# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0000811869-26-000305
**Filing Date:** 2026-6
**Character Count:** 267128
**Document Hash:** 63a6f296e9b58834a5bb408acc6b3a56
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000811869-26-000305.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000811869-26-000305

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000811869

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 261127846

**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:** AAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Multisector Bond Fund (Series ID: S000000702)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000002058 | Class A      | AAINX           |
| C000002059 | Class S      | IIINX           |

## 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 Mutual Funds

- **b. Investment Company Act file number:** 811-05075

- **c. CIK number of Registrant:** 0000811869

- **d. LEI of Registrant:** 549300K3CUETFK7U3B57

- **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 MULTISECTOR BOND FUND

- **b. EDGAR series identifier (if any):** S000000702

- **c. LEI of Series:** OFQ11CZAX8IFCC8SYQ16

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $916600427.91

**Total Liabilities:** $61499887.26

**Net Assets:** $855100540.65

**Delayed Delivery Securities:** $56027227.69

**Cash Not Reported:** $51065.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16660.00000000 | **1-Year:** -4536.00000000 | **5-Year:** -38331.00000000 | **10-Year:** -76035.00000000 | **30-Year:** -141633.00000000

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

- **3-Month:** -241.00000000 | **1-Year:** -6248.00000000 | **5-Year:** -37938.00000000 | **10-Year:** -24144.00000000 | **30-Year:** -17151.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002059 | 0.92%                | -1.50%               | 1.16%                |
| Class ID C000002058 | 0.90%                | -1.52%               | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $177778.26               | $4030226.40                                |
| Month 2  | $1651231.01              | $-18494397.23                              |
| Month 3  | $405319.59               | $6466537.30                                |

**Designated Index Information**

- **Index Name:** Bloomberg Custom US Corporate/High Yield/MBS benchmark

- **Index Identifier:** I38526US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    236000 | PA      | $214594.80    | 0.03%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $314226.89    | 0.04%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2023-1                                                 | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1203912 | PA      | $1202947.71   | 0.14%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2023-3                                       | CUSIP: 46656RAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    661021 | PA      | $656303.54    | 0.08%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $155350.00    | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    176000 | PA      | $198704.00    | 0.02%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO LTD                                              | Sculptor CLO XXVIII, Ltd. 28A                                           | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1600000 | PA      | $1575784.00   | 0.18%             | 2035-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                    | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    159000 | PA      | $176728.50    | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RPL2                                                     | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1257886.11   | 0.15%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.625%                                                  | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2450 | NS      | $45227.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                    | Zoetis, Inc., Convertible                                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    251000 | PA      | $248113.50    | 0.03%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5092                     | CUSIP: 3137FYCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   8709738 | PA      | $756531.33    | 0.09%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                           | Alliant Energy Corporation, Convertible                                 | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     64000 | PA      | $68780.80     | 0.01%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237128.21    | 0.03%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                               | PPL Corporation, Convertible, 7.000%                                    | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |      2387 | NS      | $120400.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114350.32    | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                      | Nippon Life Insurance Company                                           | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    485000 | PA      | $494232.26    | 0.06%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RCF1                                                     | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    946486 | PA      | $934954.23    | 0.11%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ISHARES S&P US PREFERRED STOCK                                | iShares Preferred and Income Securities ETF                             | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |     11000 | NS      | $345950.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |   2839711 | PA      | $2829066.49   | 0.33%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-46CB                            | CUSIP: 12667G7B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292434 | PA      | $199029.73    | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST                              | J.P. Morgan Alternative Loan Trust 2006-A1                              | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266353 | PA      | $197403.24    | 0.02%             | 2036-03-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147127.70    | 0.02%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-3A                                | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $753991.05    | 0.09%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                               | Zayo Issuer, LLC 2025-3A                                                | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1542895.73   | 0.18%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | Nextera Energy, Inc., Convertible, 7.234%                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      4620 | NS      | $248879.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC.                                                   | EZCORP, Inc.                                                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      1301 | NS      | $42646.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                      | Tricon Residential Trust 2024-SFR2                                      | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1252451.88   | 0.15%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                            | Vodafone Group plc                                                      | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    352000 | PA      | $367093.06    | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    103000 | PA      | $117677.50    | 0.01%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| PIMCO HIGH INCOME FUND                                        | PIMCO High Income Fund                                                  | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |     46672 | NS      | $218424.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2024-103                  | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1300000 | PA      | $1281933.25   | 0.15%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1744326.17   | 0.20%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                            | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    726067 | PA      | $731241.85    | 0.09%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 L                              | Octagon Investment Partners 50, Ltd. 2020-4A                            | CUSIP: 67592MBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2125000 | PA      | $2106055.63   | 0.25%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                           | Meritage Homes Corporation, Convertible                                 | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72557.00     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | 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        |    885050 | PA      | $824257.00    | 0.10%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 LTD                                                | AGL CLO 13, Ltd. 2021-13A                                               | CUSIP: 00120JAQ6<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2489562.50   | 0.29%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ADVISORS LLC                                        | BlackRock Capital Allocation Term Trust                                 | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |     24446 | NS      | $369134.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc., 4.750%                                                   | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      3500 | NS      | $67165.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS JET SECURITIES                                       | Business Jet Securities, LLC 2024-2A                                    | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857664 | PA      | $855822.39    | 0.10%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.625%                                        | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     12375 | NS      | $241065.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3                | CUSIP: 617960AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1434755 | PA      | $1432811.32   | 0.17%             | 2071-03-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    153000 | PA      | $170365.50    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-1A                                | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1355779.22   | 0.16%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                       | Saluda Grade Alternative Mortgage Trust 2024-RTL6                       | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1659385.86   | 0.19%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG, Inc.                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316493.66    | 0.04%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| EDUCATION FUNDING TRUST                                       | Education Funding Trust 2020-A                                          | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428565 | PA      | $410326.63    | 0.05%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-1A                       | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $829486.52    | 0.10%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4723132.84   | 0.55%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 4.800%                               | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      3500 | NS      | $63875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOORAK MORTGAGE CORP                                          | Toorak Mortgage Trust 2025-RRTL1                                        | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1756356.70   | 0.21%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED INTERNATIONAL DIVIDEND TRUST               | BlackRock Enhanced International Dividend Trust                         | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |     40705 | NS      | $233239.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED GLOBAL DIVIDEND TRUST                      | BlackRock Enhanced Global Dividend Trust                                | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     51606 | NS      | $610498.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                          | Ares Management Corporation, Convertible, 6.750%                        | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      3503 | NS      | $137457.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT MORTGAGE INSURANCE CORP                                 | Triangle Re, Ltd. 2023-1                                                | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235285 | PA      | $236649.35    | 0.03%             | 2033-11-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TCW GEM LTD                                                   | TCW CLO, Ltd. 2024-3A                                                   | CUSIP: 87252VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3090000 | PA      | $3100607.97   | 0.36%             | 2037-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65730.24     | 0.01%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                           | Shift4 Payments, Inc., Convertible                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $295870.86    | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC VALUE FUND INC                          | Cornerstone Strategic Investment Fund, Inc.                             | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |     44143 | NS      | $335486.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148975.90    | 0.02%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH, 4.500%                                  | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      7000 | NS      | $118860.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5473                     | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1238731 | PA      | $1234528.11   | 0.14%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                              | COLT Mortgage Loan Trust 2024-INV1                                      | CUSIP: 12672RAB8<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-CBDO         | CORP              | US        |    840247 | PA      | $845824.67    | 0.10%             | 2068-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PIMCO INCOME STRATEGY FUND II                                 | PIMCO Income Strategy Fund II                                           | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |     48005 | NS      | $341315.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                            | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    800156 | PA      | $807827.67    | 0.09%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC                 | AllianceBernstein Global High Income Fund, Inc.                         | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |     66193 | NS      | $696350.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-15                   | CUSIP: 3136BVQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1850000 | PA      | $1811338.89   | 0.21%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | 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        |    208197 | PA      | $169213.42    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave, Inc., Convertible                                            | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     94000 | PA      | $121795.80    | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                         | Burlington Stores, Inc., Convertible                                    | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    142000 | PA      | $230963.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                                    | ACRA Trust 2024-NQM1                                                    | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1235043 | PA      | $1237432.84   | 0.14%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                            | MetroNet Infrastructure Issuer, LLC 2025-2A                             | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2015834.60   | 0.24%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                  | Sunnova Hestia II Issuer, LLC 2024-GRID1                                | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1246803 | PA      | $1200414.36   | 0.14%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-1                                                 | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1276212 | PA      | $1272594.54   | 0.15%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                     | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263479.58    | 0.03%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2005-HYB8                               | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38593 | PA      | $38687.17     | 0.00%             | 2035-12-20      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2024-1                           | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    517212 | PA      | $523574.44    | 0.06%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                        | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     71000 | PA      | $201356.00    | 0.02%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                  | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    222000 | PA      | $53280.00     | 0.01%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3939375.00   | 0.46%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TRUST                              | IndyMac INDA Mortgage Loan Trust 2006-AR1                               | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1387822 | PA      | $1070533.59   | 0.13%             | 2036-08-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                | Albemarle Corporation, Convertible, 7.250%                              | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      6110 | NS      | $476213.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-1                    | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    474539 | PA      | $30306.87     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST                            | Renaissance Home Equity Loan Trust 2006-2                               | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    389900 | PA      | $127935.76    | 0.01%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK (THE)                                | Huntington Bank Auto Credit-Linked Notes 2024-2                         | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687420 | PA      | $692305.81    | 0.08%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| LEDN ISSUER TRUST                                             | LEDN Issuer Trust 2026-1A                                               | CUSIP: 523299AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $726063.65    | 0.08%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-8                                     | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270231 | PA      | $270827.27    | 0.03%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                  | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155116.00    | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-87                   | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    181585 | PA      | $3270.08      | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328964.20    | 0.04%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5508                     | CUSIP: 3137HJG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1550000 | PA      | $1544686.91   | 0.18%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc., Convertible                      | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    106000 | PA      | $154071.00    | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.700%                                                  | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       625 | NS      | $11581.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    156000 | PA      | $170274.00    | 0.02%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| FMC CORPORATION                                               | FMC Corporation                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    160000 | PA      | $106037.41    | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL9                                                     | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-CBDO         | CORP              | US        |    950000 | PA      | $952131.04    | 0.11%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2025-12MPR                                   | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489216 | PA      | $484540.65    | 0.06%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153907.86    | 0.02%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                       | Kite Realty Group Trust                                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $9051.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY CO                                            | Crescent Energy Company, Convertible                                    | CUSIP: 44952JAA2<br>LEI: 254900FBNP5A21Q39U97 | Long             | DBT              | CORP              | US        |    489000 | PA      | $562594.50    | 0.07%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME OWNER MORTGAGE ENHANCED SECURITIES LTD                   | HOMES Trust 2026-INV1                                                   | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1402183 | PA      | $1395016.35   | 0.16%             | 2060-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                    | Peabody Energy Corporation, Convertible                                 | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |    134000 | PA      | $205891.00    | 0.02%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-74                   | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     70850 | PA      | $526.62       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                             | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $203839.03    | 0.02%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                           | Signal Peak CLO 1, Ltd. 2014-1A                                         | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1749235.25   | 0.20%             | 2034-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5107                     | CUSIP: 3137H03L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |  11062166 | PA      | $1061429.20   | 0.12%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145056.94    | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVIDEND TRUST                      | BlackRock Enhanced Equity Dividend Trust                                | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |     10263 | NS      | $94932.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | Countrywide Home Loan Mortgage Pass Through Trust 2005-22               | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159669 | PA      | $132952.93    | 0.02%             | 2035-11-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2005-QS10                        | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215657 | PA      | $192944.48    | 0.02%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                     | Avnet, Inc., Convertible                                                | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $124022.50    | 0.01%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2007-AR5                            | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750601 | PA      | $683514.47    | 0.08%             | 2037-04-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1951398 | PA      | $1575811.03   | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                            | BMO Mortgage Trust 2025-C13                                             | CUSIP: 05592YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39760768 | PA      | $3005273.89   | 0.35%             | 2058-10-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC.                                        | Euronet Worldwide, Inc., Convertible                                    | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    109000 | PA      | $98100.00     | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5249                     | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    477691 | PA      | $472070.28    | 0.06%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                          | AGNC Investment Corporation                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      3123 | NS      | $34415.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                  | Lincoln National Corporation                                            | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     74000 | PA      | $60865.09     | 0.01%             | 2026-05-18      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     71000 | PA      | $78632.50     | 0.01%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                     | Anchorage Capital CLO 21, Ltd. 2021-21A                                 | CUSIP: 03331KAN9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1481071.50   | 0.17%             | 2034-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2692089.84   | 0.31%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                   | HOMES Trust 2023-NQM1                                                   | CUSIP: 43761JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $872502.23    | 0.10%             | 2068-01-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION LLC                                  | RFS Asset Securitization V, LLC 2025-1                                  | CUSIP: 74970DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1256777.38   | 0.15%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4084                     | CUSIP: 3137AS6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    112140 | PA      | $1358.12      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                           | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    107000 | PA      | $119483.31    | 0.01%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERDE CLO LTD                                                 | VERDE CLO, Ltd. 2019-1A                                                 | CUSIP: 92338BBC8<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-O            | CORP              | KY        |   2100000 | PA      | $2109109.80   | 0.25%             | 2032-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCING TRUST I                                   | Provident Financing Trust I                                             | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $115105.89    | 0.01%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 7.125%                                                  | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     13100 | NS      | $332478.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                              | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69440.00     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                    | TELUS Corporation                                                       | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $104150.61    | 0.01%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-18                   | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    177242 | PA      | $2252.69      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | Royal Bank of Canada                                                    | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203538.00    | 0.02%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                  | Apollo Global Management, Inc., Convertible, 6.750%                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      3523 | NS      | $231566.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation, Convertible, 6.500%                                 | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      6106 | NS      | $297179.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through  | CUSIP: 01F050452<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7825000 | PA      | $7881687.20   | 0.92%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                    | Evergy, Inc., Convertible                                               | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    154000 | PA      | $209902.00    | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                           | Core Scientific, Inc., Convertible                                      | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |    112000 | PA      | $138880.00    | 0.02%             | 2031-06-15      | None          | 0.00%                 | 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        |   1058109 | PA      | $1027332.79   | 0.12%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND      | Voya Global Equity Dividend & Premium Opportunity Fund                  | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |    101247 | NS      | $618619.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT C, LLC 2021-NPL9                                                   | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1265453 | PA      | $1270779.14   | 0.15%             | 2051-05-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149187.74    | 0.02%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                          | Hercules Capital, Inc., Convertible                                     | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15552.00     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                        | Jazz Investments I, Ltd., Convertible                                   | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    407000 | PA      | $608058.00    | 0.07%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    223000 | PA      | $217529.74    | 0.03%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-8                                                        | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1544667 | PA      | $1539144.40   | 0.18%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2843718 | PA      | $2514276.45   | 0.29%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                              | Algonquin Power & Utilities Corporation                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $222148.64    | 0.03%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2023-PJ3                            | CUSIP: 36270FAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1014205 | PA      | $1013202.98   | 0.12%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                     | Realty Income Corporation, Convertible                                  | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116760.00    | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CREDIT ALLOCATION INCOME TRUST                      | BlackRock Credit Allocation Income Trust                                | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     68378 | NS      | $709763.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                       | Banc of America Mortgage Securities Trust 2005-H                        | CUSIP: 05949CFW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102983 | PA      | $92557.75     | 0.01%             | 2035-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GREENBRIER CO INC                                             | Greenbrier Companies, Inc., Convertible                                 | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    226000 | PA      | $254566.40    | 0.03%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                                | Telephone and Data Systems, Inc., 6.000%                                | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      5000 | NS      | $98450.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                  | Hartford Insurance Group, Inc.                                          | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    136000 | PA      | $130973.83    | 0.02%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc., 6.250%                                                 | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      6300 | NS      | $159705.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS LOAN PARTNERS CLO LTD 2                               | Barings Loan Partners CLO, Ltd. 2 LP-2A                                 | CUSIP: 06763BAN9<br>LEI: 549300J1ZQ7BWN0H0X91 | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1245775.00   | 0.15%             | 2034-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC.                                   | Vishay Intertechnology, Inc., Convertible                               | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    520000 | PA      | $629980.00    | 0.07%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS                  | Washington Mutual Mortgage Pass-Through Certificates 2005-1             | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    278230 | PA      | $245506.99    | 0.03%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2024-INV2                                                | CUSIP: 73015CAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004092.40   | 0.12%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 6.200%                                                         | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     10650 | NS      | $268273.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO LIFE INSURANCE CO                                    | Sumitomo Life Insurance Company                                         | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $292387.58    | 0.03%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $310940.00    | 0.04%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                              | COLT Mortgage Loan Trust 2024-INV3                                      | CUSIP: 196919AD6<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |    913888 | PA      | $913257.42    | 0.11%             | 2069-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                           | Viavi Solutions, Inc., Convertible                                      | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    114000 | PA      | $444315.00    | 0.05%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     79000 | PA      | $107819.20    | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2024-1A                                | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $608680.56    | 0.07%             | 2029-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-66                   | CUSIP: 3136BWZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1074466 | PA      | $1032729.26   | 0.12%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                          | M&T Bank Corporation                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    427000 | PA      | $420808.71    | 0.05%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH                                          | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143697.03    | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORE BOND TRUST                                     | BlackRock Core Bond Trust                                               | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |     19716 | NS      | $181387.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLSTATE CORPORATION (THE)                                    | Allstate Corporation, 5.100%                                            | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      7700 | NS      | $160545.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XIV, Ltd. 2019-14A                                        | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1691511.90   | 0.20%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                    | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    165000 | PA      | $180064.50    | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-2                                             | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1025676 | PA      | $1006859.11   | 0.12%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                    | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    220000 | PA      | $268950.00    | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | 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        |    932390 | PA      | $838480.88    | 0.10%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2025-RTL1                                       | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1496820.45   | 0.18%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 5.000%                               | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      8775 | NS      | $166637.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                              | Puget Energy, Inc.                                                      | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158197.82    | 0.02%             | 2056-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I                                 | Residential Funding Mortgage Security I Trust 2007-S7                   | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328110 | PA      | $267601.25    | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2026-NPL5                                                     | CUSIP: 69384KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1736000 | PA      | $1735982.64   | 0.20%             | 2056-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| NUVEEN CREDIT STRATEGIES INCOME FUND                          | Nuveen Credit Strategies Income Fund                                    | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |    121978 | NS      | $592813.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CFST MORTGAGE TRUST                                           | CFST Mortgage Trust 2025-RTL1                                           | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1611822.88   | 0.19%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                              | InterDigital, Inc., Convertible                                         | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $172620.00    | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM1                                                    | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1035000 | PA      | $1038123.42   | 0.12%             | 2068-01-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14150000 | PA      | $13939026.90  | 1.63%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                            | Exelon Corporation, Convertible                                         | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124537.50    | 0.01%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175031.85    | 0.02%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| LCM LTD PARTNERSHIP                                           | LCM 41, Ltd. 41A                                                        | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |   2050000 | PA      | $1997511.80   | 0.23%             | 2036-04-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                           | New Residential Mortgage Loan Trust 2024-RPL1                           | CUSIP: 64832AAC1<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1428319.44   | 0.17%             | 2064-01-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                        | Vontive Mortgage Trust 2025-RTL1                                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1339632.51   | 0.16%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | State Street Corporation                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    141000 | PA      | $145295.57    | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    196000 | PA      | $197303.60    | 0.02%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| HOME OWNER MORTGAGE ENHANCED SECURITIES LTD                   | HOMES Trust 2026-NQM1                                                   | CUSIP: 437922AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    769550 | PA      | $762205.42    | 0.09%             | 2070-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                         | AES Corporation                                                         | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142622.34    | 0.02%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    217000 | PA      | $215302.26    | 0.03%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148967.92    | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $700519.53    | 0.08%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                          | Federal Realty OP, LP, Convertible                                      | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63562.00     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                           | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    207000 | PA      | $210415.50    | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2023-4                           | CUSIP: 92259HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530524 | PA      | $541324.33    | 0.06%             | 2053-11-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-6INV                                       | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1436944 | PA      | $1189521.03   | 0.14%             | 2051-08-25      | Variable      | 2.50%                 | 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        |    561685 | PA      | $518453.85    | 0.06%             | 2052-11-01      | Fixed         | 3.50%                 | 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        |   3524883 | PA      | $3349001.20   | 0.39%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL3                                                     | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $838302.41    | 0.10%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $468847.73    | 0.05%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    159000 | PA      | $306075.00    | 0.04%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                  | KKR & Company, Inc., Convertible, 6.250%                                | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      6318 | NS      | $280392.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME RE LTD                                                   | Home Re, Ltd. 2023-1                                                    | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    871312 | PA      | $890312.75    | 0.10%             | 2033-10-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| MKS INCORPORATED                                              | MKS, Inc., Convertible                                                  | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    319000 | PA      | $627473.00    | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FUND                         | Western Asset Diversified Income Fund                                   | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |     21642 | NS      | $302771.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND                  | Nuveen Preferred Income Opportunities Fund                              | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |     43198 | NS      | $344720.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     71000 | PA      | $137704.50    | 0.02%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2590829 | PA      | $2289406.96   | 0.27%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5567                     | CUSIP: 3137HMF47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1184498 | PA      | $1219417.53   | 0.14%             | 2026-05-25      | Floating      | 7.65%                 | 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        |    746512 | PA      | $694071.18    | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EZCORP INC.                                                   | EZCORP, Inc., Convertible                                               | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    152000 | PA      | $454252.00    | 0.05%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2024-INV1                                                    | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1346993 | PA      | $1383088.43   | 0.16%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NUVEEN GLOBAL HIGH INCOME FUND                                | Nuveen Global High Income Fund                                          | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             |  | RF                | US        |      1232 | NS      | $15695.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2007-24                              | CUSIP: 02151GAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    171926 | PA      | $54038.52     | 0.01%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD                                          | KKR Static CLO I, Ltd. 2022-1A                                          | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1999968.00   | 0.23%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5901796.86   | 0.69%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75069.70     | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                               | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    417000 | PA      | $403447.50    | 0.05%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    469000 | PA      | $467790.26    | 0.05%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    221000 | PA      | $240072.63    | 0.03%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372440.15    | 0.04%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-3                                             | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    286502 | PA      | $286147.81    | 0.03%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation, Convertible                                    | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189240.00    | 0.02%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                             | TransCanada Trust                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    247000 | PA      | $247348.52    | 0.03%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc., Convertible                                  | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137592.53    | 0.02%             | 2030-12-01      | Fixed         | 3.00%                 | 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        |   1161960 | PA      | $1100722.55   | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2026-NPL2                                                     | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    483987 | PA      | $480500.76    | 0.06%             | 2056-02-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78225.00     | 0.01%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                     | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108279.00    | 0.01%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | 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        |   1517188 | PA      | $1383009.92   | 0.16%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5519                     | CUSIP: 3137HK6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1325000 | PA      | $1314792.73   | 0.15%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-3                                                        | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    947334 | PA      | $944322.56    | 0.11%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV1                                                | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1466915 | PA      | $1483704.06   | 0.17%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                    | Santander Mortgage Asset Receivable Trust 2025-NQM5                     | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |    583148 | PA      | $581700.65    | 0.07%             | 2065-08-25      | Variable      | 5.07%                 | 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        |   3105370 | PA      | $3180691.71   | 0.37%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    236000 | PA      | $239822.49    | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QS2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3054269 | PA      | $2958508.08   | 0.35%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192173.75    | 0.02%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.200%                                        | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     14500 | NS      | $261580.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                            | MetroNet Infrastructure Issuer, LLC 2025-4A                             | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $649424.95    | 0.08%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174393.75    | 0.02%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc., Convertible                                  | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    143000 | PA      | $164736.00    | 0.02%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                 | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    160000 | PA      | $165683.35    | 0.02%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-6                                                        | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1339032 | PA      | $1339696.40   | 0.16%             | 2029-11-25      | Variable      | 5.70%                 | 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        |    409019 | PA      | $332431.40    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                | Long Beach Mortgage Loan Trust 2004-5                                   | CUSIP: 542514HF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930617 | PA      | $971444.21    | 0.11%             | 2034-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                 | Aircastle, Ltd.                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $239580.12    | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                                     | AEGON Funding Company, LLC, 5.100%                                      | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      5825 | NS      | $113354.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER PROPERTIES LP                                          | Tanger Properties, LP, Convertible                                      | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33446.40     | 0.00%             | 2031-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES                 | First Horizon Alternative Mortgage Securities Trust 2005-AA5            | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81387 | PA      | $77063.75     | 0.01%             | 2035-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)      | Bell Telephone Company of Canada                                        | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $158775.90    | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                    | Point Securitization Trust 2025-2                                       | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1247313 | PA      | $1237672.52   | 0.14%             | 2055-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 LTD                                                 | PPM CLO 3, Ltd. 2019-3A                                                 | CUSIP: 69355EBA2<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-O            | CORP              | KY        |   2100000 | PA      | $2070621.00   | 0.24%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1793984 | PA      | $1574274.10   | 0.18%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 5.850%                                                  | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      5500 | NS      | $133100.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION                                             | Fluor Corporation, Convertible                                          | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    405000 | PA      | $542700.00    | 0.06%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-NQM1                                          | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050940 | PA      | $1047720.23   | 0.12%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                  | CSMC Trust 2022-NQM1                                                    | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    246150 | PA      | $213696.86    | 0.02%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                       | Digital Realty Trust, LP, Convertible                                   | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    156000 | PA      | $175032.00    | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PIMCO DYNAMIC INCOME FUND                                     | Pimco Dynamic Income Fund                                               | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |     26756 | NS      | $466892.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $508066.41    | 0.06%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.375%                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      3497 | NS      | $183662.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc.                                                  | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173923.89    | 0.02%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                             | Pinnacle West Capital Corporation, Convertible                          | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     49000 | PA      | $57109.50     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| COMPASS INC                                                   | Compass, Inc., Convertible                                              | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    407000 | PA      | $357346.00    | 0.04%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                       | Dryden 72 CLO, Ltd. 2019-72A                                            | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $950546.25    | 0.11%             | 2032-05-15      | Floating      | 5.30%                 | No            |                  2 | 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        |   1098521 | PA      | $1034737.39   | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2024-2                                                | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280884 | PA      | $1271170.97   | 0.15%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE REIT                                       | Capital Automotive REIT 2024-3A                                         | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1503333 | PA      | $1445690.52   | 0.17%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    292000 | PA      | $299119.54    | 0.03%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                    | Point Securitization Trust 2025-1                                       | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1212396 | PA      | $1213658.16   | 0.14%             | 2055-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                               | Xcel Energy, Inc.                                                       | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158242.43    | 0.02%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-2                                             | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    867918 | PA      | $868716.85    | 0.10%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2026-RTL1                                       | CUSIP: 03959CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $876206.45    | 0.10%             | 2041-04-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc., Convertible                                 | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    137000 | PA      | $193649.50    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                   | BioMarin Pharmaceutical, Inc., Convertible                              | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    148000 | PA      | $143264.00    | 0.02%             | 2027-05-15      | Fixed         | 1.25%                 | 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        |    197584 | PA      | $197468.66    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS                                   | Octagon Investment Partners 51, Ltd. 2021-1A                            | CUSIP: 675943AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2945031.00   | 0.34%             | 2034-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                | JBT Marel Corporation, Convertible                                      | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    392000 | PA      | $368480.00    | 0.04%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.375%                                     | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     14375 | NS      | $253287.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMAC Mortgage Corporation Loan Trust 2005-HE1                           | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39640 | PA      | $17990.51     | 0.00%             | 2035-08-25      | Floating      | 4.27%                 | 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        |    386553 | PA      | $312538.61    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.750%                                     | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      7200 | NS      | $140256.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                              | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    217000 | PA      | $228510.11    | 0.03%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129873.66    | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2025-12                                          | CUSIP: 81749XAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1526562.56   | 0.18%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                          | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    138000 | PA      | $314778.00    | 0.04%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bills                                                     | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $198756.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2018-BN12                                                          | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1703451.75   | 0.20%             | 2061-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC (PRE-MERGER)                  | Pinnacle Financial Partners, Inc., 8.397%                               | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4000 | NS      | $104800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation STRIPS 345                       | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    771836 | PA      | $66773.13     | 0.01%             | 2035-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST                                       | Home Equity Asset Trust 2003-2                                          | CUSIP: 22541NP52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    882188 | PA      | $855473.53    | 0.10%             | 2033-08-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES                                       | Business Jet Securities, LLC 2022-1A                                    | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    661013 | PA      | $653144.57    | 0.08%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2007-QS1                         | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325700 | PA      | $270697.08    | 0.03%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220154.22    | 0.03%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89035.96     | 0.01%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO LTD                                             | Park Blue CLO, Ltd. 2023-3A                                             | CUSIP: 70019AAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1502284.50   | 0.18%             | 2038-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.250%                                     | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     14600 | NS      | $252872.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                 | PGIM High Yield Bond Fund, Inc.                                         | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |     39492 | NS      | $531957.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    304000 | PA      | $303502.22    | 0.04%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    191000 | PA      | $189366.47    | 0.02%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-2                                                 | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1189611 | PA      | $1186982.99   | 0.14%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385ZJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99241.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367481.64    | 0.04%             | 2027-04-27      | Variable      | 6.12%                 | 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        |   2065219 | PA      | $1768937.79   | 0.21%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    208000 | PA      | $215564.66    | 0.03%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD                                                 | Radnor Re, Ltd. 2024-1                                                  | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1164397 | PA      | $1168188.41   | 0.14%             | 2034-09-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| KENNEYD LEWIS CLO LTD                                         | Kennedy Lewis CLO 3, Ltd. 3A                                            | CUSIP: 48936JAC0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $997419.00    | 0.12%             | 2036-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                      | Winnebago Industries, Inc., Convertible                                 | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153037.50    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET                          | Merrill Lynch Alternative Note Asset Trust 2007-F1                      | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    501694 | PA      | $150721.45    | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc.                                          | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194792.60    | 0.02%             | 2026-10-06      | Variable      | 4.00%                 | 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        |   2006289 | PA      | $1898744.68   | 0.22%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-152                  | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     77327 | PA      | $888.55       | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165060.96    | 0.02%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FUND                           | Allspring Income Opportunities Fund                                     | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     94471 | NS      | $631066.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Emerging Markets Debt Fund                                | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |   7808074 | NS      | $69101455.75  | 8.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192907.38    | 0.02%             | 2049-12-29      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2026-5                                           | CUSIP: 81750TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1475000 | PA      | $1391468.54   | 0.16%             | 2056-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                          | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    124000 | PA      | $214582.00    | 0.03%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                       | DraftKings Holdings, Inc., Convertible                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    574000 | PA      | $523775.00    | 0.06%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    127000 | PA      | $155130.50    | 0.02%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                              | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55804.00     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-139                  | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    207814 | PA      | $2184.50      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRI CONTINENTAL CORP                                          | Tri-Continental Corporation                                             | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      5324 | NS      | $181867.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                             | Marriott Vacations Worldwide Corporation, Convertible                   | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    191000 | PA      | $184983.50    | 0.02%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    286000 | PA      | $348348.00    | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL2                                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1225000 | PA      | $1225607.11   | 0.14%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM3                                                    | CUSIP: 69380TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1361240.64   | 0.16%             | 2068-11-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                                              | Symphony CLO XX, Ltd. 2018-20A                                          | CUSIP: 87166VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1004325.00   | 0.12%             | 2032-01-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.750%                                           | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     10000 | NS      | $190500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68782.29     | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FUND INC                       | BlackRock Corporate High Yield Fund, Inc.                               | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |     77067 | NS      | $673565.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible, 7.500%                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      4040 | NS      | $317826.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                         | Envista Holdings Corporation, Convertible                               | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65670.00     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132DVJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11599183 | PA      | $12154852.95  | 1.42%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV2                                                | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1763227.73   | 0.21%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD                                | Dai-ichi Life Insurance Company, Ltd.                                   | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $173745.61    | 0.02%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2026-DSC1                           | CUSIP: 36276BAB2<br>LEI: 254900D34P4JFEYPLX58 | Long             | ABS-CBDO         | CORP              | US        |   1613574 | PA      | $1600213.38   | 0.19%             | 2066-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                        | Sumisho Air Lease Corporation                                           | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    222000 | PA      | $220978.87    | 0.03%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-4                                             | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060061 | PA      | $1059856.39   | 0.12%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-2                                             | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    239878 | PA      | $239132.93    | 0.03%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                          | Cracker Barrel Old Country Store, Inc., Convertible                     | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23913.00     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVIDEND CF                               | abrdn Total Dynamic Dividend Fund                                       | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |     27869 | NS      | $283706.42    | 0.03%             |  |  |  | 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        |   1686788 | PA      | $1547982.79   | 0.18%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2023-NQM4                                                    | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    721812 | PA      | $679303.95    | 0.08%             | 2067-05-25      | Variable      | 4.25%                 | 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        |   1489892 | PA      | $1252700.33   | 0.15%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD                                                | Annisa CLO, Ltd. 2016-2A                                                | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    327067 | PA      | $327121.70    | 0.04%             | 2031-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5334                     | CUSIP: 3137HAHQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    740330 | PA      | $619283.74    | 0.07%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM4                                            | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |   1443128 | PA      | $1446482.83   | 0.17%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                    | Lightpath Fiber Issuer, LLC 2026-1A                                     | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1603840.00   | 0.19%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2025-1A                                | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1450000 | PA      | $1439883.35   | 0.17%             | 2033-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                           | Global Payments, Inc., Convertible                                      | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    231000 | PA      | $207322.50    | 0.02%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                 | Synaptics, Inc., Convertible                                            | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    292000 | PA      | $358868.00    | 0.04%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                                          | Roc Mortgage Trust 2024-RTL1                                            | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1753443.30   | 0.21%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-85CB                            | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85584 | PA      | $67142.56     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                               | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    132000 | PA      | $156222.00    | 0.02%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                         | Arroyo Mortgage Trust 2022-1                                            | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1423819.65   | 0.17%             | 2056-12-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-6A                                | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1232722.00   | 0.14%             | 2032-05-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    237000 | PA      | $232908.08    | 0.03%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIRTUS CONVERTIBLE & INCOME FUND                              | Virtus Convertible & Income Fund                                        | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |     11067 | NS      | $183601.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                   | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    152000 | PA      | $196840.00    | 0.02%             | 2031-07-01      | Fixed         | 2.88%                 | 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        |    323665 | PA      | $263061.07    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 5.000%                                     | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     12375 | NS      | $254058.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                                | Ziff Davis, Inc., Convertible                                           | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90712.00     | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $223245.00    | 0.03%             | 2030-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    128000 | PA      | $200588.80    | 0.02%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                          | Applied Digital Corporation, Convertible                                | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |     81000 | PA      | $298120.50    | 0.03%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                     | TransCanada PipeLines, Ltd.                                             | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $211611.54    | 0.02%             | 2056-10-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through  | CUSIP: 01F042459<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1825000 | PA      | $1810672.44   | 0.21%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                               | Zayo Issuer, LLC 2026-1A                                                | CUSIP: 98919WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1271871.15   | 0.15%             | 2056-04-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153672.40    | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                          | Kite Realty Group, LP, Convertible                                      | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7944.09      | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation, 4.450%                                      | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      3500 | NS      | $64155.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2025-1                                                | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1567735 | PA      | $1562299.49   | 0.18%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRTUS DIVIDEND INTEREST & PREMIUM STRATEGY FUND              | Virtus Dividend, Interest & Premium Strategy Fund                       | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |     40673 | NS      | $577149.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2024-2                                           | CUSIP: 81749HAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $1051806.63   | 0.12%             | 2054-03-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2007-QS6                         | CUSIP: 75116CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155038 | PA      | $133078.59    | 0.02%             | 2037-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149520.55    | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2026-J1                                                  | CUSIP: 73015MAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1579740.20   | 0.18%             | 2057-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                   | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    289000 | PA      | $303455.49    | 0.04%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                        | Patrick Industries, Inc., Convertible                                   | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    184000 | PA      | $276368.00    | 0.03%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150620.49    | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| TCW CLO                                                       | TCW CLO, Ltd. 2018-1A                                                   | CUSIP: 87240UBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1250658.75   | 0.15%             | 2035-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | Hewlett Packard Enterprise Company, Convertible, 7.625%                 | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |      3729 | NS      | $285715.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-7                                                        | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1751835.75   | 0.20%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                            | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                   | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $104973.00    | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | 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        |    438887 | PA      | $403070.40    | 0.05%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST                                            | TVC Mortgage Trust 2024-RRTL1                                           | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1553578.02   | 0.18%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-2                    | CUSIP: 3136AB3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     80332 | PA      | $1179.69      | 0.00%             | 2028-02-25      | Fixed         | 3.00%                 | 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        |    719183 | PA      | $664504.10    | 0.08%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                    | AMSR Trust 2021-SFR1                                                    | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1079000 | PA      | $1016597.87   | 0.12%             | 2038-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                               | UGI Corporation, Convertible                                            | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     92000 | PA      | $127880.00    | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                        | Brookfield Finance, Inc., 4.625%                                        | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      5900 | NS      | $91273.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Investment Grade Corporate Bond Fund                      | CUSIP: 88588C884<br>LEI: N/A                  | Long             |  | RF                | US        |   7681125 | NS      | $150857298.28 | 17.64%            |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | Fifth Third Bancorp, 4.950%                                             | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      7000 | NS      | $135240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc.                                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |        12 | NS      | $993.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                               | BRAVO Residential Funding Trust 2026-NQM3                               | CUSIP: 10571LAF8<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-CBDO         | CORP              | US        |    974028 | PA      | $967318.69    | 0.11%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                       | Chimera Investment Corporation                                          | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      3085 | NS      | $42418.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                          | Boston Properties, LP, Convertible                                      | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     94000 | PA      | $87890.00     | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT CVI, LLC 2021-NP12                                                 | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273576 | PA      | $273930.34    | 0.03%             | 2051-12-26      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2007-3                                  | CUSIP: 12543RBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136513 | PA      | $59887.29     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | 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        |    942403 | PA      | $966740.08    | 0.11%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144809.56    | 0.02%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                 | PGIM Global High Yield Fund, Inc.                                       | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |     51165 | NS      | $612445.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                 | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    377000 | PA      | $317057.00    | 0.04%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RCF6                                                     | CUSIP: 69393BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1240844.00   | 0.15%             | 2055-12-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-1A                                | CUSIP: 69703NAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1450000 | PA      | $1442826.85   | 0.17%             | 2032-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible, 7.125%                                   | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      5008 | NS      | $260566.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                             | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $157836.41    | 0.02%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL3                                          | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003784.30   | 0.12%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| NUVEEN FLOATING RATE INCOME FUND                              | Nuveen Floating Rate Income Fund/Closed-End Fund                        | CUSIP: 67072T108<br>LEI: HJXCPP3KYE3BVU373P27 | Long             |  | RF                | US        |      2088 | NS      | $15764.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-73                   | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     69552 | PA      | $697.55       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2007-A1                                      | CUSIP: 46630GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82335 | PA      | $81708.02     | 0.01%             | 2035-07-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CLIP TRUST                                                    | CLIP Trust 2026-NQM1                                                    | CUSIP: 12570SAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1170000 | PA      | $1169290.40   | 0.14%             | 2071-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1521017 | PA      | $1400240.36   | 0.16%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL4                                                     | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-CBDO         | CORP              | US        |   1456663 | PA      | $1458423.58   | 0.17%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                   | BioMarin Pharmaceutical, Inc.                                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        48 | NS      | $2587.68      | 0.00%             |  |  |  | No            |                  1 | 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        |   1205122 | PA      | $1201543.08   | 0.14%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |   3142329 | PA      | $2669568.36   | 0.31%             | 2051-05-01      | Fixed         | 2.50%                 | 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        |   1033048 | PA      | $956872.20    | 0.11%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD                                                | Barings CLO, Ltd. 2021-3A                                               | CUSIP: 06762TAQ4<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $1093809.20   | 0.13%             | 2035-01-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.299%                               | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       611 | NS      | $36073.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                    | COPT Defense Properties, LP, Convertible                                | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     47000 | PA      | $54932.78     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE STRATEGIC CREDIT 2027 TERM FUND                    | Blackstone Strategic Credit 2027 Term Fund                              | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |     43953 | NS      | $495789.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4203                     | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    442973 | PA      | $14838.00     | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2550000 | PA      | $2320847.69   | 0.27%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMAC Mortgage Corporation Loan Trust 2005-AR2                           | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276566 | PA      | $248695.38    | 0.03%             | 2035-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $149700.00    | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385ZR0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99171.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-121                  | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    299251 | PA      | $3606.40      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                            | Rithm Capital Corporation                                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      4002 | NS      | $39139.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                              | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134995.80    | 0.02%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, Convertible, 7.250%                        | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       399 | NS      | $487885.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4119                     | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    568938 | PA      | $38824.18     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                           | Chefs' Warehouse, Inc., Convertible                                     | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    132000 | PA      | $242880.00    | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABRDN ASIA-PACIFIC INCOME FUND INC                            | abrdn Asia-Pacific Income Fund, Inc.                                    | CUSIP: 003009867<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |     28898 | NS      | $434047.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                                           | Spectrum Brands, Inc., Convertible                                      | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148730.20    | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6850000 | PA      | $6739383.19   | 0.79%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                  | Saxon Asset Securities Trust 2004-2                                     | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    335413 | PA      | $308216.99    | 0.04%             | 2035-08-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, 4.200%                                          | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     17600 | NS      | $305008.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS EQUITY & CONVERTIBLE INCOME FUND                       | Virtus Equity & Convertible Income Fund                                 | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |     11852 | NS      | $307914.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2022-CHM1                                                     | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216297 | PA      | $212628.44    | 0.02%             | 2056-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175559.56    | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co.                                          | CDX HY 46, 5 Year, at 5.00%, Quarterly                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   4100000 | OU      | $-129309.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                    | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    164000 | PA      | $179170.00    | 0.02%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-2A                                | CUSIP: 69702WAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1249971.25   | 0.15%             | 2033-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.700%                                           | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7000 | NS      | $133280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                        | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    222000 | PA      | $296370.00    | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-7                                       | CUSIP: 92538QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480527 | PA      | $1309180.38   | 0.15%             | 2066-10-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-147                  | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    174586 | PA      | $1688.00      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-3CB                             | CUSIP: 12667FW76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210212 | PA      | $172431.97    | 0.02%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158667.46    | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169459.11    | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XXI, Ltd. 2021-21A                                        | CUSIP: 07134WAU7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2470205.00   | 0.29%             | 2034-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST                                              | MortgageIT Securities Corporation Mortgage Loan Trust 2007-1            | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1340309 | PA      | $1188976.01   | 0.14%             | 2047-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148850.48    | 0.02%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-2A                                   | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $998591.00    | 0.12%             | 2035-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QP3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2496511 | PA      | $2415245.39   | 0.28%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc., 7.375%                                  | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      2150 | NS      | $55792.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-5                                                        | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $698419.89    | 0.08%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2020-89                   | CUSIP: 3136BCF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1784564 | PA      | $237712.71    | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                            | Athene Holding, Ltd., 5.625%                                            | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      7000 | NS      | $135450.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL6                                                     | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-CBDO         | CORP              | US        |    622865 | PA      | $623655.86    | 0.07%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80302.96     | 0.01%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2007-18                                 | CUSIP: 12544JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474009 | PA      | $190557.78    | 0.02%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                           | Core Scientific, Inc., Convertible                                      | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $171053.43    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    256000 | PA      | $268063.74    | 0.03%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2025-INV2                                               | CUSIP: 62957JAG6<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |   2152690 | PA      | $2147298.58   | 0.25%             | 2060-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2021-LTV2                                    | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    369837 | PA      | $318550.33    | 0.04%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2022-C17                                           | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7080377 | PA      | $416818.23    | 0.05%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                              | PG&E Corporation, Convertible                                           | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    552000 | PA      | $565524.00    | 0.07%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EATON VANCE TAX MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FUND | Eaton Vance Tax-Managed Global Diversified Equity Income Fund           | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |     31547 | NS      | $296541.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENDING                                                       | Builder Circle Mortgage Trust 2026-RTL1                                 | CUSIP: 12009GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1699974.33   | 0.20%             | 2031-05-25      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2202200.00   | 0.26%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    191000 | PA      | $250687.50    | 0.03%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc., Convertible                              | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    174000 | PA      | $178872.00    | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5617                     | CUSIP: 3137HPN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1401431 | PA      | $1391439.05   | 0.16%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 5.650%                                                         | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      3500 | NS      | $75215.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2025-3                                       | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |   1286730 | PA      | $1291898.49   | 0.15%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp, 4.000%                                                    | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      8600 | NS      | $137084.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344167.33    | 0.04%             | 2049-12-29      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-69                   | CUSIP: 3136BWD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1000000 | PA      | $975447.70    | 0.11%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82582.20     | 0.01%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.375%                                           | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     14375 | NS      | $253575.00    | 0.03%             |  |  |  | No            |                  1 | 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        |    205477 | PA      | $189178.60    | 0.02%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6            | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316935 | PA      | $317126.93    | 0.04%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc., Convertible                                                | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56340.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                      | Northern Oil and Gas, Inc., Convertible                                 | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    586000 | PA      | $621160.00    | 0.07%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2025-BNK49                                                         | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7171402 | PA      | $326628.66    | 0.04%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                             | Bellemeade Re, Ltd. 2025-1                                              | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1450000 | PA      | $1457153.58   | 0.17%             | 2035-10-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMACM Mortgage Loan Trust 2005-AR6                                      | CUSIP: 36185MBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8934 | PA      | $4481.45      | 0.00%             | 2035-11-19      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2026-1A                                | CUSIP: 69704KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1550000 | PA      | $1550083.70   | 0.18%             | 2034-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| STATE ST INST US GOV MM FUND                                  | State Street Institutional U.S. Government Money Market Fund            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  13410053 | NS      | $13410052.66  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, 4.950%                                                | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     12000 | NS      | $239640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2024-3                           | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    724996 | PA      | $732032.36    | 0.09%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                     | Anchorage Capital CLO 20, Ltd. 2021-20A                                 | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |   2100000 | PA      | $2086522.20   | 0.24%             | 2035-01-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3444534.59   | 0.40%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-J3                              | CUSIP: 12667GDE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296866 | PA      | $232445.89    | 0.03%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                | Home Partners of America Trust 2021-1                                   | CUSIP: 437300AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215833 | PA      | $1103684.64   | 0.13%             | 2041-09-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                   | Sunnova Hestia I Issuer, LLC 2023-GRID1                                 | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234230 | PA      | $227973.36    | 0.03%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 5.700%                                   | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      2650 | NS      | $65826.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TRUST                           | BlackRock Multi-Sector Income Trust                                     | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |     58903 | NS      | $755136.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VANGUARD SHORT-TERM CORPORATE BOND INDEX FD                   | Vanguard Short-Term Corporate Bond ETF                                  | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |     28874 | NS      | $2288841.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Short-Term Reserve Fund                                   | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3198402 | NS      | $31984015.98  | 3.74%             |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOAN SERVICING LLC                        | College Avenue Student Loans, LLC 2017-A                                | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119888 | PA      | $121073.14    | 0.01%             | 2046-11-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                          | BWX Technologies, Inc., Convertible                                     | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    577000 | PA      | $624314.00    | 0.07%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                | Morgan Stanley, 4.250%                                                  | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      8650 | NS      | $150683.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                              | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92232.15     | 0.01%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                                      | Ultra Clean Holdings, Inc., Convertible                                 | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |    260000 | PA      | $321828.00    | 0.04%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $7860796.88   | 0.92%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL4                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1625000 | PA      | $1629040.40   | 0.19%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                     | CIM Trust 2023-I1                                                       | CUSIP: 12570DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    751694 | PA      | $749520.65    | 0.09%             | 2058-04-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD                                            | Wind River CLO, Ltd. 2022-1A                                            | CUSIP: 97316YAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1500466.50   | 0.18%             | 2035-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bills                                                     | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99680.44     | 0.01%             |  |  |  | No            |                  2 | 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        |   2855573 | PA      | $2773503.98   | 0.32%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                        | Progress Software Corporation, Convertible                              | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |    266000 | PA      | $241767.40    | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, Convertible, 7.500%                              | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       460 | NS      | $547772.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                              | InterDigital, Inc.                                                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $21055.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC4                                                   | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    394591 | PA      | $396990.01    | 0.05%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2088109.36   | 0.24%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-2                                                        | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1398912 | PA      | $1394306.68   | 0.16%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    182000 | PA      | $193878.96    | 0.02%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET HIGH YIELD PORTFOLIO                            | Western Asset High Income Opportunity Fund, Inc.                        | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |    161221 | NS      | $594905.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                              | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480212.84    | 0.06%             | 2031-06-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                    | PacifiCorp                                                              | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162468.20    | 0.02%             | 2056-08-15      | Variable      | 7.12%                 | 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        |   1566470 | PA      | $1263298.65   | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                  | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    301000 | PA      | $315196.36    | 0.04%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                                 | Annaly Capital Management, Inc.                                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      1482 | NS      | $33937.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                          | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $291965.97    | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175744 | PA      | $158210.25    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                     | Boeing Company, Convertible, 6.000%                                     | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     11982 | NS      | $865100.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2020-1INV                                       | CUSIP: 33851YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1243167 | PA      | $1083070.60   | 0.13%             | 2050-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                           | Signal Peak CLO 1, Ltd. 2014-1A                                         | CUSIP: 82666TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1625000 | PA      | $1580462.00   | 0.18%             | 2034-04-17      | Floating      | 7.18%                 | 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        |    265699 | PA      | $264828.15    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    126000 | PA      | $133548.87    | 0.02%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                 | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    117000 | PA      | $106622.10    | 0.01%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5537                     | CUSIP: 3137HLBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1000000 | PA      | $972645.30    | 0.11%             | 2055-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC2                                                   | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162161 | PA      | $161640.67    | 0.02%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2025-INV2                                                    | CUSIP: 36173QAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $992282.80    | 0.12%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5051                     | CUSIP: 3137F82F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2698419 | PA      | $352044.88    | 0.04%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.125%                                                  | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     11475 | NS      | $186239.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148097.80    | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-4A                       | CUSIP: 05377RLB8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1720003.78   | 0.20%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $95585.00     | 0.01%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XI, Ltd. 2017-11A                                         | CUSIP: 07132LAY5<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1974236.00   | 0.23%             | 2034-04-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc., 6.375%                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      5800 | NS      | $138910.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GCAT TRUST                                                    | GCAT Trust 2024-INV3                                                    | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1148155 | PA      | $1161295.90   | 0.14%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                | CUSIP: 617948AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1627501 | PA      | $1627193.36   | 0.19%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $152533.65    | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| CSG SYSTEMS INTERNATIONAL INC.                                | CSG Systems International, Inc., Convertible                            | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |    290000 | PA      | $353075.00    | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                  | Veros Auto Receivables Trust 2025-1                                     | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384407 | PA      | $385752.19    | 0.05%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189247.50    | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave, Inc., Convertible                                            | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    139000 | PA      | $166730.50    | 0.02%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $166424.00    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL4                                                     | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1232631.20   | 0.14%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                | Phillips 66 Company                                                     | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170558.79    | 0.02%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                  | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    138000 | PA      | $33120.00     | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-8                                       | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    588220 | PA      | $524762.33    | 0.06%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN                      | Structured Adjustable Rate Mortgage Loan Trust 2005-15                  | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73868 | PA      | $65361.47     | 0.01%             | 2035-07-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316973.57    | 0.04%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INCOME TRUST INC                                    | BlackRock Income Trust, Inc.                                            | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |     30166 | NS      | $320966.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2004-NCM2                           | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |    179520 | PA      | $178326.52    | 0.02%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    128000 | PA      | $135683.41    | 0.02%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST                        | Banc of America Alternative Loan Trust 2005-10                          | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    614360 | PA      | $554884.96    | 0.06%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155762.54    | 0.02%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through         | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    779220 | PA      | $755198.61    | 0.09%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc., 4.750%                                                      | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     23300 | NS      | $437108.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC IMJA MORTGAGE LOAN TRUST                              | IndyMac IMJA Mortgage Loan Trust 2007-A3                                | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282002 | PA      | $105431.49    | 0.01%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-1A                                   | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1481184.00   | 0.17%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                       | Dryden 85 CLO, Ltd. 2020-85A                                            | CUSIP: 26246BBA1<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-O            | CORP              | KY        |   2865000 | PA      | $2868068.42   | 0.34%             | 2037-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc., Convertible                                        | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    252000 | PA      | $281736.00    | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76507.58     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2007-3                                  | CUSIP: 12543RAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204770 | PA      | $89830.93     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                        | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229050.42    | 0.03%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FUND INC                            | BlackRock Debt Strategies Fund, Inc.                                    | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |     13930 | NS      | $139717.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST             | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 2005-3             | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    403954 | PA      | $354255.13    | 0.04%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4046                     | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     43753 | PA      | $299.16       | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-9INV                                       | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    589676 | PA      | $534103.75    | 0.06%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV5                                                | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1140890.05   | 0.13%             | 2056-05-25      | Variable      | 5.50%                 | 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        |   1575731 | PA      | $1281270.30   | 0.15%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABRDN INCOME CREDIT STRATEGIES FUND                           | abrdn Income Credit Strategies Fund                                     | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |    119443 | NS      | $650964.35    | 0.08%             |  |  |  | No            |                  1 | 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        |   1800742 | PA      | $1474764.04   | 0.17%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation, 4.750%                                    | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      7000 | NS      | $131460.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MFRA TRUST                                                    | MFA Trust 2024-NPL1                                                     | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1938978 | PA      | $1941890.97   | 0.23%             | 2054-09-25      | Variable      | 6.33%                 | 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        |   3971474 | PA      | $3840404.82   | 0.45%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    233000 | PA      | $196419.00    | 0.02%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                        | Rockford Tower CLO, Ltd. 2021-3A                                        | CUSIP: 77341NAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2502297.50   | 0.29%             | 2038-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core High Yield Bond Fund                                      | CUSIP: 88588C801<br>LEI: N/A                  | Long             |  | RF                | US        |   7975456 | NS      | $158312791.79 | 18.51%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                     | Apollo Commercial Real Estate Finance, Inc.                             | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      3220 | NS      | $35226.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 522 FUNDING CLO LTD                                           | 522 Funding CLO, Ltd. 2019-5A                                           | CUSIP: 33829WAQ2<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-O            | CORP              | KY        |   1150000 | PA      | $1131866.80   | 0.13%             | 2035-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                           | Hotwire Funding, LLC 2024-1A                                            | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1366369.29   | 0.16%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2025-5C37                                          | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1514859.60   | 0.18%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                         | Thrivent Cash Management Trust                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   4844003 | NS      | $4844003.00   | 0.57%             |  |  |  | No            |                  2 | 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        |    387029 | PA      | $314551.11    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                           | Bank of Nova Scotia                                                     | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $207442.08    | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                        | Rockford Tower CLO, Ltd. 2021-2A                                        | CUSIP: 77341LAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1675000 | PA      | $1674968.18   | 0.20%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                   | Western Digital Corporation, Convertible                                | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     61000 | PA      | $700999.80    | 0.08%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                     | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    117000 | PA      | $131040.00    | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                       | Saluda Grade Alternative Mortgage Trust 2024-RTL5                       | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1505116 | PA      | $1504868.70   | 0.18%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD                                              | Marathon CLO, Ltd. 2021-16A                                             | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |   1550000 | PA      | $1549962.80   | 0.18%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19836718.80  | 2.32%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                       | Banc of America Mortgage Securities Trust 2005-H                        | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161772 | PA      | $155386.04    | 0.02%             | 2035-09-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                | LCI Industries, Convertible                                             | CUSIP: 501812AD3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    285000 | PA      | $337725.00    | 0.04%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                   | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    151000 | PA      | $140505.50    | 0.02%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EATON VANCE LTD DURATION INCOME FUND                          | Eaton Vance Limited Duration Income Fund                                | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |     65140 | NS      | $615573.00    | 0.07%             |  |  |  | No            |                  1 | 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        |    814579 | PA      | $774346.27    | 0.09%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 4.450%                                   | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      7000 | NS      | $117040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                | CUSIP: 617949AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1711939 | PA      | $1695605.40   | 0.20%             | 2071-01-26      | Variable      | 4.99%                 | 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        |    227131 | PA      | $225648.03    | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | 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        |       100 | NC      | $-2862.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK TRUST                                                    | BANK 2022-BNK39                                                         | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13325745 | PA      | $273793.41    | 0.03%             | 2055-02-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    140000 | PA      | $149280.46    | 0.02%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HIGHBRIDGE LOAN MANAGEMENT LTD                                | HPS Loan Management, Ltd. 2024-19A                                      | CUSIP: 442924BA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1175000 | PA      | $1175123.38   | 0.14%             | 2037-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2007-1                                           | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146428 | PA      | $95561.92     | 0.01%             | 2046-09-20      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296987.40    | 0.03%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-11                                    | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562136 | PA      | $563879.57    | 0.07%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARINGS GLOBAL SHORT DURATION HIGH YIELD FUND                 | Barings Global Short Duration High Yield Fund                           | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             |  | RF                | US        |      3133 | NS      | $44707.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.750%                                        | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     12500 | NS      | $251000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer