.59     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    645000 | PA      | $652709.45     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLS CO                                                                               | Southwest Airlines Company                                                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      7606 | NS      | $242707.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO ESCROW SUB LLC                                                                               | RXO, Inc.                                                                                      | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166760.39     | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    398000 | PA      | $394213.21     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $359278.66     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                          | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175242.85     | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $66476.55      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                                 | Radian Group, Inc.                                                                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      8856 | NS      | $320764.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    176000 | PA      | $139920.00     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| WASTE MGMT INC DEL                                                                               | Waste Management, Inc.                                                                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      5585 | NS      | $1233335.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1233602.08    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN CO LLC                                                                   | Teva Pharmaceutical Finance Company, LLC                                                       | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    168000 | PA      | $175909.44     | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XPQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6898254 | PA      | $7040255.11    | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    232000 | PA      | $240753.52     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83438.59      | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 31394L6Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2471270 | PA      | $2487252.62    | 0.03%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATHAY GEN BANCORP                                                                               | Cathay General Bancorp                                                                         | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       223 | NS      | $10706.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                                                          | ANI Pharmaceuticals, Inc.                                                                      | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      8610 | NS      | $788676.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $282647.90     | 0.00%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                                               | PRET, LLC                                                                                      | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |   1247674 | PA      | $1256463.53    | 0.01%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PENUMBRA INC                                                                                     | Penumbra, Inc.                                                                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      9889 | NS      | $2505081.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP                                                                                      | Plexus Corporation                                                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       545 | NS      | $78856.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598390.89     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $109084.79     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16879265 | PA      | $13765090.20   | 0.15%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINL GROUP INC                                                                         | Principal Financial Group, Inc.                                                                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1426 | NS      | $118229.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                                                                   | WisdomTree, Inc.                                                                               | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      7472 | NS      | $103860.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5075000 | PA      | $5116807.70    | 0.06%             | 2041-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                                             | Amkor Technology, Inc.                                                                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      5697 | NS      | $161794.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                                                                     | ADT Security Corporation                                                                       | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    266000 | PA      | $257226.28     | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOOKING HLDGS INC                                                                                | Booking Holdings, Inc.                                                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       563 | NS      | $3039789.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                                                                      | Trex Company, Inc.                                                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1822 | NS      | $94142.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FIN UNLIMITED CO                                                                         | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    284000 | PA      | $277173.55     | 0.00%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                                  | ALLO Issuer, LLC                                                                               | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2638155.26    | 0.03%             | 2055-04-20      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                       | Advanced Micro Devices, Inc.                                                                   | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    615000 | PA      | $528855.27     | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| STONERIDGE INC                                                                                   | Stoneridge, Inc.                                                                               | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      4544 | NS      | $34625.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $198805.86     | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FIRST HAWAIIAN INC                                                                               | First Hawaiian, Inc.                                                                           | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       702 | NS      | $17430.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    308000 | PA      | $321352.29     | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $242668.53     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| ANIKA THERAPEUTICS INC                                                                           | Anika Therapeutics, Inc.                                                                       | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1610 | NS      | $15134.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      8528 | NS      | $1731525.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4794122 | PA      | $4395287.57    | 0.05%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINL SOLUTIONS INC                                                                    | Broadridge Financial Solutions, Inc.                                                           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       208 | NS      | $49539.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AURINIA PHARMACEUTICALS INC                                                                      | Aurinia Pharmaceuticals, Inc.                                                                  | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      4495 | NS      | $49669.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINL INC                                                                                 | Jackson Financial, Inc.                                                                        | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      1355 | NS      | $137166.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PPTYS INC                                                                      | Ryman Hospitality Properties                                                                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       773 | NS      | $69253.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2022-NQM3                                                                                    | OBX Trust                                                                                      | CUSIP: 67116KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1436741.81    | 0.02%             | 2062-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                               | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    464000 | PA      | $492850.13     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GITLAB INC                                                                                       | Gitlab, Inc.                                                                                   | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |     30700 | NS      | $1383956.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                                                                                   | Yum! Brands, Inc.                                                                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    497000 | PA      | $493916.91     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDDLESEX WTR CO                                                                                 | Middlesex Water Company                                                                        | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $72683.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222875.06     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                            | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19150000 | PA      | $20046908.25   | 0.22%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALCHEM CORP                                                                                     | Balchem Corporation                                                                            | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1059 | NS      | $158913.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                                            | AECOM                                                                                          | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    352000 | PA      | $359881.28     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                         | Cloud Software Group, Inc.                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    552000 | PA      | $572537.93     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                                     | Nordson Corporation                                                                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        54 | NS      | $12255.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                            | Devon Energy Corporation                                                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     78098 | NS      | $2738115.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                        | Bank of New York Mellon Corporation                                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     17233 | NS      | $1877707.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573600.67     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                                 | Teine Energy, Ltd.                                                                             | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | NUSS              | CA        |    345000 | PA      | $339429.60     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1878 | NS      | $155160.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RES AUGUST 2006 PTY LTD                                                                      | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    162000 | PA      | $166029.59     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANZ BK NEW ZEALAND LTD                                                                           | ANZ Bank New Zealand, Ltd.                                                                     | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    600000 | PA      | $611395.97     | 0.01%             | 2032-08-11      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    100213 | NS      | $9567335.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                      | Sunoco, LP/Sunoco Finance Corporation                                                          | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $229059.54     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    601000 | PA      | $563279.61     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                                 | AMC Networks, Inc.                                                                             | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    398000 | PA      | $419392.50     | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CURTISS WRIGHT CORP                                                                              | Curtiss-Wright Corporation                                                                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      3301 | NS      | $1792244.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SVC INC                                                                            | United Parcel Service, Inc.                                                                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9132 | NS      | $762795.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                 | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    554000 | PA      | $522547.81     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    537000 | PA      | $550458.91     | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ADIENT PLC                                                                                       | Adient plc                                                                                     | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      6021 | NS      | $144985.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATL ASSN GLOBAL BK NT PROGRAM                                              | Zions Bancorp NA                                                                               | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531477.61     | 0.01%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| MIDLAND STS BANCORP INC ILL                                                                      | Midland States Bancorp, Inc.                                                                   | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      4088 | NS      | $70068.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                                                                   | Gray Media, Inc.                                                                               | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    262000 | PA      | $283287.80     | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| SIMMONS FIRST NATL CORP                                                                          | Simmons First National Corporation                                                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      7217 | NS      | $138349.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTL INC NEW                                                                            | Marriott International, Inc./MD                                                                | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    286000 | PA      | $293524.58     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                        | FORVIA SE                                                                                      | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $253639.73     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103042.64     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |    212965 | NS      | $70259283.15   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                           | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    487000 | PA      | $495609.19     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation Del                                                                    | Liberty Media Corporation-Liberty Formula One                                                  | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $102361.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW MEDIUM TERM SR NTS BOOK ENTRY                                               | Wells Fargo & Company                                                                          | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1074543.41    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                             | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $174400.96     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                      | Phillips 66                                                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       774 | NS      | $105279.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                                                       | Stanley Black & Decker, Inc.                                                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4431 | NS      | $329356.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                                      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      5185 | NS      | $179712.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MTG TR 2025-7                                                                            | Sequoia Mortgage Trust                                                                         | CUSIP: 81749VAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1647175.86    | 0.02%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    194000 | PA      | $189087.63     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VALLEY NATL BANCORP                                                                              | Valley National Bancorp                                                                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      6145 | NS      | $65137.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORP                                                                             | First Merchants Corporation                                                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      3227 | NS      | $121657.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118569.67     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    102000 | PA      | $112178.99     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                                                                                   | Royal Gold, Inc.                                                                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1545 | NS      | $309896.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                                              | Gilead Sciences, Inc.                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     31413 | NS      | $3486843.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVT CORP                                                                                   | AGNC Investment Corporation                                                                    | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     28319 | NS      | $277243.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP NEW                                                                              | Sealed Air Corporation                                                                         | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      3620 | NS      | $127967.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES INC                                                                            | SIGA Technologies, Inc.                                                                        | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $7557.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SVCS LLC                                                                              | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    177000 | PA      | $180217.12     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133289.81     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59073 | NS      | $12626853.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140148.80     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                                                   | CBRE Group, Inc.                                                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     25657 | NS      | $4042516.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INS GROUP INC                                                                           | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2240 | NS      | $298793.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND FGN ASSET CO / DIAMOND FIN LLC                                                           | Diamond Foreign Asset Company/Diamond Finance, LLC                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    137000 | PA      | $145176.98     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AZENTA INC                                                                                       | Azenta, Inc.                                                                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      2063 | NS      | $59249.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                   | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $164914.08     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $456487.25     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FMG RES AUGUST 2006 PTY LTD                                                                      | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    101000 | PA      | $100539.35     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEARNY FINL CORP MD                                                                              | Kearny Financial Corporation/MD                                                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12008 | NS      | $78892.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385NQ5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99664.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUBSPOT INC                                                                                      | HubSpot, Inc.                                                                                  | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      2866 | NS      | $1340714.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    231000 | PA      | $228589.33     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-3                                                                   | Countrywide Home Loans, Inc.                                                                   | CUSIP: 12543RBC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337586 | PA      | $145938.08     | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SVCS LLC / WINDSTREAM ESCROW FIN CORP                                                 | Windstream Services, LLC/Windstream Escrow Finance Corporation                                 | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $234108.06     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4257691 | PA      | $4033933.32    | 0.05%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    411000 | PA      | $427440.00     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    176000 | PA      | $181311.15     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    623000 | PA      | $630229.85     | 0.01%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG LUX S A R L /JBS USA FOOD CO / JBS USA FOODS GROUP HLDGS INC                        | JBS USA LUX SARL/JBS USA Food Company/JBS USA Foods Group                                      | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $630301.41     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AGCO CORP DEL                                                                                    | AGCO Corporation                                                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       393 | NS      | $42078.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                                                                      | Pentair plc                                                                                    | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      6707 | NS      | $742867.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERNATIVE LN TR 2006 24CB                                                                      | Alternative Loan Trust                                                                         | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    495652 | PA      | $249584.57     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORP                                                                             | Deckers Outdoor Corporation                                                                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      7135 | NS      | $723274.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89943.83      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINL SVCS INC NEW                                                                       | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91631.06      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPAY HLDGS CORP                                                                                 | Repay Holdings Corporation                                                                     | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |      2993 | NS      | $15653.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME E-mini Russell 2000 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        21 | NC      | $16271.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CTRS L P                                                                                 | Regency Centers, LP                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    461000 | PA      | $473794.61     | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                                        | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1185052 | PA      | $1068485.38    | 0.01%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                                | MFA Trust                                                                                      | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1454703 | PA      | $1456473.37    | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYS INC                                                                                | CommVault Systems, Inc.                                                                        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       899 | NS      | $169713.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                              | Procter & Gamble Company                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     32999 | NS      | $5070296.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                      | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    282000 | PA      | $270785.54     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST BANCSHARES INC MD                                                                      | Northwest Bancshares, Inc.                                                                     | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61575 | NS      | $762914.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    535000 | PA      | $530373.96     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOME BANCORP INC                                                                                 | Home Bancorp, Inc.                                                                             | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $33355.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                         | Allison Transmission, Inc.                                                                     | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    131000 | PA      | $121029.87     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC NEW                                                                       | ConnectOne Bancorp, Inc.                                                                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      2200 | NS      | $54582.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                                                               | Viking Cruises, Ltd.                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    341000 | PA      | $341130.94     | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                    | Allstate Corporation                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     11983 | NS      | $2572150.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FIN LLC                                                                                 | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    616000 | PA      | $613228.49     | 0.01%             | 2053-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1222 | NS      | $64961.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORP NEW                                                               | Great Lakes Dredge & Dock Corporation                                                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     18945 | NS      | $227150.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELEC CO                                                                                  | General Electric Company                                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     13204 | NS      | $3972027.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                                                      | Paychex, Inc.                                                                                  | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    166000 | PA      | $173782.43     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $449205.14     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                                                                                 | Sotera Health Company                                                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2003 | NS      | $31507.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    980000 | PA      | $978741.97     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                | Eversource Energy                                                                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      4079 | NS      | $290180.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HTAP ISSUER TR 2025-1                                                                            | HTAP Issuer Trust                                                                              | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2904981 | PA      | $2908499.34    | 0.03%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                           | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $178973.72     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                                             | Saturn Oil & Gas, Inc.                                                                         | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $104632.20     | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTILS COOP FIN CORP                                                               | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    292000 | PA      | $287854.80     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     44474 | NS      | $2817427.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    234000 | PA      | $239688.77     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE INC                                                                                  | CompoSecure, Inc.                                                                              | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11648 | NS      | $242511.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230057.16     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TR                                                                   | National Storage Affiliates Trust                                                              | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |     24268 | NS      | $733378.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                                                                          | Mettler-Toledo International, Inc.                                                             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       466 | NS      | $572066.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       735 | NS      | $74925.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    465000 | PA      | $476329.02     | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TR 2024-2                                                                            | HTAP Issuer Trust                                                                              | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1632213 | PA      | $1627633.34    | 0.02%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| C H ROBINSON WORLDWIDE INC                                                                       | C.H. Robinson Worldwide, Inc.                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1742 | NS      | $230640.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                             | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135704.16     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| O-I GLASS INC                                                                                    | O-I Glass, Inc.                                                                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3378 | NS      | $43812.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $634202.61     | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                           | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $267017.51     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL TECHNICAL INST INC                                                                     | Universal Technical Institute, Inc.                                                            | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      1105 | NS      | $35967.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                    | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $720985.06     | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2707806 | PA      | $2676707.78    | 0.03%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDWESTONE FINL GROUP INC NEW                                                                    | MidWestOne Financial Group, Inc.                                                               | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23037 | NS      | $651716.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589QB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99303.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACON FINANCIAL CORP                                                                            | Beacon Financial Corporation                                                                   | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     38175 | NS      | $905129.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HLDG CORP                                                                               | US Foods Holding Corporation                                                                   | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2688 | NS      | $205954.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                         | Lloyds Banking Group plc                                                                       | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $954293.99     | 0.01%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                                                        | Brink's Company                                                                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       148 | NS      | $17295.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HLDG CORP                                                                              | Paylocity Holding Corporation                                                                  | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       189 | NS      | $30102.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160041.48     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      3113 | NS      | $227155.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BLDG SOLUTIONS INC                                                                      | Standard Building Solutions, Inc.                                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189813.89     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                         | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    602000 | PA      | $612596.60     | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    219000 | PA      | $227901.55     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Spdr Series Tr                                                                                   | SPDR S&P Biotech ETF                                                                           | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             |  | RF                | US        |      7791 | NS      | $780658.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                                                      | Avient Corporation                                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    283000 | PA      | $287393.14     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                                                         | Lyft, Inc.                                                                                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      5349 | NS      | $117731.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                                   | Marriott Ownership Resorts, Inc.                                                               | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    707000 | PA      | $703765.04     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2021-1                                                                         | Foundation Finance Trust                                                                       | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    617339 | PA      | $586290.92     | 0.01%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| STEVANATO GROUP S P A                                                                            | Stevanato Group SPA                                                                            | CUSIP: T9224W109<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |     26304 | NS      | $677328.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                             | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    356000 | PA      | $349481.64     | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                                                | OneSky Flight, LLC                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    424000 | PA      | $445858.47     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5313261 | PA      | $5317643.11    | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164164.65     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WASTE PRO USA INC                                                                                | Waste Pro USA, Inc.                                                                            | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    156000 | PA      | $161584.33     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    757000 | PA      | $789002.05     | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| LAUREL RD PRIME STUDENT LN TR 2018-D                                                             | Laurel Road Prime Student Loan Trust                                                           | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746735 | PA      | $712140.43     | 0.01%             | 2043-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $830789.87     | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                                         | RLI Corporation                                                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     12881 | NS      | $840098.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP / MEDLINE CO-ISSUER INC                                                      | Medline Borrower, LP/Medline Co-Issuer, Inc.                                                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $206106.34     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP CORP                                                                                  | Ladder Capital Corporation                                                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      3239 | NS      | $35337.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Liv                                                                   | Liberty Media Corporation-Liberty Live Group                                                   | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $44315.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACE INA HLDGS INC                                                                                | Chubb INA Holdings, LLC                                                                        | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    542000 | PA      | $477927.03     | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                                           | Option Care Health, Inc.                                                                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       679 | NS      | $18849.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    163688 | NS      | $2468415.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XG6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4509967 | PA      | $4028992.30    | 0.05%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120549.55     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                                                                  | EMCOR Group, Inc.                                                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1587 | NS      | $1030819.98    | 0.01%             |  |  |  | No            |                  1 | 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        |   3145714 | PA      | $3049496.28    | 0.03%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HLDGS INC                                                             | MACOM Technology Solutions Holdings, Inc.                                                      | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       235 | NS      | $29255.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166725.85     | 0.00%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    570531 | NS      | $125271491.67  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                             | Kraft Heinz Foods Company                                                                      | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    638000 | PA      | $530935.81     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                 | Altria Group, Inc.                                                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222547.03     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                    | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $90716.99      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6810942 | PA      | $6827408.68    | 0.08%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON LANE INC                                                                                | Hamilton Lane, Inc.                                                                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       144 | NS      | $19409.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     15165 | NS      | $1539247.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    181000 | PA      | $196011.78     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CDX HY 45, 5 Year, at 5.00%, Quarterly                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -37952000 | OU      | $3503.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                                                          | Lululemon Athletica, Inc.                                                                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       523 | NS      | $93057.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                                                         | FMC Corporation                                                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      1353 | NS      | $45501.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC                                                                                       | Upwork, Inc.                                                                                   | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      4025 | NS      | $74744.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                                         | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $76500.00      | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                                | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    178000 | PA      | $184382.37     | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589000 | PA      | $509227.58     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TERRAFORM PWR OPER LLC                                                                           | TerraForm Power Operating, LLC                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    662000 | PA      | $657222.35     | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL SIGNAL CORP                                                                              | Federal Signal Corporation                                                                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      9470 | NS      | $1126835.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                                                                      | Popular, Inc.                                                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      8622 | NS      | $1095080.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167024.32     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                   | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    256000 | PA      | $253808.87     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                              | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218025.16     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CDW CORP                                                                                         | CDW Corporation                                                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     56346 | NS      | $8974790.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINL SOLUTIONS INC                                                                     | Donnelley Financial Solutions, Inc.                                                            | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      2541 | NS      | $130683.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                                                 | Vail Resorts, Inc.                                                                             | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123768.75     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNA FINL CORP                                                                                    | CNA Financial Corporation                                                                      | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    453000 | PA      | $457130.82     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $226811.86     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                                                               | New Enterprise Stone and Lime Company, Inc.                                                    | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    387000 | PA      | $383428.53     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                        | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75294.33      | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    923000 | PA      | $667444.76     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARTISAN PARTNERS ASSET MGMT INC                                                                  | Artisan Partners Asset Management, Inc.                                                        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      4368 | NS      | $189571.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                                         | Lindblad Expeditions, LLC                                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179395.04     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                                      | ICE mini MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -2358 | NC      | $-856677.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETE CORP                                                                               | Marathon Petroleum Corporation                                                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      6489 | NS      | $1250689.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2144 | NS      | $53535.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    589000 | PA      | $620517.07     | 0.01%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANKFINANCIAL CORP                                                                               | BankFinancial Corporation                                                                      | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $22905.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HLDGS INC                                                                             | ExlService Holdings, Inc.                                                                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     34120 | NS      | $1502303.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR CORP                                                                                   | State Street Corporation                                                                       | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73781.59      | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| AMBARELLA INC                                                                                    | Ambarella, Inc.                                                                                | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |      1804 | NS      | $148866.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                             | Jacobs Solutions, Inc.                                                                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8617 | NS      | $1291343.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                                      | BioMarin Pharmaceutical, Inc.                                                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      9475 | NS      | $513166.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                            | Kinder Morgan, Inc.                                                                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     64045 | NS      | $1813113.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131692.23     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRINKER INTL INC                                                                                 | Brinker International, Inc.                                                                    | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       232 | NS      | $29389.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OPER PARTNERSHIP LP                                                             | Invitation Homes Operating Partnership, LP                                                     | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    568000 | PA      | $570756.10     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    213000 | PA      | $221195.21     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140W1KE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2730272 | PA      | $2437109.34    | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                               | Conagra Brands, Inc.                                                                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      8956 | NS      | $163984.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                                                                      | Invesco, Ltd.                                                                                  | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |    112104 | NS      | $2571665.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                                                                    | Frontdoor, Inc.                                                                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     11921 | NS      | $802164.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                                                                    | Coherent Corporation                                                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      6779 | NS      | $730233.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $267658.29     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODS CO                                                                                  | Sonoco Products Company                                                                        | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    602000 | PA      | $605572.91     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                                   | Open Text Corporation                                                                          | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $195666.85     | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1823370 | PA      | $1491609.96    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOAST INC                                                                                        | Toast, Inc.                                                                                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     16903 | NS      | $617128.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PTS INC                                                                             | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1640 | NS      | $100696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HLDGS INC                                                                                     | Q2 Holdings, Inc.                                                                              | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       450 | NS      | $32575.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA VENDOR FING NTS IV DESIGNATED ACTIVITY CO                                           | Virgin Media Vendor Financing Notes IV DAC                                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    415000 | PA      | $406513.21     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                          | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    327350 | PA      | $370781.16     | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                                                                        | Tesla, Inc.                                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    131826 | NS      | $58625658.72   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER BK NEW CASTLE DEL                                                                       | Capital One NA                                                                                 | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1211507.45    | 0.01%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     10186 | NS      | $250168.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      5872 | NS      | $190840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185110.97     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                            | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39200000 | PA      | $28597625.00   | 0.32%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OHIO NATL FINL SVCS INC                                                                          | Constellation Insurance, Inc.                                                                  | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    328000 | PA      | $330501.84     | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MATADOR RES CO                                                                                   | Matador Resources Company                                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1982 | NS      | $89051.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PPTYS CORP                                                                            | InvenTrust Properties Corporation                                                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     12387 | NS      | $354515.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHN BANCORP INC                                                                         | Great Southern Bancorp, Inc.                                                                   | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      9864 | NS      | $604170.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                                                                             | Alaska Air Group, Inc.                                                                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       883 | NS      | $43955.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     81000 | PA      | $87827.25      | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    570000 | PA      | $561135.31     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                                          | MKS, Inc.                                                                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2038 | NS      | $252243.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                                                                     | Vericel Corporation                                                                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     15464 | NS      | $486652.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                                                                        | Aflac, Inc.                                                                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       851 | NS      | $95056.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE RESOURCE OPER L P / ALLIANCE RESOURCE FIN CORP                                          | Alliance Resource Operating Partners, LP/Alliance Resource Finance Corporation                 | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $294273.29     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                                                                         | HNI Corporation                                                                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1473 | NS      | $69010.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                             | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    410000 | PA      | $353957.10     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHEWY INC                                                                                        | Chewy, Inc.                                                                                    | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      5705 | NS      | $230767.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDL TECHNOLOGIES INC                                                                    | Applied Industrial Technologies, Inc.                                                          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       372 | NS      | $97110.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MTG TR 2023-3                                                                              | CHNGE Mortgage Trust                                                                           | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    932038 | PA      | $938735.21     | 0.01%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC NEW                                                                                | Tidewater, Inc.                                                                                | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $94375.58      | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                                             | Cincinnati Financial Corporation                                                               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1183 | NS      | $187032.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES CAP                                                                                | TotalEnergies Capital SA                                                                       | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    452000 | PA      | $434199.27     | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                      | Saudi Arabian Oil Company                                                                      | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    578000 | PA      | $594526.81     | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHSL MTG LLC                                                                              | United Wholesale Mortgage, LLC                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433951.72     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK ONT                                                                          | Toronto-Dominion Bank                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    309000 | PA      | $312765.23     | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                                               | Enphase Energy, Inc.                                                                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      3584 | NS      | $126837.76     | 0.00%             |  |  |  | No            |                  1 | 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        |   8257491 | PA      | $6682372.53    | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDL RLTY INC                                                                            | Rexford Industrial Realty, Inc.                                                                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2395 | NS      | $98458.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                                                                   | Constellium SE                                                                                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     31207 | NS      | $464360.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2689000 | PA      | $1944835.09    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                        | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    652000 | PA      | $690997.10     | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                            | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    466000 | PA      | $480563.78     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BKG SYS INC                                                                             | Columbia Banking System, Inc.                                                                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9070 | NS      | $233461.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATLS CORP                                                                                    | MP Materials Corporation                                                                       | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       891 | NS      | $59759.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 1ST SOURCE CORP                                                                                  | 1st Source Corporation                                                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $30410.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                                       | Intel Corporation                                                                              | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $908986.94     | 0.01%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                               | Brookfield Finance, Inc.                                                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $332452.51     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDL PPTYS INC                                                                        | Innovative Industrial Properties, Inc.                                                         | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     20484 | NS      | $1097532.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                                           | Intuitive Surgical, Inc.                                                                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     33018 | NS      | $14766640.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                                                                      | Sterling Construction Company, Inc.                                                            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2290 | NS      | $777867.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    462000 | PA      | $468628.12     | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOOT BARN HLDGS INC                                                                              | Boot Barn Holdings, Inc.                                                                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      6128 | NS      | $1015532.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385NP7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   3200000 | PA      | $3189611.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TR                                                                             | Pebblebrook Hotel Trust                                                                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     29939 | NS      | $341005.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENSO CORP                                                                                       | Denso Corporation                                                                              | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    785000 | PA      | $784165.32     | 0.01%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                                 | Taseko Mines, Ltd.                                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $351635.79     | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HLDGS INC / UNITI GROUP FIN 2019 INC / CSL CAP LLC                  | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                                | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $62138.80      | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TRINITY INDS INC                                                                                 | Trinity Industries, Inc.                                                                       | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      2824 | NS      | $79184.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORP                                                                                     | Flywire Corporation                                                                            | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      1395 | NS      | $18888.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HLDGS INC                                                                                  | Enact Holdings, Inc.                                                                           | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      2843 | NS      | $109000.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                                                         | Telenet Finance Luxembourg Notes SARL                                                          | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $595188.14     | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                                        | Spire, Inc.                                                                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1334 | NS      | $108747.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79792.64      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $434750.43     | 0.00%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                                       | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    540000 | PA      | $536967.11     | 0.01%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent International Equity Portfolio                                                        | CUSIP: 88589M378<br>LEI: 549300NCYVA6VP517Q16 | Long             |  | RF                | US        |  32704148 | NS      | $384872219.94  | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC                                                                     | West Pharmaceutical Services, Inc.                                                             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      3768 | NS      | $988459.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    747000 | PA      | $771679.23     | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN CORP                                                                                    | Huntsman Corporation                                                                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      9061 | NS      | $81367.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                                          | TGNR Intermediate Holdings, LLC                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    361000 | PA      | $353254.56     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARIBOU BIOSCIENCES INC                                                                          | Caribou Biosciences, Inc.                                                                      | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6076 | NS      | $14157.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARKS & RESORTS INC                                                                       | United Parks & Resorts, Inc.                                                                   | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       137 | NS      | $7082.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                                     | Berkshire Hathaway Energy Company                                                              | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1031459.79    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS CO                                                                                  | General Motors Company                                                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       456 | NS      | $27802.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                             | RLJ Lodging Trust, LP                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    149000 | PA      | $140702.85     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131856.59     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GLP CAP L P / GLP FING II INC                                                                    | GLP Capital, LP                                                                                | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1184972.69    | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc New                                                                         | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    162000 | PA      | $137779.69     | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    538000 | PA      | $534262.98     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                                                                       | Impinj, Inc.                                                                                   | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      4665 | NS      | $843198.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOORAK MTG TR 2025-RRTL1                                                                         | Toorak Mortgage Trust                                                                          | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1509890.85    | 0.02%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                            | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44475000 | PA      | $29016463.11   | 0.33%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ADOBE SYS INC                                                                                    | Adobe, Inc.                                                                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      8747 | NS      | $3085504.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                                                        | Prosperity Bancshares, Inc.                                                                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1364 | NS      | $90501.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RES CORP                                                                              | New Jersey Resources Corporation                                                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      7758 | NS      | $373547.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $156360.13     | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    291000 | PA      | $296146.13     | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | 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        |   9785105 | PA      | $8356693.32    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & PWR CO                                                                           | Virginia Electric and Power Company                                                            | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $742140.24     | 0.01%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                    | Sinclair Television Group, Inc.                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    192000 | PA      | $197043.83     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATLS INC                                                                      | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177584.78     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    484000 | PA      | $508900.88     | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                               | Archrock Partners, LP/Archrock Partners Finance Corporation                                    | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $244337.45     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                                         | Ryan Specialty, LLC                                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82355.23      | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                                                                         | GigaCloud Technology, Inc.                                                                     | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3837 | NS      | $108970.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    663000 | PA      | $664244.45     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BK CORP                                                                               | SouthState Bank Corporation                                                                    | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      2035 | NS      | $201200.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVAL CLO I LTD / CARVAL CLO I LLC                                                              | CarVal CLO I, Ltd.                                                                             | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1701400.80    | 0.02%             | 2031-07-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                   | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $275823.94     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     14868 | NS      | $111212.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                                                                          | AZZ, Inc.                                                                                      | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       443 | NS      | $48344.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    246000 | PA      | $252158.86     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                | NatWest Group plc                                                                              | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $972986.26     | 0.01%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation  | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $385861.85     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | 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        |       276 | NC      | $590791.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP                                               | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49940.92      | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPROUTS FMRS MKT INC                                                                             | Sprouts Farmers Markets, Inc.                                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       149 | NS      | $16211.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90988.39      | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                  | CUSIP: 3136BQRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2736877 | PA      | $2229338.45    | 0.02%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                                                      | ROBLOX Corporation                                                                             | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8412 | NS      | $1165230.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                                               | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139766.36     | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HBRS INC                                                                                   | Clean Harbors, Inc.                                                                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      7008 | NS      | $1627397.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                             | TTM Technologies, Inc.                                                                         | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     17417 | NS      | $1003219.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO QQQ TR                                                                                   | Invesco QQQ Trust Series 1                                                                     | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             |  | RF                | US        |     16162 | NS      | $9703179.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                                                          | Helios Technologies, Inc.                                                                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      3147 | NS      | $164053.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYS PLC                                                                                      | BAE Systems plc                                                                                | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253514.48     | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                               | Regal Rexnord Corporation                                                                      | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    770000 | PA      | $773727.24     | 0.01%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                              | Cardinal Health, Inc.                                                                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       442 | NS      | $69376.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS MIDLAND CO                                                                        | Archer-Daniels-Midland Company                                                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1598 | NS      | $95464.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAVEN ACQUISITION HLDGS LLC                                                                      | Raven Acquisition Holdings, LLC                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $350434.79     | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                                            | Scotts Miracle-Gro Company                                                                     | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1938 | NS      | $110369.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT ASSET TR SER 2007-FI                                                | Merrill Lynch Alternative Note Asset Trust                                                     | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    339030 | PA      | $108447.59     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHARKNINJA INC                                                                                   | SharkNinja, Inc.                                                                               | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9699 | NS      | $1000451.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA GENERATION LLC                                                                             | Alpha Generation, LLC                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153811.28     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN TR CORP                                                                                 | Northern Trust Corporation                                                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     11839 | NS      | $1593529.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178349.60     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY L P / GENESIS ENERGY FIN CORP                                                     | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $417181.51     | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SILA RLTY TR INC                                                                                 | Sila Realty Trust, Inc.                                                                        | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |     20920 | NS      | $525092.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CTRS CORP                                                                                | Regency Centers Corporation                                                                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1101 | NS      | $80262.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       694 | NS      | $57657.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                                                                   | U.S. Bancorp                                                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      4001 | NS      | $193368.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC                                                                       | Huron Consulting Group, Inc.                                                                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      7514 | NS      | $1102829.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1477852.74    | 0.02%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                                                                        | Axis Capital Holdings, Ltd.                                                                    | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      1656 | NS      | $158644.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABS INC                                                                                   | IDEXX Laboratories, Inc.                                                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      8381 | NS      | $5354537.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Mid Cap Stock Portfolio                                                               | CUSIP: 88589M121<br>LEI: 54930040IF45CD6DYC47 | Long             |  | RF                | US        |  10721898 | NS      | $208450858.13  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                                       | Sysco Corporation                                                                              | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    935000 | PA      | $1043407.29    | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| M & T BK CORP                                                                                    | M&T Bank Corporation                                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2686 | NS      | $530807.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178319.33     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    699000 | PA      | $600207.72     | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                                        | Shell plc ADR                                                                                  | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      9960 | NS      | $712438.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS TRANSN & INFRASTRUCTURE INVS LLC                                                        | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    224000 | PA      | $234316.99     | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                                          | Dream Finders Homes, Inc.                                                                      | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $267582.70     | 0.00%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC / CENT MERGER SUB INC                                                         | Central Parent, Inc./CDK Global, Inc.                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $121408.76     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MERIT MED SYS INC                                                                                | Merit Medical Systems, Inc.                                                                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     13684 | NS      | $1138919.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                            | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    328000 | PA      | $339982.56     | 0.00%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     17826 | NS      | $1720030.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                               | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289300.59     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                                   | BankUnited, Inc.                                                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      3905 | NS      | $149014.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN ENERGY GAS HLDGS LLC                                                                     | Eastern Energy Gas Holdings, LLC                                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $789036.03     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LAM RESH CORP                                                                                    | Lam Research Corporation                                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     38486 | NS      | $5153275.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                                                    | Consensus Cloud Solutions, Inc.                                                                | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $82839.81      | 0.00%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $266576.11     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| COPT DEFENSE PPTYS LP                                                                            | COPT Defense Properties, LP                                                                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    532000 | PA      | $528491.74     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DENALI THERAPEUTICS INC                                                                          | Denali Therapeutics, Inc.                                                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      6076 | NS      | $88223.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    151000 | PA      | $160410.66     | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LOGISTICS PARTNERS OPERATIONS LP                                                          | Energy Transfer, LP                                                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    639000 | PA      | $636724.70     | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarnIVal Corp                                                                                    | Carnival Corporation                                                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    130183 | NS      | $3763590.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                                                        | Sunoco, LP                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    354000 | PA      | $350935.02     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Group L P                                                                                | Carlyle Group, Inc.                                                                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1474 | NS      | $92419.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIT GROUP INC NEW                                                                                | First-Citizens Bank & Trust Company                                                            | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    545000 | PA      | $565463.00     | 0.01%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RES INC                                                                              | Continental Resources, Inc.                                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1048892.79    | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| GEORGIA PWR CO                                                                                   | Georgia Power Company                                                                          | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    303000 | PA      | $312557.03     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                    | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       162 | NS      | $27141.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc.                                                                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      1147 | NS      | $387101.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVT PPTYS INC                                                                          | Easterly Government Properties, Inc.                                                           | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     21610 | NS      | $495517.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                            | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2975000 | PA      | $2943971.67    | 0.03%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAE SYS PLC                                                                                      | BAE Systems plc                                                                                | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $311089.08     | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NT BUTTERFIELD & SON LTD                                                                 | Bank of N.T. Butterfield & Son, Ltd.                                                           | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      2081 | NS      | $89316.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                                                                  | RingCentral, Inc.                                                                              | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    459000 | PA      | $488391.15     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MYRIAD GENETICS INC                                                                              | Myriad Genetics, Inc.                                                                          | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      3107 | NS      | $22463.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E L F BEAUTY INC                                                                                 | e.l.f. Beauty, Inc.                                                                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       517 | NS      | $68492.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC NEW                                                                                | BlackRock Funding, Inc.                                                                        | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $297440.14     | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VANECK VECTORS ETF TR                                                                            | VanEck Semiconductor ETF                                                                       | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |      3376 | NS      | $1101791.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                                      | NVIDIA Corporation                                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1121229 | NS      | $209198906.82  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA FIN PLC                                                                             | Virgin Media Finance plc                                                                       | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $191334.39     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAUREATE ED INC                                                                                  | Laureate Education, Inc.                                                                       | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     26001 | NS      | $820071.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                                                      | Avient Corporation                                                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      5295 | NS      | $174470.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                 | Outfront Media Capital, LLC/Outfront Media Capital Corporation                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $282560.76     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QS2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9231640 | PA      | $9007070.70    | 0.10%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TPG INC                                                                                          | TPG, Inc.                                                                                      | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      1014 | NS      | $58254.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279402.88     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                                                              | Arista Networks, Inc.                                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     51476 | NS      | $7500567.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYS INC                                                                                     | EPAM Systems, Inc.                                                                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       474 | NS      | $71474.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $127321.06     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    618000 | PA      | $636132.61     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertai                                                                   | Madison Square Garden Entertainment Corporation                                                | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |      1075 | NS      | $66779.00      | 0.00%             |  |  |  | No            |                  1 | 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        |  18941476 | PA      | $16790772.88   | 0.19%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5145 | NS      | $1776568.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY                                                        | McDonald's Corporation                                                                         | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    784000 | PA      | $678678.40     | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280805.94     | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    396000 | PA      | $403595.28     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FIN CO                                                       | Ashton Woods USA, LLC/Ashton Woods Finance Company                                             | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $306423.79     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALKERMES PLC                                                                                     | Alkermes plc                                                                                   | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       871 | NS      | $26130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO FDG INC                                                                                  | Resideo Funding, Inc.                                                                          | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348467.70     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAZZ SECS DESIGNATED ACTIVITY CO                                                                 | Jazz Securities DAC                                                                            | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    212000 | PA      | $206538.10     | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HENRY JACK & ASSOC INC                                                                           | Jack Henry & Associates, Inc.                                                                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       119 | NS      | $17722.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                                                  | AdaptHealth, LLC                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $676828.28     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MERITAGE HOMES CORP                                                                              | Meritage Homes Corporation                                                                     | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    593000 | PA      | $602114.07     | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     18226 | NS      | $8953522.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                           | Commonwealth Edison Company                                                                    | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $811782.25     | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                                 | Pitney Bowes, Inc.                                                                             | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82934.26      | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                                         | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    570000 | PA      | $563366.97     | 0.01%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MILLROSE PPTYS INC                                                                               | Millrose Properties, Inc.                                                                      | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $223737.80     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30100000 | PA      | $30020046.88   | 0.34%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2021-III / BARINGS CLO 2021-III LLC                                              | Barings CLO, Ltd.                                                                              | CUSIP: 06762TAQ4<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |   2150000 | PA      | $2149924.75    | 0.02%             | 2035-01-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FIN LLC                                                                          | Crescent Energy Finance, LLC                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229404.53     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171952.00     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                                                                        | Sunoco, LP                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    482000 | PA      | $499065.69     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                                            | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $573510.55     | 0.01%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORP                                                                                     | Fortive Corporation                                                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      3100 | NS      | $151869.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385QK5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   2900000 | PA      | $2877330.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / RWLV CAP INC                                                       | Resorts World Las Vegas, LLC/RWLV Capital, Inc.                                                | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $181052.06     | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corporation                                                    | Federal Farm Credit Bank Discount Notes                                                        | CUSIP: 313313ML9<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |   1200000 | PA      | $1199731.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                                  | Taiwan Semiconductor Manufacturing Company, Ltd. ADR                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     71732 | NS      | $20034030.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81152.20      | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROCKET PHARMACEUTICALS INC                                                                       | Rocket Pharmaceuticals, Inc.                                                                   | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      5528 | NS      | $18021.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINL SVCS INC                                                                           | Orrstown Financial Services, Inc.                                                              | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      5206 | NS      | $176899.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    644000 | PA      | $667410.60     | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| INCYTE CORP                                                                                      | Incyte Corporation                                                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     12590 | NS      | $1067757.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEAST CMNTY BANCORP INC MD                                                                   | Northeast Community Bancorp, Inc.                                                              | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      3283 | NS      | $67531.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HLDGS INC                                                                            | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    756000 | PA      | $729540.00     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                           | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     17482 | NS      | $685294.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    384000 | PA      | $400949.13     | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    618000 | PA      | $637849.75     | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC                                                                                    | Ryder System, Inc.                                                                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       131 | NS      | $24711.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                           | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    178000 | PA      | $178000.00     | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY RECOVERY INC                                                                              | Energy Recovery, Inc.                                                                          | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      2766 | NS      | $42651.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINL PARTNERS INC                                                                       | Pinnacle Financial Partners, Inc.                                                              | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1348 | NS      | $126428.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                                                        | Palantir Technologies, Inc.                                                                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    114534 | NS      | $20893292.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                                                                      | Revvity, Inc.                                                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        83 | NS      | $7274.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                            | DuPont de Nemours, Inc.                                                                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     18385 | NS      | $1432191.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDS INC                                                                                     | UFP Industries, Inc.                                                                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1033 | NS      | $96575.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA ONCOLOGY INC                                                                                | Kura Oncology, Inc.                                                                            | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     10072 | NS      | $89137.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    394000 | PA      | $382924.98     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87673.48      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SVCS LLC                                                                              | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90354.55      | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     11348 | NS      | $6454855.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137HMF47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2827493 | PA      | $2880635.35    | 0.03%             | 2025-10-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| JFROG LTD                                                                                        | JFrog, Ltd.                                                                                    | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |     53833 | NS      | $2547915.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                                                                        | Qorvo, Inc.                                                                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      7462 | NS      | $679638.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                                                       | Nasdaq, Inc.                                                                                   | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $522664.00     | 0.01%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                             | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $258252.80     | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GETTY RLTY CORP NEW                                                                              | Getty Realty Corporation                                                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      2686 | NS      | $72065.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                         | Agilent Technologies, Inc.                                                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     48868 | NS      | $6272207.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR GROUP INC                                                                                    | RMR Group, Inc.                                                                                | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1620 | NS      | $25482.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MTR CO DEL                                                                                  | Ford Motor Company                                                                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     27195 | NS      | $325252.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88944.63      | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     82444 | NS      | $6910456.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                                                                                   | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $272478.10     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CNX RES CORP                                                                                     | CNX Resources Corporation                                                                      | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196080.36     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                                                  | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    610000 | PA      | $508347.35     | 0.01%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    890000 | PA      | $916866.66     | 0.01%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HLDGS INC NEW                                                              | Clear Channel Outdoor Holdings, Inc.                                                           | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    243000 | PA      | $255156.32     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Income Portfolio                                                                      | CUSIP: 88589M360<br>LEI: 549300RBU4OUI2SDQ826 | Long             |  | RF                | US        |  30523928 | NS      | $276021773.10  | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1149175.05    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| UNIFIRST CORP MASS                                                                               | UniFirst Corporation/MA                                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       926 | NS      | $154817.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $287577.22     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16736138 | PA      | $16321294.92   | 0.18%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MDU RES GROUP INC                                                                                | MDU Resources Group, Inc.                                                                      | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4562 | NS      | $81249.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                                                                       | Iridium Communications, Inc.                                                                   | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      3396 | NS      | $59294.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                                       | BNP Paribas SA                                                                                 | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1538000 | PA      | $1399668.22    | 0.02%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    441000 | PA      | $438932.90     | 0.00%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HLDG LTD                                                                  | Credo Technology Group Holding, Ltd.                                                           | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       185 | NS      | $26937.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                                           | Darden Restaurants, Inc.                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       225 | NS      | $42831.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PPTYS                                                                                        | EPR Properties                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408133.10     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RES CORP                                                                              | California Resources Corporation                                                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1161 | NS      | $61741.98      | 0.00%             |  |  |  | No            |                  1 | 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        |   7184376 | PA      | $6619755.53    | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                             | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    244000 | PA      | $192305.40     | 0.00%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                                   | BorgWarner, Inc.                                                                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     18107 | NS      | $795983.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                                    | Automatic Data Processing, Inc.                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     20956 | NS      | $6150586.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FIN LLC / WYNN RESORTS CAP CORP                                                     | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $151232.84     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2021-LTV2                                                                      | J.P. Morgan Mortgage Trust                                                                     | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1605354 | PA      | $1371867.89    | 0.02%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODS CO                                                                                  | Sonoco Products Company                                                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      4702 | NS      | $202609.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    518000 | PA      | $532727.56     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS INC                                                                               | United Rentals, Inc.                                                                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       710 | NS      | $677808.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                                                    | TopBuild Corporation                                                                           | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    114000 | PA      | $106869.32     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | 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        |       818 | NC      | $259813.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    953000 | PA      | $952803.02     | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                         | APA Corporation                                                                                | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      5092 | NS      | $123633.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    397000 | PA      | $403871.71     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                   | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101867.73     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    368000 | PA      | $371694.52     | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP II                                                                  | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    620000 | PA      | $639663.42     | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    364000 | PA      | $335603.98     | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALCOA CORP                                                                                       | Alcoa Corporation                                                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      5097 | NS      | $167640.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                       | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    236000 | PA      | $234584.00     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZEGONA FIN PLC                                                                                   | Zegona Finance plc                                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $219287.00     | 0.00%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC NEW                                                                                | BlackRock, Inc.                                                                                | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1493 | NS      | $1740643.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC                                                                                 | Cirrus Logic, Inc.                                                                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2315 | NS      | $290046.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILS CORP                                                                       | Algonquin Power & Utilities Corporation                                                        | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $604964.83     | 0.01%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS L P                                                                                     | Prologis, LP                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    416000 | PA      | $402453.83     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    365000 | PA      | $352690.13     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     73491 | NS      | $20668608.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                                              | Kimberly-Clark Corporation                                                                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1447 | NS      | $179919.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL5                                                        | Saluda Grade Alternative Mortgage Trust                                                        | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2529792.50    | 0.03%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| PAR PAC HLDGS INC                                                                                | Par Pacific Holdings, Inc.                                                                     | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2417 | NS      | $85610.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397MS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99910.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                               | Regal Rexnord Corporation                                                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       403 | NS      | $57806.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MKTS INC                                                                               | Robinhood Markets, Inc.                                                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    104291 | NS      | $14932385.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                     | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236318.64     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SELECT MED CORP                                                                                  | Select Medical Corporation                                                                     | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168070.39     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                        | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    579000 | PA      | $594103.32     | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS L P                                                                                 | Regency Centers, LP                                                                            | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    965000 | PA      | $964953.87     | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                            | GFL Environmental, Inc.                                                                        | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $405156.41     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                            | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154050.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                       | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    222000 | PA      | $228878.84     | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                 | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    438000 | PA      | $442692.11     | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1297278.40    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOMES 2023-NQM1 TR                                                                               | HOMES Trust                                                                                    | CUSIP: 43761JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1825000 | PA      | $1825916.88    | 0.02%             | 2068-01-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                                   | Global Life, Inc.                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       885 | NS      | $126528.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     20118 | NS      | $2555388.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSN HLDGS INC                                                                    | Knight-Swift Transportation Holdings, Inc.                                                     | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3024 | NS      | $119478.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    173000 | PA      | $179135.46     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CHAMP ACQUISITION CORP                                                                           | Champ Acquisition Corporation                                                                  | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $148838.90     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $73287.40      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIS TOWERS WATSON PUB LTD CO                                                                  | Willis Towers Watson plc                                                                       | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       230 | NS      | $79453.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    652000 | PA      | $678478.88     | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                               | Bausch + Lomb Corporation                                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $107345.31     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TERRENO RLTY CORP                                                                                | Terreno Realty Corporation                                                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11943 | NS      | $677765.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Maya SAS/Paris, France                                                                         | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    433000 | PA      | $464389.47     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AAG FH UK LTD & GLOBAL AUTO HLDGS UK LTD                                                         | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    304000 | PA      | $295640.00     | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                                            | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    172000 | PA      | $190524.74     | 0.00%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                                                             | Oceaneering International, Inc.                                                                | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      4152 | NS      | $102886.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US                                                                    | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 261452953 | NS      | $261452953.47  | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                     | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    506000 | PA      | $528378.44     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC ENTERPRISE GROUP INC                                                                  | Public Service Enterprise Group, Inc.                                                          | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    834000 | PA      | $852479.49     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    651000 | PA      | $693566.98     | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                      | Textron, Inc.                                                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1740 | NS      | $147012.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPSTONE GROUP INC                                                                              | StepStone Group, Inc.                                                                          | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4561 | NS      | $297878.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                             | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    346000 | PA      | $345706.24     | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1108885.28    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                                       | Hasbro, Inc.                                                                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      9173 | NS      | $695772.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                                              | Kimberly-Clark Corporation                                                                     | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $727541.79     | 0.01%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75698.46      | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                | Atmos Energy Corporation                                                                       | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139617.64     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMB FINL CORP                                                                                    | UMB Financial Corporation                                                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1309 | NS      | $154920.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    778000 | PA      | $827802.50     | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO N Y INC                                                                   | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    579000 | PA      | $507605.90     | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MTG BACKED SECS TR 2022-GR1                                                                   | GS Mortgage-Backed Securities Trust                                                            | CUSIP: 36266TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2495796 | PA      | $2157960.06    | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                        | FORVIA SE                                                                                      | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    411000 | PA      | $434872.52     | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| LITTELFUSE INC                                                                                   | Littelfuse, Inc.                                                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       488 | NS      | $126396.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                 | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $195918.74     | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                   | Halliburton Company                                                                            | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    615000 | PA      | $559178.89     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                                      | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167577.06     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                       | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    333000 | PA      | $338897.76     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                      | Viatris, Inc.                                                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     51814 | NS      | $512958.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $178937.85     | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERANT BANCORP INC                                                                              | Amerant Bancorp, Inc.                                                                          | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |      6767 | NS      | $130400.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                                                                | Brown & Brown, Inc.                                                                            | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165612.89     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                                        | Ionis Pharmaceuticals, Inc.                                                                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1703 | NS      | $111410.26     | 0.00%             |  |  |  | No            |                  1 | 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        |   7625167 | PA      | $6720735.16    | 0.08%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134252.26     | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1491 | NS      | $154676.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                               | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    183000 | PA      | $183943.91     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TR                                                                                | AMSR Trust                                                                                     | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1312369.52    | 0.01%             | 2038-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHN CORP                                                                              | Norfolk Southern Corporation                                                                   | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    577000 | PA      | $589119.52     | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIKING HLDGS LTD                                                                                 | Viking Holdings, Ltd.                                                                          | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4351 | NS      | $270458.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1084347.44    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                              | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    253000 | PA      | $252683.75     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AIR CDA                                                                                          | Air Canada                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $171429.92     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                                     | Fortinet, Inc.                                                                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     24410 | NS      | $2052392.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RES AUGUST 2006 PTY LTD                                                                      | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    168000 | PA      | $173603.30     | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                                         | Fox Corporation, Class A                                                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2440 | NS      | $153866.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1323806.15    | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                                 | PayPal Holdings, Inc.                                                                          | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    542000 | PA      | $543757.26     | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMNEAL PHARMACEUTICALS INC                                                                       | Amneal Pharmaceuticals, Inc.                                                                   | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15848 | NS      | $158638.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $168545.13     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENOVA INTL INC                                                                                   | Enova International, Inc.                                                                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      7557 | NS      | $869735.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                                                      | Autoliv, Inc.                                                                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       666 | NS      | $82251.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                                                                       | Masco Corporation                                                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     36163 | NS      | $2545513.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                                                                  | First Solar, Inc.                                                                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       400 | NS      | $88212.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1310050.94    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| DOXIMITY INC                                                                                     | Doximity, Inc.                                                                                 | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1492 | NS      | $109139.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                                                                                      | Magnite, Inc.                                                                                  | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      6781 | NS      | $147690.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                  | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    930000 | PA      | $631075.16     | 0.01%             | 2051-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1175000 | PA      | $1101908.61    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $168140.25     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL6                                                        | Saluda Grade Alternative Mortgage Trust                                                        | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013102.60    | 0.02%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                                                  | PRPM, LLC                                                                                      | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1537260 | PA      | $1540741.43    | 0.02%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL BK HLDGS CORP                                                                           | National Bank Holdings Corporation                                                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2822 | NS      | $109042.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINL CORP                                                                               | Flushing Financial Corporation                                                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5235 | NS      | $72295.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                          | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    119000 | PA      | $118616.83     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                                    | Cable One, Inc.                                                                                | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    107000 | PA      | $90657.40      | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMERISAFE INC                                                                                    | AMERISAFE, Inc.                                                                                | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       928 | NS      | $40683.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODGREEN 2019-1                                                                                 | Goodgreen                                                                                      | CUSIP: 38218DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1601507 | PA      | $1461054.63    | 0.02%             | 2054-10-15      | Fixed         | 3.86%                 | 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        |  14339917 | PA      | $12289877.93   | 0.14%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FATE THERAPEUTICS INC                                                                            | Fate Therapeutics, Inc.                                                                        | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      7568 | NS      | $9535.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN INC                                                                                     | DocuSign, Inc.                                                                                 | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      4600 | NS      | $331614.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                               | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134287.57     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| FULTON FINL CORP PA                                                                              | Fulton Financial Corporation                                                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     51197 | NS      | $953800.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2184892 | PA      | $1787309.85    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LA Z BOY INC                                                                                     | La-Z-Boy, Inc.                                                                                 | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      2847 | NS      | $97709.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82053.27      | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                      | Corning, Inc.                                                                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2933 | NS      | $240593.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     92000 | PA      | $97074.72      | 0.00%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                  | Quanta Services, Inc.                                                                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       872 | NS      | $361374.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                        | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    918000 | PA      | $954856.08     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $409254.70     | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | Credit Agricole SA                                                                             | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    666000 | PA      | $661906.68     | 0.01%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| KIMCO RLTY CORP                                                                                  | Kimco Realty Corporation                                                                       | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      2857 | NS      | $62425.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Vital Energy, Inc.                                                                             | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359172.80     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    462000 | PA      | $398807.68     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Debt Fund                                                       | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |  15707027 | NS      | $135865783.58  | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                   | Salesforce, Inc.                                                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     12955 | NS      | $3070335.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OPER PARTNERSHIP LP                                                             | Invitation Homes Operating Partnership, LP                                                     | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    769000 | PA      | $664466.55     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 S A R L / ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP                            | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    355000 | PA      | $348099.89     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                               | PRPM, LLC                                                                                      | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1526601.12    | 0.02%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Energy Corporation                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     13899 | NS      | $2723092.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HLDGS INC                                                                                  | IQVIA Holding, Inc.                                                                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1220 | NS      | $231726.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Global Stock Portfolio                                                                | CUSIP: 88589M162<br>LEI: 5493003JW6B3SQSY6578 | Long             |  | RF                | US        |  40896563 | NS      | $642693571.81  | 7.20%             |  |  |  | No            |                  1 | On Loan: No      |
| S & S HLDGS LLC                                                                                  | S&S Holdings, LLC                                                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547000 | PA      | $536256.32     | 0.01%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                                      | Staples, Inc.                                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311462.39     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                   | McDonald's Corporation                                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5578 | NS      | $1695098.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4250000 | PA      | $4275823.85    | 0.05%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                                             | Commercial Metals Company                                                                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1302 | NS      | $74578.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE LTD PARTNERSHIP                                                                            | Agree, LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    444000 | PA      | $462263.32     | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                                        | Light & Wonder International, Inc.                                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164219.36     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                      | Ovintiv, Inc.                                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    616000 | PA      | $679308.88     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                                      | Moody's Corporation                                                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      7761 | NS      | $3697961.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                                                             | Align Technology, Inc.                                                                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       112 | NS      | $14024.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                                         | Moss Creek Resources Holdings, Inc.                                                            | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83292.21      | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABS                                                                                      | Abbott Laboratories                                                                            | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    635000 | PA      | $640816.71     | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                 | Exxon Mobil Corporation                                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1062381.71    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    954000 | PA      | $968193.54     | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ARTIVION INC                                                                                     | Artivion, Inc.                                                                                 | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       764 | NS      | $32347.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYSTAR HLDG CORP                                                                                | Waystar Holding Corporation                                                                    | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26570 | NS      | $1007534.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                                                                 | Pitney Bowes, Inc.                                                                             | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |       957 | NS      | $10919.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2021-INV2                                                              | New Residential Mortgage Loan Trust                                                            | CUSIP: 64831GAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5434276 | PA      | $4515967.92    | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     15605 | NS      | $1285383.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                           | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $81965.37      | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                                | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1184825.51    | 0.01%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FIN PTY LTD                                                              | Newmont Corporation/Newcrest Finance, Pty. Ltd.                                                | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $236769.28     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HLF FING SARL LLC / HERBALIFE INTL INC                                                           | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $265775.76     | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                              | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88816.48      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERIS BANCORP                                                                                   | Ameris Bancorp                                                                                 | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1124 | NS      | $82400.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPINE INCOME PPTY TR INC                                                                        | Alpine Income Property Trust, Inc.                                                             | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               | CORP              | US        |      1043 | NS      | $14779.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2032376 | PA      | $1759283.59    | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDS INC                                                                                  | Mohawk Industries, Inc.                                                                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2432 | NS      | $313533.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                                                                       | Copart, Inc.                                                                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1330 | NS      | $59810.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                                                                    | Ingredion, Inc.                                                                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1278 | NS      | $156056.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                            | Quest Diagnostics, Inc.                                                                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       805 | NS      | $153416.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASF VIII Sidecar (Cayman), L.P.                                                                  | ASF VIII Sidecar (Cayman), LP                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $3111872.75    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-1 LTD / PALMER SQUARE LN FDG 2025-1 LLC                                | Palmer Square Loan Funding, Ltd.                                                               | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $1288991.60    | 0.01%             | 2033-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FIN LLC / WYNN RESORTS CAP CORP                                                     | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $417622.14     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90300000 | PA      | $89776189.57   | 1.01%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    507000 | PA      | $526803.77     | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                 | Glencore Funding, LLC                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    892000 | PA      | $906046.39     | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    156486 | NS      | $15330933.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                                                      | Valaris, Ltd.                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    339000 | PA      | $351829.21     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                       | Sysco Corporation                                                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     24975 | NS      | $2056441.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13950000 | PA      | $14026833.95   | 0.16%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    144171 | NS      | $4071389.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC NEW                                                                          | BellRing Brands, Inc.                                                                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      1353 | NS      | $49181.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER ARTHUR J & CO                                                                          | Arthur J. Gallagher & Company                                                                  | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3613 | NS      | $1119090.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                                                                      | SkyWest, Inc.                                                                                  | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       760 | NS      | $76471.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC NEW                                                                               | Merck & Company, Inc.                                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     29208 | NS      | $2451427.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                   | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    767000 | PA      | $709756.40     | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                                          | Extra Space Storage, Inc.                                                                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1918 | NS      | $270322.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                                                                 | HF Sinclair Corporation                                                                        | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      2943 | NS      | $154036.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                                                                  | Ross Stores, Inc.                                                                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     36169 | NS      | $5511793.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                           | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    262000 | PA      | $265426.44     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVT ENTERPRISES PTE LTD                                                                  | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    182000 | PA      | $175882.36     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                              | Diebold Nixdorf, Inc.                                                                          | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    431000 | PA      | $454646.48     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                               | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173200.90     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AFFIRM HLDGS INC                                                                                 | Affirm Holdings, Inc.                                                                          | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1766 | NS      | $129059.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                                            | BBCMS Mortgage Trust                                                                           | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1582466.55    | 0.02%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| WABTEC                                                                                           | Wabtec Corporation                                                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1037 | NS      | $207887.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                                                                   | Murphy USA, Inc.                                                                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2205 | NS      | $856113.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNEBANK PORTSMOUTH VA                                                                          | Towne Bank/Portsmouth, VA                                                                      | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      3886 | NS      | $134339.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HLDGS INC                                                                      | SS&C Technologies Holdings, Inc.                                                               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1180 | NS      | $104736.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                                                     | Newmont Corporation                                                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     17195 | NS      | $1449710.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVS INC                                                                        | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    780000 | PA      | $748383.47     | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPER PARTNERS LP                                                                  | XPLR Infrastructure Operating Partners, LP                                                     | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    566000 | PA      | $557875.35     | 0.01%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINL SVCS INC NEW                                                                       | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190091.69     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP NEW                                                                                  | Hexcel Corporation                                                                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     20413 | NS      | $1279895.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HLDG PLC                                                                    | Sensata Technologies Holding plc                                                               | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      4365 | NS      | $133350.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                                                         | SLM Corporation                                                                                | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $143805.30     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-1 TR                                                                     | Home Partners of America Trust                                                                 | CUSIP: 437300AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2516035 | PA      | $2268448.61    | 0.03%             | 2041-09-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $774505.76     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS OPER LLC                                                                        | Enterprise Products Operating, LLC                                                             | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    876000 | PA      | $596333.95     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1528 | NS      | $293574.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTERA LABS INC                                                                                  | Astera Labs, Inc.                                                                              | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |       629 | NS      | $123158.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                                   | Verus Securitization Trust                                                                     | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848610 | PA      | $761038.17     | 0.01%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                                                        | Host Hotels & Resorts, Inc.                                                                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    126203 | NS      | $2147975.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                                                                                    | Pinterest, Inc.                                                                                | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49219 | NS      | $1583375.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                                                                       | Twilio, Inc.                                                                                   | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       147 | NS      | $14713.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                                                         | Fox Corporation, Class B                                                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1492 | NS      | $85476.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PPTYS INC                                                                               | Millrose Properties, Inc.                                                                      | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74930 | NS      | $2518397.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 15-Yr. Pass Through                        | CUSIP: 3132CXES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413048 | PA      | $1449824.78    | 0.02%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                               | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     26563 | NS      | $663809.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHSL CLUB HLDGS INC                                                                          | BJ's Wholesale Club Holdings, Inc.                                                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     14592 | NS      | $1360704.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    146712 | NS      | $107742358.56  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $250197.50     | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BK LTD                                                                                 | Macquarie Bank, Ltd.                                                                           | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    901000 | PA      | $912680.46     | 0.01%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                                                                   | Noble Corporation plc                                                                          | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      1658 | NS      | $46888.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $248192.16     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                              | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204908.31     | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OIL STS INTL INC                                                                                 | Oil States International, Inc.                                                                 | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      4432 | NS      | $26857.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HLDGS INC                                                                                | Palomar Holdings, Inc.                                                                         | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       783 | NS      | $91415.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE CAP INC                                                                                | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    638000 | PA      | $629210.96     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                         | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    403000 | PA      | $365829.13     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    307000 | PA      | $314505.31     | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FORTREA HLDGS INC                                                                                | Fortrea Holdings, Inc.                                                                         | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     15709 | NS      | $132269.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2025-V14 MTG TR                                                                        | Benchmark Mortgage Trust                                                                       | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1752381.82    | 0.02%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11029556 | PA      | $10579666.42   | 0.12%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFORMATION SVCS INC                                                               | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1305 | NS      | $86051.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                                                                | Atmus Filtration Technologies, Inc.                                                            | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18454 | NS      | $832090.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140W04Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9211138 | PA      | $9379419.88    | 0.11%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                                                  | Western Alliance Bancorp                                                                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1762 | NS      | $152800.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                    | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $540172.83     | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                                             | Associated Banc-Corp                                                                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     39933 | NS      | $1026677.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $948840.43     | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP INC NEW                                                                              | Match Group, Inc.                                                                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     41508 | NS      | $1466062.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                                                                   | ServiceNow, Inc.                                                                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     32539 | NS      | $29944990.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    597000 | PA      | $617936.79     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    166000 | PA      | $168263.58     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1250000 | PA      | $1240120.80    | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | ICE US mini MSCI Emerging Markets Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1465 | NC      | $-1802428.91   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTL LTD                                                                                     | HUB International, Ltd.                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    466000 | PA      | $485993.79     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KIRBY CORP                                                                                       | Kirby Corporation                                                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2022 | NS      | $168735.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                          | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    462000 | PA      | $439029.22     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ZIGGO B V                                                                                        | Ziggo BV                                                                                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    177000 | PA      | $167062.65     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                                 | CoStar Group, Inc.                                                                             | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     18767 | NS      | $1583371.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                                           | Arch Capital Group, Ltd.                                                                       | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      5798 | NS      | $526052.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS L P / VICI NT CO INC                                                                  | VICI Properties, LP/VICI Note Company, Inc.                                                    | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $279444.56     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEST FRASER TIMBER CO LTD                                                                        | West Fraser Timber Company, Ltd.                                                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      1781 | NS      | $121072.38     | 0.00%             |  |  |  | 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        |  13591626 | PA      | $13314859.86   | 0.15%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Foods Group Inc                                                                            | Kraft Heinz Foods Company                                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    411000 | PA      | $379417.37     | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINL CORP                                                                                | Synovus Financial Corporation                                                                  | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      4223 | NS      | $207264.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    174000 | PA      | $178499.64     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERCORE INC                                                                                     | Evercore, Inc.                                                                                 | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1162 | NS      | $391965.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                                                                                | Domino's Pizza, Inc.                                                                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       305 | NS      | $131671.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                                                               | Mattamy Group Corporation                                                                      | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    376000 | PA      | $373564.42     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     67359 | NS      | $12489705.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLT XCIX LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                          | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    983333 | PA      | $982517.35     | 0.01%             | 2051-04-25      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                                        | Halozyme Therapeutics, Inc.                                                                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     12939 | NS      | $948946.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                                                                 | Black Hills Corporation                                                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      8613 | NS      | $530474.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    219000 | PA      | $223175.45     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                        | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249370.76     | 0.00%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    593000 | PA      | $613758.56     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND HILL INVT GROUP INC                                                                      | Diamond Hill Investment Group, Inc.                                                            | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       238 | NS      | $33322.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                   | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $924059.57     | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                               | Conagra Brands, Inc.                                                                           | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    683000 | PA      | $695276.17     | 0.01%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                             | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $90810.86      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                                           | Tyler Technologies, Inc.                                                                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2943 | NS      | $1539659.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    163000 | PA      | $173358.98     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $83098.80      | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | 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        |       347 | NC      | $335195.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                           | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       739 | NS      | $45478.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    407000 | PA      | $415218.23     | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    166000 | PA      | $175703.36     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| I3 VERTICALS INC                                                                                 | I3 Verticals, Inc.                                                                             | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     28710 | NS      | $931926.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL SECS CLEARING CORP                                                                      | National Securities Clearing Corporation                                                       | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    591000 | PA      | $603842.05     | 0.01%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    564000 | PA      | $558883.50     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    241000 | PA      | $232326.99     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STS                                                                               | Mexico Government International Bond                                                           | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    637000 | PA      | $633853.22     | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                                              | Electronic Arts, Inc.                                                                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1061 | NS      | $214003.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                              | Consumers Energy Company                                                                       | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $866464.96     | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202221.80     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HLDGS INC                                                                              | Equitable Holdings, Inc.                                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      2626 | NS      | $133348.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINL INC                                                                                   | Virtu Financial, Inc.                                                                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      2822 | NS      | $100181.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc.                                                                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1866 | NS      | $119834.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORP                                                                                   | Atlassian Corporation                                                                          | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       239 | NS      | $38168.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      4944 | NS      | $1526361.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                    | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    331000 | PA      | $313828.00     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    931000 | PA      | $990750.97     | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                                      | Lennar Corporation                                                                             | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566475.80     | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $128636.48     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                                    | TopBuild Corporation                                                                           | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88676.47      | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68390.52      | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALBION FING 1 S A R L / AGGREKO HLDGS INC                                                        | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    175000 | PA      | $181002.50     | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 TR                                                                                | GCAT Trust                                                                                     | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2702360 | PA      | $2739306.77    | 0.03%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC UN BANKSHARES CORP                                                                      | Atlantic Union Bankshares Corporation                                                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3872 | NS      | $136642.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277253.84     | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    264000 | PA      | $249479.95     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP                                               | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $555364.61     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    241000 | PA      | $261206.68     | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                                              | Avery Dennison Corporation                                                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       852 | NS      | $138168.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                                                                   | Sabre GLBL, Inc.                                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    176000 | PA      | $170447.20     | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| PACKAGING CORP AMER                                                                              | Packaging Corporation of America                                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      8124 | NS      | $1770463.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                                                       | Unum Group                                                                                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      4874 | NS      | $379099.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    558000 | PA      | $575268.29     | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCGRATH RENTCORP                                                                                 | McGrath RentCorp                                                                               | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      4665 | NS      | $547204.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165351.42     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FOX FACTORY HLDG CORP                                                                            | Fox Factory Holding Corporation                                                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      4546 | NS      | $110422.34     | 0.00%             |  |  |  | No            |                  1 | 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        |   6888086 | PA      | $6354390.64    | 0.07%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2023-RTL4                                                                           | LHOME Mortgage Trust                                                                           | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1659830.37    | 0.02%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUT GROUP INC                                                                            | Liberty Mutual Group, Inc.                                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88397.39      | 0.00%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM HLDGS INC NEW                                                                          | Sirius XM Holdings, Inc.                                                                       | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1279 | NS      | $29768.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                                                                       | Lattice Semiconductor Corporation                                                              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     20330 | NS      | $1490595.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HLDGS INC                                                                            | MarketAxess Holdings, Inc.                                                                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       816 | NS      | $142188.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE RLTY CORP                                                                                  | Agree Realty Corporation                                                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $40421.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    537000 | PA      | $562663.09     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                      | Netflix, Inc.                                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     33137 | NS      | $39728612.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    168000 | PA      | $164190.20     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR FINL INC                                                                                | Flagstar Financial, Inc.                                                                       | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      1691 | NS      | $19531.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTER HLDGS LLC / PK DOMESTIC PPTY LLC / PK FIN CO-ISSUER INC /                             | Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, Inc.           | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $445573.45     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC NEW                                                                              | Uniti Group, Inc.                                                                              | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    146046 | NS      | $893801.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CR INCOME CORP                                                                          | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    769000 | PA      | $767672.44     | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK NOVA SCOTIA B C                                                                             | Bank of Nova Scotia                                                                            | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    308000 | PA      | $315336.10     | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     13273 | NS      | $2821574.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HLDGS INC                                                                           | DigitalOcean Holdings, Inc.                                                                    | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     24017 | NS      | $820420.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MTR CO LTD                                                                                | Nissan Motor Company, Ltd.                                                                     | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    238000 | PA      | $249780.29     | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                         | Snap, Inc.                                                                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178135.13     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    463000 | PA      | $476679.34     | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | 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        |   9224859 | PA      | $8557296.87    | 0.10%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    159000 | PA      | $167445.57     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STIFEL FINL CORP                                                                                 | Stifel Financial Corporation                                                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      2691 | NS      | $305347.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                                                                        | Taylor Morrison Home Corporation                                                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       560 | NS      | $36965.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                                                                 | RBC Bearings, Inc.                                                                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3183 | NS      | $1242293.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                                                                        | Monster Beverage Corporation                                                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     12995 | NS      | $874693.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                                          | Zimmer Biomet Holdings, Inc.                                                                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     14027 | NS      | $1381659.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME PARTNERS AMER 2021-2 TR                                                                     | Home Partners of America Trust                                                                 | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3166336 | PA      | $3079604.29    | 0.03%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $238675.73     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                           | Northern Oil and Gas, Inc.                                                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    254000 | PA      | $262406.13     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FABRINET                                                                                         | Fabrinet                                                                                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      2969 | NS      | $1082556.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PPTYS                                                                                        | EPR Properties                                                                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     22255 | NS      | $1291012.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                                                                       | Cactus, Inc.                                                                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1151 | NS      | $45429.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURKE HERBERT FINL SVCS CORP                                                                     | Burke & Herbert Financial Services Corporation                                                 | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2146 | NS      | $132386.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                                                                    | Ingevity Corporation                                                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1855 | NS      | $102377.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDS INC                                                                                   | Chart Industries, Inc.                                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199821.12     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                     | NNN REIT, Inc.                                                                                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       804 | NS      | $34226.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELRON UK FIN PLC                                                                                | Belron UK Finance plc                                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $346457.63     | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                       | Ecolab, Inc.                                                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     23043 | NS      | $6310555.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GO DADDY OPER CO LLC / GD FIN CO INC                                                             | GoDaddy Operating Company, LLC/GD Finance Company, Inc.                                        | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $152543.72     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA WTR SVC GROUP                                                                         | California Water Service Group                                                                 | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       466 | NS      | $21384.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                                   | Global Aircraft Leasing Company, Ltd.                                                          | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    490000 | PA      | $506237.62     | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                                          | EnerSys                                                                                        | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1976 | NS      | $223208.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9479960.89    | 0.11%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                                   | S&P Global, Inc.                                                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10963 | NS      | $5335801.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    407000 | PA      | $421358.46     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IPG PHOTONICS CORP                                                                               | IPG Photonics Corporation                                                                      | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       914 | NS      | $72379.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                                                                             | Gulfport Energy Operating Corporation                                                          | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119038.45     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                                         | Elanco Animal Health, Inc.                                                                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     20471 | NS      | $412285.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                                                         | eBay, Inc.                                                                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1780 | NS      | $161891.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP INC                                                                               | Origin Bancorp, Inc.                                                                           | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      2121 | NS      | $73216.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPER LP                                                                        | Western Midstream Operating, LP                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    619000 | PA      | $651210.91     | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN S A                                                                      | Consolidated Energy Finance SA                                                                 | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    640000 | PA      | $533114.50     | 0.01%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                          | ATI, Inc.                                                                                      | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278166.53     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VICI PPTYS INC                                                                                   | VICI Properties, Inc.                                                                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2799 | NS      | $91275.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COS INC                                                                                   | Cooper Companies, Inc.                                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      6866 | NS      | $470732.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                                                                               | Albertsons Companies, Inc.                                                                     | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      4402 | NS      | $77079.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN / FROST BANKERS INC                                                                       | Cullen/Frost Bankers, Inc.                                                                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       990 | NS      | $125502.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                              | Alexandria Real Estate Equities, Inc.                                                          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1621 | NS      | $135094.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITADEL LTD PARTNERSHIP                                                                          | Citadel, LP                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    465000 | PA      | $492163.08     | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP / SEALED AIR CORP US                                                             | Sealed Air Corporation/Sealed Air Corporation (US)                                             | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $263591.12     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    208000 | PA      | $229248.66     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc.                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133853.69     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation                                                                   | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433707.12     | 0.00%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC / PETSMART FIN CORP                                                                 | PetSmart, LLC/PetSmart Finance Corporation                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504000 | PA      | $504749.09     | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101425.34     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178114.55     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                                | Kosmos Energy, Ltd.                                                                            | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     34503 | NS      | $57274.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                                       | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14696 | NS      | $1235492.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                       | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       190 | NS      | $83126.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                                                       | Xenia Hotels & Resorts, Inc.                                                                   | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     22685 | NS      | $311238.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PTS INC                                                                             | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    264000 | PA      | $272250.00     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CONCENTRA GROUP HLDGS PARENT INC                                                                 | Concentra Group Holdings Parent, Inc.                                                          | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50145 | NS      | $1049534.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME Euro Foreign Exchange Currency                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -542 | NC      | $137304.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                                                        | QIAGEN NV                                                                                      | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      3187 | NS      | $142395.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                                                                 | StoneX Group, Inc.                                                                             | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1033 | NS      | $104250.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                                                           | F5, Inc.                                                                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1449 | NS      | $468302.31     | 0.01%             |  |  |  | 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        |    567303 | PA      | $504860.31     | 0.01%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RES CORP                                                                                 | Permian Resources Corporation                                                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     11913 | NS      | $152486.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX INC                                                                                       | CareDx, Inc.                                                                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      3472 | NS      | $50482.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                                                                | Travelers Companies, Inc.                                                                      | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130281.15     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Vital Energy, Inc.                                                                             | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    251000 | PA      | $248567.81     | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM2                                                                             | A&D Mortgage Trust                                                                             | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |   1378002 | PA      | $1398214.41    | 0.02%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Small Cap Value Fund                                                             | CUSIP: 88588C108<br>LEI: N/A                  | Long             |  | RF                | US        |   1689786 | NS      | $18739724.89   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                            | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $233697.66     | 0.00%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                                                  | T-Mobile US, Inc.                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      8378 | NS      | $2005525.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINL CORP                                                                                   | WSFS Financial Corporation                                                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       302 | NS      | $16286.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298300.16     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARZETTI CO                                                                                      | Marzetti Company                                                                               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       924 | NS      | $159657.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                                                                     | Organon & Company                                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     10228 | NS      | $109235.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310849.12     | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                                                               | CareTrust REIT, Inc.                                                                           | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      2581 | NS      | $89509.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINL CORP                                                                               | Wintrust Financial Corporation                                                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2062 | NS      | $273091.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L OREAL S A                                                                                      | L'Oreal SA                                                                                     | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $308856.35     | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                           | Boston Scientific Corporation                                                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     83223 | NS      | $8125061.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162858.97     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINL CORP                                                                                | Webster Financial Corporation                                                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      3432 | NS      | $203998.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                     | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    412000 | PA      | $434578.13     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                                       | Mattel, Inc.                                                                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     17774 | NS      | $299136.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTRA HLDGS LLC / VICTRA FIN CORP                                                               | Victra Holdings, LLC/Victra Finance Corporation                                                | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $235883.93     | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SUBURBAN PROPANE PARTNERS L P / SUBN ENERGY FIN CORP                                             | Suburban Propane Partners, LP/Suburban Energy Finance Corporation                              | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $160537.70     | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RITHM CAP CORP                                                                                   | Rithm Capital Corporation                                                                      | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     21125 | NS      | $240613.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112277.86     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGILYSYS INC                                                                                     | Agilysys, Inc.                                                                                 | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      9759 | NS      | $1027134.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PPTYS INC                                                                                | Cousins Properties, Inc.                                                                       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      7879 | NS      | $228018.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL PWR US HLDGS INC                                                                         | Capital Power US Holdings, Inc.                                                                | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594000 | PA      | $605286.54     | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    925000 | PA      | $626091.95     | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Cork & Seal Company, Inc.                                                                | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    236000 | PA      | $243364.85     | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $158222.32     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LABCORP HLDGS INC                                                                                | Labcorp Holdings, Inc.                                                                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6495 | NS      | $1864454.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                           | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    106000 | PA      | $107582.15     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAP HLDGS LTD                                                                       | Aston Martin Capital Holdings, Ltd.                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    294000 | PA      | $287842.41     | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      7808 | NS      | $302950.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BK CORP MASS                                                                         | Independent Bank Corporation/MA                                                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       141 | NS      | $9752.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PPTY TR                                                                                   | Camden Property Trust                                                                          | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $974297.10     | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP INC                                                                                 | Blue Owl Capital, Inc.                                                                         | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13642 | NS      | $230959.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP                                                                       | Sensient Technologies Corporation                                                              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       269 | NS      | $25245.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $834777.12     | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2902 | NS      | $328100.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    619000 | PA      | $674269.98     | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                            | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $982546.32     | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                          | Energizer Holdings, Inc.                                                                       | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415660.34     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DESCARTES SYS GROUP INC                                                                          | Descartes Systems Group, Inc.                                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     10078 | NS      | $949649.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                         | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    209000 | PA      | $216981.50     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $132968.08     | 0.00%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                                                         | Jazz Pharmaceuticals, Inc.                                                                     | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      1130 | NS      | $148934.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HLDGS INC                                                                                | Amentum Holdings, Inc.                                                                         | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     22900 | NS      | $548455.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                 | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84869.05      | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    416000 | PA      | $438002.85     | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| COMMERCE BANCSHARES INC                                                                          | Commerce Bancshares, Inc.                                                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2217 | NS      | $132487.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIV CORP                                                                                   | Knife River Corporation                                                                        | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $25597.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                                                                             | Urban Outfitters, Inc.                                                                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       452 | NS      | $32286.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                                       | BNP Paribas SA                                                                                 | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    890000 | PA      | $914173.80     | 0.01%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-HR8                                                                 | Morgan Stanley Capital I Trust                                                                 | CUSIP: 61692BBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17536558 | PA      | $1180382.19    | 0.01%             | 2053-07-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| ITT INC                                                                                          | ITT Corporation                                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      3602 | NS      | $643893.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                                  | KeHE Distributors, LLC/KeHE Finance Corporation/NextWave Distribution, Inc.                    | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $328271.74     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BEL FUSE INC                                                                                     | Bel Fuse, Inc.                                                                                 | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      7033 | NS      | $991793.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME E-mini Russell 2000 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -635 | NC      | $-448448.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOODRX HLDGS INC                                                                                 | GoodRx Holdings, Inc.                                                                          | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8085 | NS      | $34199.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB BANCORP INC                                                                                  | BCB Bancorp, Inc.                                                                              | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      2477 | NS      | $21500.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                                                                           | Jones Lang LaSalle, Inc.                                                                       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       897 | NS      | $267557.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GROUP LTD                                                              | White Mountains Insurance Group, Ltd.                                                          | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |         8 | NS      | $13372.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT HLDGS LLC                                                                                    | ITT Holdings, LLC                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    470000 | PA      | $462073.26     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    301000 | PA      | $297115.74     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                   | ITC Holdings Corporation                                                                       | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    760000 | PA      | $728844.05     | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ADT INC DEL                                                                                      | ADT, Inc.                                                                                      | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277186 | NS      | $2414290.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    112000 | PA      | $117463.58     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ROLLER BEARING CO AMER INC                                                                       | Roller Bearing Company of America, Inc.                                                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156370.51     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                            | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316345.66     | 0.00%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                                                                         | Southern California Edison Company                                                             | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226702.57     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIVISTA BANCSHARES INC                                                                           | Civista Bancshares, Inc.                                                                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      3460 | NS      | $70272.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GEN ELEC CO                                                                             | Portland General Electric Company                                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     93581 | NS      | $4117564.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                                                                                    | Toll Brothers, Inc.                                                                            | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1206 | NS      | $166596.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                               | Ryan Specialty, LLC                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    398000 | PA      | $402452.03     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                                                                   | NetSTREIT Corporation                                                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      6865 | NS      | $123981.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                        | L3Harris Technologies, Inc.                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      6222 | NS      | $1900261.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT FINL INC                                                                                     | HBT Financial, Inc.                                                                            | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |       387 | NS      | $9752.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC MEDIUM TERM NTS BOOK ENTRY 144A                                           | Standard Chartered plc                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $409734.78     | 0.00%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      6884 | NS      | $298077.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                             | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     36921 | NS      | $1302572.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    244433 | NS      | $25191264.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                                                       | NetApp, Inc.                                                                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1829 | NS      | $216663.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                                | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       183 | NS      | $69034.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHEIN HENRY INC                                                                                 | Henry Schein, Inc.                                                                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       816 | NS      | $54157.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    439000 | PA      | $426947.56     | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    616000 | PA      | $633300.46     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    268000 | PA      | $279154.43     | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXTRACKER INC                                                                                   | NEXTracker, Inc.                                                                               | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5108 | NS      | $377940.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     40260 | NS      | $9321800.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                            | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164958.25     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    923000 | PA      | $963903.00     | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                       | Phinia, Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    249000 | PA      | $256627.62     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INEOS FIN PLC                                                                                    | INEOS Finance plc                                                                              | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    488000 | PA      | $474773.93     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    613000 | PA      | $637470.49     | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $132367.30     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC & GLOBAL NET LEASE OPER PARTNERSHIP L P                                     | Global Net Lease, Inc./Global Net Lease Operating Partnership, LP                              | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $299916.42     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                              | Rocket Software, Inc.                                                                          | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    199000 | PA      | $205133.58     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                               | Howard Hughes Corporation                                                                      | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    106000 | PA      | $101683.90     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTL LTD                                                                              | Transocean International, Ltd.                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $192243.91     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| U S ACUTE CARE SOLUTIONS LLC                                                                     | US Acute Care Solutions, LLC                                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $436216.47     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | Eurex Euro STOXX 50 Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1932 | NC      | $-3488861.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer Partners L P                                                                     | Energy Transfer, LP                                                                            | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726187.11     | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    257000 | PA      | $266415.82     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                                | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209243.40     | 0.00%             | 2030-06-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                  | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    324000 | PA      | $248089.54     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CTS CORP                                                                                         | CTS Corporation                                                                                | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       170 | NS      | $6789.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228305.34     | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                            | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1087127.34    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15860.33      | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    514000 | PA      | $519566.24     | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                            | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    169000 | PA      | $180338.96     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    153000 | PA      | $158564.92     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRST INDL RLTY TR INC                                                                           | First Industrial Realty Trust, Inc.                                                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11775 | NS      | $606059.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                                                                     | Nordson Corporation                                                                            | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    615000 | PA      | $636651.32     | 0.01%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STRATEGIC ED INC                                                                                 | Strategic Education, Inc.                                                                      | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      1078 | NS      | $92718.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                            | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68726000 | PA      | $48325653.19   | 0.54%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                                       | CommScope Technologies, LLC                                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174616.89     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                              | PPL Electric Utilities Corporation                                                             | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    547000 | PA      | $445898.06     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                               | Analog Devices, Inc.                                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     13325 | NS      | $3273952.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103912.88     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182723.19     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                            | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    459000 | PA      | $423645.71     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXPEDITORS INTL WASH INC                                                                         | Expeditors International of Washington, Inc.                                                   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2200 | NS      | $269698.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $358239.20     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | 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        |   7073622 | PA      | $6620542.41    | 0.07%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                   | Microsoft Corporation                                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    325015 | NS      | $168341519.25  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402528.31     | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                     | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    124000 | PA      | $72852.08      | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                              | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198940.00     | 0.00%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    154000 | PA      | $173561.67     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLGATE PALMOLIVE CO                                                                             | Colgate-Palmolive Company                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     23510 | NS      | $1879389.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                                                                      | Datadog, Inc.                                                                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      2217 | NS      | $315700.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1091629.33    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    271000 | PA      | $277799.66     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                              | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207268.00     | 0.00%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                                                    | SoftBank Corporation                                                                           | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    637000 | PA      | $642282.61     | 0.01%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2021-1 LTD / BALBOA BAY LN FDG 2021-1 LLC                                      | Balboa Bay Loan Funding, Ltd.                                                                  | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1999976.00    | 0.02%             | 2034-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1011516.63    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                                                         | Hometrust Bancshares, Inc.                                                                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8730 | NS      | $357406.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    367000 | PA      | $356498.85     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRST CTZNS BANCSHARES INC                                                                       | First Citizens BancShares, Inc./NC                                                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       614 | NS      | $1098544.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                                                                          | UKG, Inc.                                                                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170252.78     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-SFR1                                                                                  | FRTKL Trust                                                                                    | CUSIP: 30322DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $2963340.05    | 0.03%             | 2038-09-17      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79649.16      | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC / SIMMONS PREPARED FOODS INC / SIMMONS PET FOOD INC / SIMMONS FEED             | Simmons Foods, Inc.                                                                            | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481000 | PA      | $461119.50     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSOCS INC                                                                             | Manhattan Associates, Inc.                                                                     | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       131 | NS      | $26852.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                           | Motorola Solutions, Inc.                                                                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     13593 | NS      | $6215942.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY BANCORP INC                                                                                | Unity Bancorp, Inc.                                                                            | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      1430 | NS      | $69884.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                                                         | MSCI, Inc.                                                                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4107 | NS      | $2330352.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    301000 | PA      | $304619.53     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     63926 | NS      | $2809547.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES INC W VA                                                                       | United Bankshares, Inc.                                                                        | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      1939 | NS      | $72150.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                              | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $867264.35     | 0.01%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Short-Term Reserve Fund                                                          | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  92149525 | NS      | $921495247.83  | 10.33%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                             | Global Net Lease, Inc.                                                                         | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102714.71     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCESS FDG 2013-1 LLC                                                                            | Access Group, Inc.                                                                             | CUSIP: 00434QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60388 | PA      | $60369.27      | 0.00%             | 2036-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMER INC                                                                               | Aon North America, Inc.                                                                        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $458221.80     | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    758000 | PA      | $784765.10     | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162467.95     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                               | Expand Energy Corporation                                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      4963 | NS      | $527269.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137HMMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3300000 | PA      | $3211588.71    | 0.04%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    612000 | PA      | $593825.66     | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Small Cap Stock Portfolio                                                             | CUSIP: 88589M170<br>LEI: 549300ONMNEN0B15WO97 | Long             |  | RF                | US        |   6058415 | NS      | $112471446.60  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                                                                       | Xencor, Inc.                                                                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      6156 | NS      | $72209.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                                 | Altria Group, Inc.                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      9547 | NS      | $630674.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                                                      | Trimble, Inc.                                                                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     28726 | NS      | $2345477.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $333519.14     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

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

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer