# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0001752724-23-064451
**Filing Date:** 2023-3
**Character Count:** 716177
**Document Hash:** 4f61e931ce775cfa2cd8aca74f4370e8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-064451.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001752724-23-064451

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000811869
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 23755442

**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 Opportunity Income Plus 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 OPPORTUNITY INCOME PLUS FUND

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $703997485.63

**Total Liabilities:** $45007470.74

**Net Assets:** $658990014.89

**Delayed Delivery Securities:** $38018589.15

**Cash Not Reported:** $27070.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1457.86000000 | **1-Year:** -6228.80000000 | **5-Year:** -33722.93000000 | **10-Year:** -56827.61000000 | **30-Year:** -89316.80000000

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

- **3-Month:** -450.64000000 | **1-Year:** -8881.65000000 | **5-Year:** -60136.22000000 | **10-Year:** -31466.86000000 | **30-Year:** -20717.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002059 | 2.72%                | -0.41%               | 3.39%                |
| Class ID C000002058 | 2.70%                | -0.43%               | 3.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5877434.10             | $20091356.95                               |
| Month 2  | $-1683922.43             | $-3052746.12                               |
| Month 3  | $-2338373.31             | $21288455.02                               |

**Designated Index Information**

- **Index Name:** 32% Bloomberg US Mortgage Backed Securities Index, 8% Credit Suisse Leveraged Loan Index, 34% Bloomberg US High Yield Ba/B 2% Issuer Capped Index, 20% Bloomberg US Intermediate Corporate Bond Index, 6% ICE BofA All Capital Securities Index

- **Index Identifier:** LUMSTRUU, LEVLOAN, LF89TRUU, LD06TRUU, I0CS

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OCP CLO Ltd                                                                                      | OCP CLO, Ltd.                                                             | CUSIP: 67097LAP1<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-O            | CORP              | XX        |   1625000 | PA      | $1531790.00   | 0.23%             | 2030-07-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Mid-America Apts L P                                                                             | Mid-America Apartments, LP                                                | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    295000 | PA      | $288138.31    | 0.04%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                                 | United Rentals North America, Inc.                                        | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    610000 | PA      | $590821.60    | 0.09%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                            | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $180421.67    | 0.03%             | 2083-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    589000 | PA      | $562809.21    | 0.09%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BW HOLDING INC                                                                                   | BW Holding, Inc., Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    168242 | PA      | $151944.36    | 0.02%             | 2028-12-14      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                 | Lamar Media Corporation                                                   | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $226725.69    | 0.03%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                         | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    154000 | PA      | $150301.64    | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc.                                     | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    147000 | PA      | $124167.00    | 0.02%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Amgh Holding Corp                                                                                | Global Medical Response, Inc., Term Loan                                  | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | DBT              | CORP              | US        |     97727 | PA      | $72073.79     | 0.01%             | 2025-10-02      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Spdr Series Tr                                                                                   | SPDR Bloomberg High Yield Bond ETF                                        | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             |  | RF                | US        |     52138 | NS      | $4881680.94   | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                                           | Mizuho Financial Group, Inc.                                              | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    216000 | PA      | $191125.22    | 0.03%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                             | Enel Finance International NV                                             | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    286000 | PA      | $252710.19    | 0.04%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                   | Amazon.com, Inc.                                                          | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    292000 | PA      | $257440.45    | 0.04%             | 2028-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Bpce Senior Non Preferred Medical Terminal Nts Book Entry Registered S                           | BPCE SA                                                                   | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    133000 | PA      | $125376.54    | 0.02%             | 2025-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Ncr Corporation New                                                                              | AT&T, Inc.                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5253 | NS      | $107003.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TCI-Flatiron CLO Ltd                                                                             | TCI-Flatiron CLO, Ltd.                                                    | CUSIP: 87230ABA3<br>LEI: 549300EEOTVLW827QY91 | Long             | ABS-O            | CORP              | KY        |   1400000 | PA      | $1330078.40   | 0.20%             | 2032-01-17      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                                          | Unifrax Escrow Issuer Corporation                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    422000 | PA      | $361560.88    | 0.05%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                                   | S&P Global, Inc.                                                          | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    138000 | PA      | $122252.88    | 0.02%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                                 | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226603.30    | 0.03%             | 2025-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| Commerzbank Aktiengesellschaft Subordinated Medium Terminal Nts Book Entry 144a                  | Commerzbank AG                                                            | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    301000 | PA      | $303758.52    | 0.05%             | 2023-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                                             | Western Digital Corporation                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       603 | NS      | $26501.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                          | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $360385.69    | 0.05%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                             | OI European Group BV                                                      | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    554000 | PA      | $497353.50    | 0.08%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                            | HUB International, Ltd.                                                   | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    327000 | PA      | $292623.11    | 0.04%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                                                 | IRB Holding Corporation, Term Loan                                        | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | DBT              | CORP              | US        |    373000 | PA      | $368803.75    | 0.06%             | 2027-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                         | Venture Global Calcasieu Pass, LLC                                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221640.00    | 0.03%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146461.61    | 0.02%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Canpack S A  Eastern Pennsylvania Land Investment Holding Llc                                    | Canpack SA/Canpack US, LLC                                                | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    790000 | PA      | $719295.00    | 0.11%             | 2025-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138771.20    | 0.02%             | 2025-12-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Truist Bank Charlotte N C                                                                        | Truist Bank                                                               | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    147000 | PA      | $123548.68    | 0.02%             | 2030-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122000.77    | 0.02%             | 2037-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, 4.625%                                                    | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      2450 | NS      | $52454.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                                                                | Ares Capital Corporation                                                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    371000 | PA      | $324204.16    | 0.05%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHINNOK HOLDCO                                                               | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                  | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $159357.63    | 0.02%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALLIED UNIVERSAL                                                                 | Allied Universal Holdco, LLC                                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    765000 | PA      | $659843.10    | 0.10%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                 | Deutsche Bank AG                                                          | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $247469.89    | 0.04%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                                                   | CarVal CLO VII-C, Ltd.                                                    | CUSIP: 14686BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   1350000 | PA      | $1350000.00   | 0.20%             | 2035-01-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Cit Group Inc New                                                                                | First-Citizens Bank & Trust Company                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    291000 | PA      | $305034.48    | 0.05%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROUP                                                                        | Sinclair Television Group, Inc.                                           | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    695000 | PA      | $554262.50    | 0.08%             | 2030-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Dte Energy Co                                                                                    | DTE Energy Company                                                        | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    211000 | PA      | $208540.02    | 0.03%             | 2024-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm, Inc., Term Loan                                                | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | DBT              | CORP              | US        |    616411 | PA      | $614802.48    | 0.09%             | 2025-12-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                             | Edison International                                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400090.50    | 0.06%             | 2026-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                             | Range Resources Corporation                                               | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    396000 | PA      | $354718.71    | 0.05%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| LAMB WESTON HLD                                                                                  | Lamb Weston Holdings, Inc.                                                | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    285000 | PA      | $256856.25    | 0.04%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                                    | Bankers Healthcare Group Securitization Trust                             | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050058 | PA      | $1042673.60   | 0.16%             | 2035-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                         | Targa Resources Partners, LP                                              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $331862.73    | 0.05%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                     | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94502.65     | 0.01%             | 2027-01-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Company                                                                         | Procter & Gamble Company                                                  | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    122000 | PA      | $99286.31     | 0.02%             | 2030-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    573000 | PA      | $545659.51    | 0.08%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Air Trans Svcs Group Inc                                                                         | Air Transport Services Group, Inc., Convertible                           | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |     94000 | PA      | $99264.00     | 0.02%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND                                                            | Drawbridge Special Opportunities Fund, LP                                 | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $608735.97    | 0.09%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                         | Public Service Enterprise Group, Inc.                                     | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    147000 | PA      | $117813.63    | 0.02%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                                           | Advanced Micro Devices, Inc.                                              | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131944.98    | 0.02%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                     | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $176577.23    | 0.03%             | 2051-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc.                                                     | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    375000 | PA      | $327187.50    | 0.05%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Waste Pro Usa Inc                                                                                | Waste Pro USA, Inc.                                                       | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172050.00    | 0.03%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                         | Venture Global Calcasieu Pass, LLC                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    640000 | PA      | $569600.00    | 0.09%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ishares Tr                                                                                       | iShares Preferred and Income Securities ETF                               | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |     19000 | NS      | $638400.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COS INC/THE                                                                             | Michaels Companies, Inc.                                                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    320000 | PA      | $266851.20    | 0.04%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                                 | Ryder System, Inc.                                                        | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    124000 | PA      | $114321.76    | 0.02%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                        | CUSIP: 12667G7B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    378498 | PA      | $274569.53    | 0.04%             | 2035-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                         | Clear Channel Worldwide Holdings, Inc.                                    | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $368227.77    | 0.06%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B V                                                  | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    977000 | PA      | $876544.86    | 0.13%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                                        | Arko Corporation                                                          | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $245737.00    | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                                 | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    393000 | PA      | $416634.89    | 0.06%             | 2032-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Dicks Sporting Goods Inc                                                                         | Dick's Sporting Goods, Inc.                                               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       555 | NS      | $72571.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure Llc                                                                                     | Acrisure, LLC, Term Loan                                                  | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | DBT              | CORP              | US        |    244372 | PA      | $235246.95    | 0.04%             | 2027-02-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                     | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85763.00     | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P Morgan AlternatIVe Loan Tr                                                                   | J.P. Morgan Alternative Loan Trust                                        | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    358673 | PA      | $337168.68    | 0.05%             | 2036-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                      | Asurion, LLC, Term Loan                                                   | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | DBT              | CORP              | US        |     17032 | PA      | $16259.85     | 0.00%             | 2026-12-23      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                                         | United Wholesale Mortgage, LLC                                            | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99146.37     | 0.02%             | 2025-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                                                          | PRA Health Sciences, Inc., Term Loan                                      | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | DBT              | CORP              | US        |    122583 | PA      | $122537.29    | 0.02%             | 2028-07-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $233373.25    | 0.04%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                   | Amazon.com, Inc.                                                          | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    147000 | PA      | $122236.39    | 0.02%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                              | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1361937.50   | 0.21%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S A                                                                              | Credit Agricole SA                                                        | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    147000 | PA      | $126971.23    | 0.02%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                                           | Bank of New York Mellon Corporation                                       | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76242.84     | 0.01%             | 2025-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Meg Energy Corp                                                                                  | MEG Energy Corporation                                                    | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    433000 | PA      | $444128.10    | 0.07%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    373000 | PA      | $364942.08    | 0.06%             | 2025-04-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                           | Aviation Capital Group, LLC                                               | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    216000 | PA      | $213925.99    | 0.03%             | 2024-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $144826.66    | 0.02%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $208748.00    | 0.03%             | 2027-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                   | Lowe's Companies, Inc.                                                    | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216779.07    | 0.03%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Plc New                                                                           | Vodafone Group plc                                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    164000 | PA      | $168905.24    | 0.03%             | 2079-04-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I L P                                                                          | Harvest Midstream, LP                                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    785000 | PA      | $772243.75    | 0.12%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                     | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    649000 | PA      | $631809.74    | 0.10%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                             | FirstKey Homes Trust                                                      | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310000 | PA      | $2097254.54   | 0.32%             | 2037-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel Gmbh                                                                    | Cheplapharm Arzneimittel GmbH                                             | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $62479.20     | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                           | Santander Holdings USA, Inc.                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    137000 | PA      | $120836.68    | 0.02%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                                         | Energy Transfer, LP                                                       | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137946.29    | 0.02%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1788453.13   | 0.27%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| American Axle & Mfg Inc                                                                          | American Axle & Manufacturing, Inc.                                       | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    740000 | PA      | $682590.80    | 0.10%             | 2027-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J2 Global Inc                                                                                    | Ziff Davis, Inc., Convertible                                             | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    293000 | PA      | $309408.00    | 0.05%             | 2026-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                                             | Daimler Finance North America, LLC                                        | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    221000 | PA      | $201178.93    | 0.03%             | 2026-03-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                                                                 | Under Armour, Inc., Class C                                               | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      2288 | NS      | $24939.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                                                                      | Starwood Property Trust, Inc., Convertible                                | CUSIP: 85571BAH8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49656.25     | 0.01%             | 2023-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                          | Frontier Communications Corporation                                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $172357.50    | 0.03%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company                                                        | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $426845.21    | 0.06%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                        | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170500.00    | 0.03%             | 2026-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Mkm XxII Corp                                                                                    | Genesee & Wyoming, Inc., Term Loan                                        | CUSIP: N/A<br>LEI: G617XSG94Z7G0RMW3L02       | Long             | DBT              | CORP              | US        |    260331 | PA      | $259760.65    | 0.04%             | 2026-12-30      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                             | CHNGE Mortgage Trust                                                      | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1295181 | PA      | $1294553.21   | 0.20%             | 2057-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                                                                             | ROC Securities Trust Series                                               | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1925000 | PA      | $1786185.75   | 0.27%             | 2026-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| United Sts Steel Corporation New                                                                 | United States Steel Corporation, Convertible                              | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    147000 | PA      | $327442.50    | 0.05%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                                                                         | Necessity Retail REIT, Inc./American Finance Operating Partner, LP        | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    591000 | PA      | $448922.08    | 0.07%             | 2028-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Chs Inc                                                                                          | CHS, Inc., 7.100%                                                         | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      3000 | NS      | $76680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Gas System Inc                                                                          | NiSource, Inc.                                                            | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    148000 | PA      | $132575.19    | 0.02%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                                         | New Enterprise Stone and Lime Company, Inc.                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    620000 | PA      | $570741.00    | 0.09%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc                                                                        | Continental Resources, Inc.                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141387.25    | 0.02%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | FNMA Conventional 30-Yr. Pass Through Call Option                         | CUSIP: 01F994699<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -4 | NC      | $-8633.30     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| STATE STREET CORP                                                                                | State Street Corporation                                                  | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    138000 | PA      | $135568.22    | 0.02%             | 2033-05-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                          | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    137000 | PA      | $114980.96    | 0.02%             | 2031-11-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 15-Yr. Pass Through    | CUSIP: 01F050437<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $760235.78    | 0.12%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                         | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $424710.00    | 0.06%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS                                                                      | Consolidated Communications, Inc.                                         | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    411000 | PA      | $308330.98    | 0.05%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                            | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    294000 | PA      | $276290.08    | 0.04%             | 2026-04-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                                         | Ashton Woods USA, LLC/Ashton Woods Finance Company                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $189334.19    | 0.03%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                                 | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366300.00    | 0.06%             | 2024-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                                                          | Realogy Group, LLC/Realogy Group Co-Issuer Corporation                    | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $443197.80    | 0.07%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Barclays Plc                                                                                     | Barclays plc                                                              | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    562000 | PA      | $531586.81    | 0.08%             | 2026-05-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                                                                   | Genworth Mortgage Insurance Corporation                                   | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1007511 | PA      | $1005800.70   | 0.15%             | 2034-02-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                                                    | Radnor Re, Ltd.                                                           | CUSIP: 750496AB7<br>LEI: 549300ED4YNDE7SVU538 | Long             | ABS-CBDO         | CORP              | BM        |   1367859 | PA      | $1368758.64   | 0.21%             | 2028-03-25      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                              | Nomura Holdings, Inc.                                                     | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    218000 | PA      | $185709.80    | 0.03%             | 2028-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                              | Sound Point CLO, Ltd.                                                     | CUSIP: 83611KAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1431852.80   | 0.22%             | 2032-01-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                         | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207926.52    | 0.03%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYPERION MATERIALS                                                                               | Hyperion Materials & Technologies, Inc., Term Loan                        | CUSIP: N/A<br>LEI: 254900G04G2BDNO0XY89       | Long             | DBT              | CORP              | US        |    158045 | PA      | $156315.89    | 0.02%             | 2028-08-30      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | Ventas Realty, LP                                                         | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123516.15    | 0.02%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                      | Netflix, Inc.                                                             | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328762.50    | 0.05%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                                          | Precision Drilling Corporation                                            | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $404560.80    | 0.06%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                                | Chord Energy Corporation                                                  | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354600.00    | 0.05%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                     | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $308828.13    | 0.05%             | 2026-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp                                                              | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210634.74    | 0.03%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                           | Comstock Resources, Inc.                                                  | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $282975.00    | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Srm Escrow Issuer Llc                                                                            | SRM Escrow Issuer, LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    890000 | PA      | $812587.80    | 0.12%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                       | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    244000 | PA      | $235930.14    | 0.04%             | 2028-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Education Funding Trust                                                                          | Education Funding Trust                                                   | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    699753 | PA      | $651340.05    | 0.10%             | 2041-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company Medium Terminal Senior Nts Book Entry                                      | Wells Fargo & Company                                                     | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    346000 | PA      | $325500.43    | 0.05%             | 2026-04-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global, Convertible, 5.750%                                     | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |      2935 | NS      | $96385.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                         | Sumitomo Mitsui Financial Group, Inc.                                     | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211575.87    | 0.03%             | 2033-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation, Term Loan                                           | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | US        |    514700 | PA      | $501832.74    | 0.08%             | 2028-10-18      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                   | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    328000 | PA      | $280571.20    | 0.04%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Allen Media Llc  Allen Media Co-Issuer Inc                                                       | Allen Media, LLC/Allen Media Co-Issuer, Inc.                              | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $176212.54    | 0.03%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Blackrock Enhanced International DIVidend Tr                                                     | BlackRock Enhanced International Dividend Trust                           | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      8700 | NS      | $47937.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                         | Avolon Holdings Funding, Ltd.                                             | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    309000 | PA      | $293438.40    | 0.04%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                                 | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147988.42    | 0.02%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                                 | Altria Group, Inc.                                                        | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145406.03    | 0.02%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                                      | Southern Company                                                          | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    455000 | PA      | $432855.15    | 0.07%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Partners Lp                                                                       | NextEra Energy Partners, LP, Convertible                                  | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    298000 | PA      | $304854.00    | 0.05%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                          | Consolidated Energy Finance SA                                            | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    807000 | PA      | $702090.00    | 0.11%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                     | ING Groep NV                                                              | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    292000 | PA      | $262222.08    | 0.04%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co                                                                     | Perrigo Finance Unlimited Company                                         | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    754000 | PA      | $713924.90    | 0.11%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Blackrock Enhanced Global DIVIId Tr                                                              | BlackRock Enhanced Global Dividend Trust                                  | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     25789 | NS      | $269237.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Pptys Inc                                                                        | National Retail Properties, Inc.                                          | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    147000 | PA      | $124111.37    | 0.02%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Company Ltd                                                                         | Nissan Motor Company, Ltd.                                                | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    179000 | PA      | $176153.78    | 0.03%             | 2023-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                | Iliad Holding SASU                                                        | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    614000 | PA      | $581430.37    | 0.09%             | 2026-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| National Rural Utils CooperatIVe Finance Corp                                                    | National Rural Utilities Cooperative Finance Corporation                  | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    176000 | PA      | $170760.41    | 0.03%             | 2025-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                                       | Raytheon Technologies Corporation                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    307000 | PA      | $301238.52    | 0.05%             | 2028-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                         | Constellation Brands, Inc.                                                | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    295000 | PA      | $269197.41    | 0.04%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                     | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    204000 | PA      | $207271.13    | 0.03%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                     | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    485000 | PA      | $431698.50    | 0.07%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle International Corporation                                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190620.23    | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                                        | Anchorage Capital CLO 16, Ltd.                                            | CUSIP: 03330WAQ7<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-O            | CORP              | XX        |   1550000 | PA      | $1478884.45   | 0.22%             | 2035-01-19      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    141000 | PA      | $120417.02    | 0.02%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Kb Home                                                                                          | KB Home                                                                   | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    395000 | PA      | $354484.85    | 0.05%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Newfield Exploration Co                                                                          | Ovintiv Exploration, Inc.                                                 | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147900.81    | 0.02%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                                           | AI Aqua Merger Sub, Inc., Term Loan                                       | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | DBT              | CORP              | US        |    509829 | PA      | $497720.52    | 0.08%             | 2028-07-30      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                                           | Discover Financial Services                                               | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     72000 | PA      | $76858.78     | 0.01%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                                  | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175274.23    | 0.03%             | 2024-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Santander Uk Group Holdings Plc                                                                  | Santander UK Group Holdings plc                                           | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    221000 | PA      | $204897.32    | 0.03%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                              | Travel + Leisure Company                                                  | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203436.20    | 0.03%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                     | Centene Corporation                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    939000 | PA      | $802845.00    | 0.12%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                             | Booking Holdings, Inc., Convertible                                       | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     26000 | PA      | $37018.80     | 0.01%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Iberiabank Lafayette La                                                                          | First Horizon Bank, 5.660%                                                | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |       265 | NS      | $219950.00    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER                                                                 | Prime Security Services Borrower, LLC, Term Loan                          | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | DBT              | CORP              | US        |    519678 | PA      | $518976.10    | 0.08%             | 2026-09-23      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                                               | Viking Cruises, Ltd.                                                      | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    296000 | PA      | $252126.88    | 0.04%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Allied UnIVersal Holdco Llc  Allied UnIVersal Finance Corp                                       | Allied Universal Holdco, LLC                                              | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $206991.25    | 0.03%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                            | Genesis Energy LP/Genesis Energy Finance Corporation                      | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $271338.75    | 0.04%             | 2030-04-15      | Fixed         | 0.09%                 | 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        |     35200 | NS      | $357280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                                                         | UGI Corporation, Convertible, 7.250%                                      | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |       448 | NS      | $40978.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                             | Pilgrim's Pride Corporation                                               | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    416000 | PA      | $338998.40    | 0.05%             | 2032-03-01      | Fixed         | 0.04%                 | 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        |    257924 | PA      | $217978.57    | 0.03%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                      | Prologis, LP                                                              | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    228000 | PA      | $218466.88    | 0.03%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                              | Station Casinos, LLC                                                      | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    383000 | PA      | $322836.83    | 0.05%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| INFORMATICA LLC                                                                                  | Informatica, LLC, Term Loan                                               | CUSIP: N/A<br>LEI: 5493007SV33RZV7RPS40       | Long             | DBT              | CORP              | US        |    260344 | PA      | $259448.64    | 0.04%             | 2028-10-29      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Starfruit Finco B V                                                                              | Nouryon USA, LLC, Term Loan                                               | CUSIP: N/A<br>LEI: 549300K7VB5G6LULFT41       | Long             | DBT              | CORP              | US        |    524222 | PA      | $518324.90    | 0.08%             | 2025-10-01      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                           | Credit Suisse Group AG                                                    | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $194000.00    | 0.03%             | 2027-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                                     | Danaher Corporation                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1717 | NS      | $453940.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                                  | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    108000 | PA      | $101844.00    | 0.02%             | 2024-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Chobani Llc                                                                                      | Chobani, LLC, Term Loan                                                   | CUSIP: N/A<br>LEI: 549300ISVDMZ91KNTR38       | Long             | DBT              | CORP              | US        |    163138 | PA      | $162067.59    | 0.02%             | 2027-10-23      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Broadcom Corporation  Broadcom Cayman Finance Ltd                                                | Broadcom Corporation/Broadcom Cayman Finance, Ltd.                        | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $212943.17    | 0.03%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ncl Corporation Ltd                                                                              | NCL Corporation, Ltd.                                                     | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    182000 | PA      | $170852.50    | 0.03%             | 2024-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                      | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    322000 | PA      | $336783.02    | 0.05%             | 2026-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                                     | Business Jet Securities, LLC                                              | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215790 | PA      | $197993.67    | 0.03%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cwmbs Inc                                                                                        | CHL Mortgage Pass-Through Trust                                           | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    307350 | PA      | $286092.73    | 0.04%             | 2035-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                                  | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    265000 | PA      | $234684.00    | 0.04%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                                                                               | Grinding Media, Inc., Term Loan                                           | CUSIP: N/A<br>LEI: 254900IYFJ03EGFQ8C34       | Long             | DBT              | CORP              | US        |    178436 | PA      | $173975.36    | 0.03%             | 2028-10-12      | Floating      | 0.08%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations Lp                                                                     | Hess Midstream Operations, LP                                             | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $410899.80    | 0.06%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                                        | Ionis Pharmaceuticals, Inc., Convertible                                  | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121941.60    | 0.02%             | 2024-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                               | Roche Holdings, Inc.                                                      | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    141000 | PA      | $124675.35    | 0.02%             | 2028-12-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                                         | Permian Resources Operating, LLC, Convertible                             | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     48000 | PA      | $91296.00     | 0.01%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Apple Incorporation                                                                              | Apple, Inc.                                                               | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    781000 | PA      | $693085.67    | 0.11%             | 2029-09-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                             | Boston Properties, LP                                                     | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    147000 | PA      | $116032.89    | 0.02%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Global Pmts Inc                                                                                  | Global Payments, Inc.                                                     | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61045.98     | 0.01%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    184000 | PA      | $180028.90    | 0.03%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                           | Lumen Technologies, Inc.                                                  | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    335000 | PA      | $286425.00    | 0.04%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| JACOBS ENTERTAINMENT INC                                                                         | Jacobs Entertainment, Inc.                                                | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    268000 | PA      | $249250.72    | 0.04%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                           | VICI Properties, LP/VICI Note Company, Inc.                               | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576000 | PA      | $572976.00    | 0.09%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Ag                                                                                 | Credit Suisse Group AG                                                    | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    167000 | PA      | $158232.50    | 0.02%             | 2023-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    384000 | PA      | $325957.37    | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Indymac Inda Mortgage Loan Trust 2006-Ar1                                                        | IndyMac INDA Mortgage Loan Trust                                          | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1755755 | PA      | $1383920.87   | 0.21%             | 2036-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                              | American Tower Corporation                                                | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    144000 | PA      | $127585.06    | 0.02%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    294000 | PA      | $264014.92    | 0.04%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                 | Deutsche Bank AG                                                          | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    209000 | PA      | $165110.93    | 0.03%             | 2033-01-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Invs Inc                                                                        | Omega Healthcare Investors, Inc.                                          | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    147000 | PA      | $118937.60    | 0.02%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                          | Becton, Dickinson and Company                                             | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    221000 | PA      | $196586.89    | 0.03%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                                         | Microchip Technology, Inc.                                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1844 | NS      | $143131.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    995238 | PA      | $91205.81     | 0.01%             | 2033-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding Llc                                                                     | Deerfield Dakota Holding, LLC, Term Loan                                  | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | DBT              | CORP              | US        |    106726 | PA      | $103066.69    | 0.02%             | 2027-04-09      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, Inc.                                                              | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    189000 | PA      | $149790.76    | 0.02%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                            | Level 3 Financing, Inc., Term Loan                                        | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | DBT              | CORP              | US        |    271000 | PA      | $266089.48    | 0.04%             | 2027-03-01      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2006-2                                                        | Renaissance Home Equity Loan Trust                                        | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389900 | PA      | $157572.43    | 0.02%             | 2036-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC/CCO Holdings Capital Corporation                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $432326.25    | 0.07%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    962288 | PA      | $42767.36     | 0.01%             | 2028-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217400.00    | 0.03%             | 2026-08-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                                                                           | Mitchell International, Inc., Term Loan                                   | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | DBT              | CORP              | US        |    326178 | PA      | $310821.91    | 0.05%             | 2028-10-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Gci Llc                                                                                          | GCI, LLC                                                                  | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    625000 | PA      | $550337.50    | 0.08%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, 4.700%                                                    | CUSIP: 74460W594<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       625 | NS      | $13556.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Svcs Group Inc                                                                | Hartford Financial Services Group, Inc.                                   | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    148000 | PA      | $132126.68    | 0.02%             | 2029-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                                 | LPL Holdings, Inc.                                                        | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $322200.00    | 0.05%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                            | Level 3 Financing, Inc.                                                   | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    183000 | PA      | $155020.67    | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    146000 | PA      | $126509.39    | 0.02%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    192000 | PA      | $197791.33    | 0.03%             | 2026-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                             | Kraft Heinz Foods Company                                                 | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    602000 | PA      | $586471.05    | 0.09%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                                              | Boxer Parent Company, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | DBT              | CORP              | US        |    397835 | PA      | $390427.60    | 0.06%             | 2025-10-02      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Telesat Canada  Telesat Llc                                                                      | Telesat Canada/Telesat, LLC                                               | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     90000 | PA      | $25145.72     | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DIRECTV Financing, LLC, Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    633061 | PA      | $621652.83    | 0.09%             | 2027-08-02      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                  | Naked Juice, LLC, Term Loan                                               | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | DBT              | CORP              | US        |    188526 | PA      | $173006.83    | 0.03%             | 2029-01-24      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Tr                                                                             | Kite Realty Group Trust                                                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       670 | NS      | $14539.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncl Corporation Ltd                                                                              | NCL Corporation, Ltd.                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    134000 | PA      | $115907.32    | 0.02%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Discover Bank Greenwood Del                                                                      | Discover Bank                                                             | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    295000 | PA      | $283545.72    | 0.04%             | 2028-08-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                                                                                | Marathon Oil Corporation                                                  | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    148000 | PA      | $144578.31    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                                                 | AlixPartners, LLP, Term Loan                                              | CUSIP: N/A<br>LEI: 5493005G2MHUFTGARL57       | Long             | DBT              | CORP              | US        |    184000 | PA      | $183565.76    | 0.03%             | 2028-02-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Longfellow Place CLO Ltd                                                                         | Longfellow Place CLO, Ltd.                                                | CUSIP: 54303PBC8<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1285357.95   | 0.20%             | 2029-04-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $220782.29    | 0.03%             | 2025-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    865927 | PA      | $34931.77     | 0.01%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                         | Rogers Communications, Inc.                                               | CUSIP: 775109BS9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $112497.39    | 0.02%             | 2082-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                                                           | VistaJet Malta Finance plc/XO Management Holding, Inc.                    | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    411000 | PA      | $362460.90    | 0.06%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                     | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1290683.10   | 0.20%             | 2051-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, Inc.                                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    291000 | PA      | $257684.40    | 0.04%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                            | CUSIP: 3137H03L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |  13094326 | PA      | $1199594.78   | 0.18%             | 2050-12-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLTECH INC                                                                                      | Alltech, Inc., Term Loan                                                  | CUSIP: N/A<br>LEI: 549300HV8FN6KMLFMN67       | Long             | DBT              | CORP              | US        |    158045 | PA      | $151871.66    | 0.02%             | 2028-10-15      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Blackrock Enhanced Equity DIVidend Tr                                                            | BlackRock Enhanced Equity Dividend Trust                                  | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      1100 | NS      | $10230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                       | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    165000 | PA      | $147022.78    | 0.02%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                                         | Madison Park Funding XVIII, Ltd.                                          | CUSIP: 55819BBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1850000 | PA      | $1774396.05   | 0.27%             | 2030-10-21      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Cwmbs Inc                                                                                        | Countrywide Home Loan Mortgage Pass Through Trust                         | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    224072 | PA      | $175882.96    | 0.03%             | 2035-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Lns Inc Mortgage Pass Through Ctf                                           | Residential Accredit Loans, Inc. Trust                                    | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    341861 | PA      | $289006.40    | 0.04%             | 2035-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                           | Goodyear Tire & Rubber Company                                            | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    315000 | PA      | $277492.95    | 0.04%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Sprint Capital Corp                                                                              | Sprint Capital Corporation                                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    930000 | PA      | $1148550.00   | 0.17%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                                     | Tapestry, Inc.                                                            | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122953.19    | 0.02%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127761.54    | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                             | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    203000 | PA      | $217977.34    | 0.03%             | 2025-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-Ar5                                                           | Citigroup Mortgage Loan Trust, Inc.                                       | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1035207 | PA      | $880324.21    | 0.13%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                     | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1348652.69   | 0.20%             | 2051-02-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    134000 | PA      | $118426.86    | 0.02%             | 2030-04-15      | Fixed         | 0.09%                 | 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        |   2801135 | PA      | $2364487.62   | 0.36%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                              | FS KKR Capital Corporation                                                | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |       973 | NS      | $19129.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                         | Intercontinental Exchange, Inc.                                           | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    208000 | PA      | $205339.01    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Southwest Airls Co                                                                               | Southwest Airlines Company, Convertible                                   | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    308000 | PA      | $369292.00    | 0.06%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | American Airlines, Inc.                                                   | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    974000 | PA      | $1084115.57   | 0.16%             | 2025-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                            | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    778707 | PA      | $761489.32    | 0.12%             | 2051-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA S P A NEW                                                                         | Telecom Italia SPA                                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |     50000 | PA      | $48510.50     | 0.01%             | 2024-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                                   | Hertz Corporation                                                         | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    392000 | PA      | $320460.00    | 0.05%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                         | Capital One Financial Corporation                                         | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    206000 | PA      | $182502.14    | 0.03%             | 2030-03-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US INC                                                                               | Charter Next Generation, Inc., Term Loan                                  | CUSIP: N/A<br>LEI: 549300KRNU8RNVGYXG75       | Long             | DBT              | CORP              | US        |    183532 | PA      | $182318.66    | 0.03%             | 2027-12-01      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                             | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    511000 | PA      | $539038.57    | 0.08%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                       | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139467.45    | 0.02%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited  Titan Co-Borrower Llc                                                 | Titan Acquisition, Ltd./Titan Co-Borrower, LLC                            | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    190000 | PA      | $179721.00    | 0.03%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                         | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190243.91    | 0.03%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                                   | Air Lease Corporation                                                     | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    133000 | PA      | $125129.29    | 0.02%             | 2025-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                               | Mattamy Group Corporation                                                 | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    373000 | PA      | $341295.00    | 0.05%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RLG HOLDINGS LLC                                                                                 | RLG Holdings, LLC, Term Loan                                              | CUSIP: N/A<br>LEI: 254900Y6CDN3X5BPSO77       | Long             | DBT              | CORP              | US        |    168241 | PA      | $160460.31    | 0.02%             | 2028-07-08      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                        | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    280000 | PA      | $245605.95    | 0.04%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     82000 | PA      | $80934.00     | 0.01%             | 2025-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                            | Lincoln National Corporation                                              | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108033.75    | 0.02%             | 2023-02-17      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                            | Caesars Entertainment, Inc.                                               | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    686000 | PA      | $683357.53    | 0.10%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $122082.95    | 0.02%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                        | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    343000 | PA      | $311119.81    | 0.05%             | 2025-09-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    244000 | PA      | $229360.00    | 0.03%             | 2025-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Multifamily WI Certificates        | CUSIP: 3137H9PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    675000 | PA      | $691553.57    | 0.10%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc., Convertible                                    | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    196000 | PA      | $194040.00    | 0.03%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                | Eversource Energy                                                         | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    299000 | PA      | $299339.80    | 0.05%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                                               | Scripps Escrow, Inc.                                                      | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $298987.50    | 0.05%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                                   | BBCMS Mortgage Trust                                                      | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5423659 | PA      | $236632.07    | 0.04%             | 2055-02-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    332000 | PA      | $336572.20    | 0.05%             | 2025-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Nep Group Inc                                                                                    | NEP Group, Inc., Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    173326 | PA      | $155646.60    | 0.02%             | 2025-10-20      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                           | Marriott International, Inc.                                              | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143308.68    | 0.02%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fti Consulting Inc                                                                               | FTI Consulting, Inc., Convertible                                         | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |    126000 | PA      | $199395.00    | 0.03%             | 2023-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALI GROUP NORTH AMERICA                                                                          | Ali Group North America Corporation, Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    254587 | PA      | $253752.17    | 0.04%             | 2029-07-22      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                            | CUSIP: 3137AS6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    667754 | PA      | $28937.19     | 0.00%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    162000 | PA      | $149165.25    | 0.02%             | 2026-04-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Glencore Funding Llc                                                                             | Glencore Funding, LLC                                                     | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212905.22    | 0.03%             | 2027-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp                                                              | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170381.25    | 0.03%             | 2027-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Provident Financing Trust I                                                                      | Provident Financing Trust I                                               | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $82875.00     | 0.01%             | 2038-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                      | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    148000 | PA      | $162999.28    | 0.02%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley, 7.125%                                                    | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     13100 | NS      | $333264.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD EQUITY PARTNERS LP                                                                     | Crestwood Equity Partners, LP, 9.250%                                     | CUSIP: 226344307<br>LEI: 549300CUY0F1TYDLDL45 | Long             | EP               | CORP              | US        |     21025 | NS      | $196373.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                                | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    141000 | PA      | $124973.26    | 0.02%             | 2032-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    442000 | PA      | $423774.11    | 0.06%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                                           | Commonwealth Bank of Australia                                            | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    177000 | PA      | $142302.49    | 0.02%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housin                                                                   | Pagaya AI Technology in Housing Trust                                     | CUSIP: 69547NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1033412.82   | 0.16%             | 2025-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                            | Caesars Entertainment, Inc., Term Loan                                    | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | DBT              | CORP              | US        |    422000 | PA      | $421413.42    | 0.06%             | 2030-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                                        | Olin Corporation                                                          | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19462.73     | 0.00%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                 | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    299000 | PA      | $307542.80    | 0.05%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2155828 | PA      | $80790.94     | 0.01%             | 2028-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Usa Compression Partners Lp  Usa Compression Finance Corp                                        | USA Compression Partners, LP/USA Compression Finance Corporation          | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $440671.05    | 0.07%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation                                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    351000 | PA      | $347490.00    | 0.05%             | 2025-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Hub International Ltd                                                                            | HUB International, Ltd., Term Loan                                        | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | DBT              | CORP              | US        |    445000 | PA      | $444225.70    | 0.07%             | 2025-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                  | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    218000 | PA      | $214652.46    | 0.03%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                                   | EPR Properties                                                            | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    218000 | PA      | $168530.70    | 0.03%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                                 | Delta 2 Lux SARL, Term Loan                                               | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | DBT              | CORP              | US        |    383000 | PA      | $383877.07    | 0.06%             | 2030-01-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                                            | Hilton Domestic Operating Company, Inc.                                   | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    910000 | PA      | $857876.11    | 0.13%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                                       | Fertitta Entertainment, LLC/NV, Term Loan                                 | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | DBT              | CORP              | US        |    157603 | PA      | $155610.91    | 0.02%             | 2029-01-27      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    404000 | PA      | $259699.28    | 0.04%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Boeing Company Iam Commercial Paper 42                                                           | Boeing Company                                                            | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204935.42    | 0.03%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                         | Onslow Bay Mortgage Loan Trust                                            | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1127801 | PA      | $1104414.50   | 0.17%             | 2062-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                          | Hyundai Capital America                                                   | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    221000 | PA      | $203624.92    | 0.03%             | 2027-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Guitar Center Escrow II Inc                                                                      | Guitar Center Escrow Issuer II, Inc.                                      | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $125703.36    | 0.02%             | 2026-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II Global Medium Terminal Nts Book Entry Registered S              | Principal Life Global Funding II                                          | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    218000 | PA      | $192547.06    | 0.03%             | 2026-08-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                            | Jane Street Group, LLC, Term Loan                                         | CUSIP: N/A<br>LEI: 5493002N1IVX6KHGYO08       | Long             | DBT              | CORP              | US        |    209466 | PA      | $208581.70    | 0.03%             | 2028-01-26      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                           | AthenaHealth Group, Inc., Term Loan                                       | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | DBT              | CORP              | US        |    502372 | PA      | $475158.73    | 0.07%             | 2029-02-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                                            | Antero Resources Corporation                                              | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    481000 | PA      | $448532.50    | 0.07%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | UBS AG                                                                    | CUSIP: H72108HG3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    265000 | PA      | $262397.70    | 0.04%             | 2024-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                                           | CNH Industrial Capital, LLC                                               | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80911.71     | 0.01%             | 2023-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                                 | Fifth Third Bank NA                                                       | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142730.82    | 0.02%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                         | Toyota Motor Credit Corporation                                           | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188181.72    | 0.03%             | 2029-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ms&Ad Insurance Group Hldgs                                                                      | Sumitomo Mitsui Financial Group, Inc.                                     | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    148000 | PA      | $142109.13    | 0.02%             | 2024-09-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                                               | Gray Escrow II, Inc.                                                      | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $769025.00    | 0.12%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                              | United Airlines, Inc., Term Loan                                          | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | DBT              | CORP              | US        |    764719 | PA      | $763006.18    | 0.12%             | 2028-04-21      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Invs Inc                                                                        | Omega Healthcare Investors, Inc.                                          | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144011.55    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                                 | Vail Resorts, Inc., Convertible                                           | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264950.00    | 0.04%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                                      | Sprint Corporation                                                        | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    367000 | PA      | $380926.18    | 0.06%             | 2025-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS                                                                          | Brookfield WEC Holdings, Inc., Term Loan                                  | CUSIP: N/A<br>LEI: 5493002M6GRSU1IWMG57       | Long             | DBT              | CORP              | US        |    387013 | PA      | $386289.01    | 0.06%             | 2025-08-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Voya Global Equity DIVidend & Premium Opportunity Fd                                             | Voya Global Equity Dividend & Premium Opportunity Fund                    | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     34705 | NS      | $190877.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericrest Opportunity Loan Trasferee                                                             | Vericrest Opportunity Loan Transferee                                     | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1003898.39   | 0.15%             | 2051-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                           | Comstock Resources, Inc.                                                  | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216787.50    | 0.03%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Ss&C Technologies Inc                                                                            | SS&C Technologies, Inc.                                                   | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1053109.90   | 0.16%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Hyland Software Inc                                                                              | Hyland Software, Inc., Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    384995 | PA      | $383639.61    | 0.06%             | 2024-07-01      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                   | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163411.68    | 0.02%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP                                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    164000 | PA      | $153812.32    | 0.02%             | 2026-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $168581.25    | 0.03%             | 2026-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc.                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       492 | NS      | $46228.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                                              | Delta Air Lines, Inc.                                                     | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204793.96    | 0.03%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                                             | National Fuel Gas Company                                                 | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    296000 | PA      | $297312.19    | 0.05%             | 2026-01-15      | Fixed         | 0.06%                 | 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        |   3693509 | PA      | $3366938.06   | 0.51%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                               | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132010.48    | 0.02%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                                                                            | Euronet Worldwide, Inc., Convertible                                      | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    282000 | PA      | $275126.25    | 0.04%             | 2049-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                        | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275630.34    | 0.04%             | 2025-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                          | Algonquin Power & Utilities Corporation                                   | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $135200.00    | 0.02%             | 2082-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Synchrony Finl                                                                                   | Synchrony Financial                                                       | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    141000 | PA      | $138338.32    | 0.02%             | 2024-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                                         | Cheniere Energy Partners, LP                                              | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271319.75    | 0.04%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Blackrock Credit Allocation Income Tr                                                            | BlackRock Credit Allocation Income Trust                                  | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     31134 | NS      | $352436.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                           | Canadian Imperial Bank of Commerce                                        | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $126073.67    | 0.02%             | 2032-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                    | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $219668.33    | 0.03%             | 2026-06-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Secs Inc                                                                   | Banc of America Mortgage Securities Trust                                 | CUSIP: 05949CFW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152316 | PA      | $129913.10    | 0.02%             | 2035-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                                                                               | Greenbrier Companies, Inc., Convertible                                   | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    163000 | PA      | $138305.50    | 0.02%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC/CCO Holdings Capital Corporation                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $325550.00    | 0.05%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                                                             | Telephone and Data Systems, Inc., 6.000%                                  | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     12500 | NS      | $216500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                                                               | CNX Resources Corporation, Convertible                                    | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    206000 | PA      | $298906.00    | 0.05%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                           | General Motors Financial Company, Inc.                                    | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127386.96    | 0.02%             | 2025-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Svcs Group Inc                                                                | Hartford Financial Services Group, Inc.                                   | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    216000 | PA      | $184734.00    | 0.03%             | 2047-02-12      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                                       | Affirm Asset Securitization Trust                                         | CUSIP: 00834WAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1157433.60   | 0.18%             | 2027-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                                          | PTC, Inc.                                                                 | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    305000 | PA      | $284145.63    | 0.04%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                                                                               | Gen Digital, Inc., Term Loan                                              | CUSIP: N/A<br>LEI: YF6ZV0M6AU4FY94MK914       | Long             | DBT              | CORP              | US        |    314168 | PA      | $313250.65    | 0.05%             | 2029-09-12      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                       | Ecolab, Inc.                                                              | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    194000 | PA      | $161991.19    | 0.02%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    141000 | PA      | $147262.54    | 0.02%             | 2029-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Secs Corp                                                             | Washington Mutual Mortgage Pass-Through Certificates                      | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    346839 | PA      | $288591.16    | 0.04%             | 2035-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131238.40    | 0.02%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Enterprise Prods Operating Llc                                                                   | Enterprise Products Operating, LLC                                        | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    178000 | PA      | $170395.84    | 0.03%             | 2077-08-16      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Bway Holding Co                                                                                  | Mauser Packaging Solutions Holding Company, Term Loan                     | CUSIP: N/A<br>LEI: 549300DNGHXL0OMHW304       | Long             | DBT              | CORP              | US        |    316052 | PA      | $312891.09    | 0.05%             | 2024-04-03      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                                                              | Sumitomo Life Insurance Company                                           | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $360800.00    | 0.05%             | 2081-04-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                                                                          | Central Garden & Pet Company                                              | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    565000 | PA      | $480419.50    | 0.07%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Yum Brands Inc                                                                                   | Yum! Brands, Inc.                                                         | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    665000 | PA      | $621941.25    | 0.09%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Enlink Midstream Partners Lp                                                                     | EnLink Midstream Partners, LP                                             | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    680000 | PA      | $659310.05    | 0.10%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                                                                         | Holly Energy Partners, LP/Holly Energy Finance Corporation                | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $282782.50    | 0.04%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                               | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347901.50    | 0.05%             | 2024-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                                                | Syneos Health, Inc.                                                       | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    505000 | PA      | $408418.75    | 0.06%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                     | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    364000 | PA      | $346582.60    | 0.05%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                                                   | CarVal CLO VIII-C, Ltd.                                                   | CUSIP: 14686NAC5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1498840.50   | 0.23%             | 2035-10-22      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                                   | Proofpoint, Inc., Term Loan                                               | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | DBT              | CORP              | US        |    346126 | PA      | $339040.74    | 0.05%             | 2028-08-31      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                  | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    279000 | PA      | $295095.97    | 0.04%             | 2027-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                                      | Imperial Brands Finance plc                                               | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $122606.75    | 0.02%             | 2024-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                           | Lumen Technologies, Inc., Term Loan                                       | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | DBT              | CORP              | US        |    540286 | PA      | $521759.74    | 0.08%             | 2027-03-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Panther Bf Aggregator 2 Lp  Panther Finance Company Inc                                          | Clarios Global, LP                                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    185000 | PA      | $184262.20    | 0.03%             | 2027-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Diageo Capital Plc                                                                               | Diageo Capital plc                                                        | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    121000 | PA      | $111328.85    | 0.02%             | 2025-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                               | CNX Resources Corporation                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    330000 | PA      | $302932.42    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                          | Becton, Dickinson and Company, Convertible, 6.000%                        | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |      7966 | NS      | $401167.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                                             | M&T Bank Corporation                                                      | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168000.00    | 0.03%             | 2026-09-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                                              | Estee Lauder Companies, Inc.                                              | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    123000 | PA      | $103474.11    | 0.02%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                            | Huntington Bancshares, Inc.                                               | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    226000 | PA      | $211800.23    | 0.03%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Blackrock Core Bond Tr                                                                           | BlackRock Core Bond Trust                                                 | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |     19019 | NS      | $217387.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc.                                                             | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    380000 | PA      | $337649.00    | 0.05%             | 2026-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Dtz United States Borrower Llc                                                                   | Cushman & Wakefield US Borrower, LLC, Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    260331 | PA      | $259029.12    | 0.04%             | 2025-08-21      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., Convertible                                   | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $288437.50    | 0.04%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | Expedia Group, Inc.                                                       | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $1714.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp                                                                                    | Allstate Corporation, 5.100%                                              | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     12700 | NS      | $305054.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                                                             | Wabash National Corporation                                               | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438729.57    | 0.07%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                              | Abbott Laboratories                                                       | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    752000 | PA      | $621826.02    | 0.09%             | 2030-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                                         | Great Outdoors Group, LLC, Term Loan                                      | CUSIP: N/A<br>LEI: 549300IYLDI2E8I2AU46       | Long             | DBT              | CORP              | US        |    362083 | PA      | $355475.31    | 0.05%             | 2028-03-05      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                             | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    658000 | PA      | $514819.20    | 0.08%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: —       |
| Kkr & Company Inc                                                                                | KKR & Company, Inc., Convertible, 6.000%                                  | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      5767 | NS      | $389618.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                                                | Post Holdings, Inc.                                                       | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    196000 | PA      | $181765.20    | 0.03%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                                                                      | CHNGE Mortgage Trust                                                      | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    992980 | PA      | $950094.35    | 0.14%             | 2067-03-25      | Variable      | 0.04%                 | 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        |   1391657 | PA      | $1296615.10   | 0.20%             | 2061-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Midstream Partners Lp                                                            | Dominion Energy, Inc.                                                     | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122261.71    | 0.02%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                                       | Schlumberger Holdings Corporation                                         | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89703.23     | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B V                                                       | Deutsche Telekom International Finance BV                                 | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    499000 | PA      | $609616.14    | 0.09%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                       | Capital One Financial Corporation, 5.000%                                 | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     10275 | NS      | $224919.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TIBCO SOFTWARE INC                                                                               | TIBCO Software, Inc., Term Loan                                           | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | DBT              | CORP              | US        |    281000 | PA      | $258871.25    | 0.04%             | 2029-03-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                              | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $162565.68    | 0.02%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                          | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    448000 | PA      | $446929.28    | 0.07%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                        | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72667.75     | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Rfmsi Series 2007-S7 Tr                                                                          | Residential Funding Mortgage Security I Trust                             | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    228663 | PA      | $177794.77    | 0.03%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP                                                                            | Verscend Holding Corporation, Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    382030 | PA      | $380937.77    | 0.06%             | 2025-08-27      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Midstream Partners Lp                                                            | Dominion Energy, Inc.                                                     | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256547.50    | 0.04%             | 2024-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                                                                           | Pactiv Evergreen Group                                                    | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $319965.30    | 0.05%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nuveen Credit Strategies Income Fd                                                               | Nuveen Credit Strategies Income Fund                                      | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     67975 | NS      | $369104.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                                             | JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.                 | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    395000 | PA      | $351897.60    | 0.05%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Prods Inc                                                             | GMAC Mortgage Corporation Loan Trust                                      | CUSIP: 76112BYF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12689 | PA      | $11985.52     | 0.00%             | 2035-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                                | Post Holdings, Inc.                                                       | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    433000 | PA      | $426539.64    | 0.06%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                                              | Invitation Homes Operating Partnership, LP                                | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    223000 | PA      | $173070.72    | 0.03%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                               | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    278000 | PA      | $230501.54    | 0.03%             | 2031-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                            | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    255000 | PA      | $212710.57    | 0.03%             | 2029-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                                                     | Enerflex, Ltd.                                                            | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    267000 | PA      | $271944.84    | 0.04%             | 2027-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings Llc                                                             | Cheniere Corpus Christi Holdings, LLC                                     | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    241000 | PA      | $243322.48    | 0.04%             | 2025-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                           | Verizon Communications, Inc.                                              | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    296000 | PA      | $243846.19    | 0.04%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                                               | Kohl's Corporation                                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    131000 | PA      | $97060.52     | 0.01%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                                | Vertiv Group Corporation, Term Loan                                       | CUSIP: N/A<br>LEI: 549300ZT8RQ5VK10E643       | Long             | DBT              | CORP              | US        |    260336 | PA      | $259034.20    | 0.04%             | 2027-03-02      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                                         | Suburban Propane Partners, LP/Suburban Energy Finance Corporation         | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $278392.39    | 0.04%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ard Finance S A                                                                                  | ARD Finance SA                                                            | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    159000 | PA      | $124725.96    | 0.02%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L P                                                                     | Cheniere Energy Partners, LP                                              | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    401000 | PA      | $376186.12    | 0.06%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Barclays Plc                                                                                     | Barclays plc                                                              | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    299000 | PA      | $297742.69    | 0.05%             | 2024-05-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Cascades Inc  Cascades Usa Inc                                                                   | Cascades USA, Inc.                                                        | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    325000 | PA      | $302913.27    | 0.05%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Capital One Bank Usa National Association Glen Allen Va                                          | Capital One Bank USA NA                                                   | CUSIP: 14042TCT2<br>LEI: LKE37K2B8CFZUR7F9816 | Long             | DBT              | CORP              | US        |    199000 | PA      | $188316.34    | 0.03%             | 2026-01-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                                      | Southern Company                                                          | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139508.92    | 0.02%             | 2024-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through    | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6650000 | PA      | $6674417.94   | 1.01%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                          | Simon Property Group, LP                                                  | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    244000 | PA      | $211851.82    | 0.03%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L P                                                                                | Kilroy Realty, LP                                                         | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    291000 | PA      | $284638.09    | 0.04%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                           | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167846.91    | 0.03%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149437.50    | 0.02%             | 2023-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| TASEKO MINES LTD                                                                                 | Taseko Mines, Ltd.                                                        | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    358000 | PA      | $339205.00    | 0.05%             | 2026-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                            | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    561000 | PA      | $518660.20    | 0.08%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                              | American Tower Corporation                                                | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244127.14    | 0.04%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                                                       | USI, Inc./NY, Term Loan                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    388000 | PA      | $387903.00    | 0.06%             | 2029-11-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Transocean Proteus Ltd                                                                           | Transocean Proteus, Ltd.                                                  | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |    104000 | PA      | $105043.14    | 0.02%             | 2024-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT CORP                                                                                   | Open Text Corporation, Term Loan                                          | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | DBT              | CORP              | US        |    403000 | PA      | $402093.25    | 0.06%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                                            | Burlington Stores, Inc., Convertible                                      | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    317000 | PA      | $392683.75    | 0.06%             | 2025-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                                                                  | Hecla Mining Company                                                      | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189470.56    | 0.03%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                                           | Park Intermediate Holdings, LLC                                           | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $464236.84    | 0.07%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                                     | Calpine Corporation                                                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    379000 | PA      | $349726.12    | 0.05%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                                                   | CarVal CLO, Ltd.                                                          | CUSIP: 14686FAG3<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-O            | CORP              | XX        |   1100000 | PA      | $1064307.20   | 0.16%             | 2034-04-21      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                                               | Wind River CLO, Ltd.                                                      | CUSIP: 97316FAE1<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $716592.00    | 0.11%             | 2030-07-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Bnp Paribas Medium Terminal Nts Book Entry 3a2                                                   | BNP Paribas SA                                                            | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    199000 | PA      | $190620.56    | 0.03%             | 2025-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                        | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175052.50    | 0.03%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co                                                                              | CME Ultra Long Term U.S. Treasury Bond                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        79 | NC      | $649018.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PINE STREET TRUST I                                                                              | Pine Street Trust I                                                       | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $142137.33    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                         | Santander UK Group Holdings plc                                           | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    286000 | PA      | $250978.20    | 0.04%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                      | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    217000 | PA      | $215666.18    | 0.03%             | 2025-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                                             | Cengage Learning, Inc., Term Loan                                         | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | DBT              | CORP              | US        |    173338 | PA      | $164931.27    | 0.03%             | 2026-07-14      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                                   | Pretium Mortgage Credit Partners, LLC                                     | CUSIP: 74143KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    709285 | PA      | $652216.36    | 0.10%             | 2051-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                                                   | Benefit Street Partners CLO, Ltd.                                         | CUSIP: 08182BAQ1<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1336127.80   | 0.20%             | 2032-07-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                            | Caesars Entertainment, Inc.                                               | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    481000 | PA      | $411255.00    | 0.06%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Banco Santander Mexico S A Institucion De Banca Multiple Grupo Financiero Santander Mex          | Banco Santander Mexico SA                                                 | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     87000 | PA      | $87191.40     | 0.01%             | 2025-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                                         | United Natural Foods, Inc.                                                | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    298000 | PA      | $287570.00    | 0.04%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings Inc                                                                            | Innophos Holdings, Inc.                                                   | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    203000 | PA      | $200170.18    | 0.03%             | 2028-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                  | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    127000 | PA      | $122196.82    | 0.02%             | 2024-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                            | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135933.36    | 0.02%             | 2023-11-10      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                         | Capital One Financial Corporation                                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71170.97     | 0.01%             | 2026-09-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc New                                                                       | Energizer Holdings, Inc.                                                  | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    435000 | PA      | $377762.70    | 0.06%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Erac Usa Finance Llc                                                                             | ERAC USA Finance, LLC                                                     | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    194000 | PA      | $189013.93    | 0.03%             | 2024-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                                         | SCIL IV, LLC/SCIL USA Holdings, LLC                                       | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $464695.92    | 0.07%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings I L P                                                                           | Alliant Holdings Intermediate, LLC, Term Loan                             | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | DBT              | CORP              | US        |    102000 | PA      | $101851.08    | 0.02%             | 2025-05-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                            | Toronto-Dominion Bank                                                     | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $168356.73    | 0.03%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc New                                                                       | Energizer Holdings, Inc.                                                  | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93975.00     | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2016-II                                                                         | Barings CLO, Ltd.                                                         | CUSIP: 06761CAS8<br>LEI: 549300Z33CTC4YAKLT16 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1172997.50   | 0.18%             | 2032-01-20      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                                       | BFLD Trust                                                                | CUSIP: 05493AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1017565.78   | 0.15%             | 2035-10-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Magallanes, Inc.                                                          | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    253000 | PA      | $243965.56    | 0.04%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                                         | Jefferies Finance, LLC                                                    | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $243417.79    | 0.04%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                          | Macy's Retail Holdings, LLC                                               | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $390605.88    | 0.06%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NORDSTROM INC                                                                                    | Nordstrom, Inc.                                                           | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    225000 | PA      | $168954.75    | 0.03%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                   | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1785754 | PA      | $1490756.56   | 0.23%             | 2051-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Regionalcare Hospital Partners Holdings Inc                                                      | LifePoint Health, Inc., Term Loan                                         | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | DBT              | CORP              | US        |    225000 | PA      | $218313.00    | 0.03%             | 2025-11-16      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| FOLEY PRODUCTS CO LLC                                                                            | Foley Products Company, LLC, Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    163130 | PA      | $159970.03    | 0.02%             | 2029-02-16      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance Llc                                                                     | Hilton Worldwide Finance, LLC, Term Loan                                  | CUSIP: N/A<br>LEI: 549300406TN7EY0NPH20       | Long             | DBT              | CORP              | US        |    388000 | PA      | $387328.76    | 0.06%             | 2026-06-21      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Amsted Inds Inc                                                                                  | Amsted Industries, Inc.                                                   | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442228.50    | 0.07%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    284000 | PA      | $279077.42    | 0.04%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    433000 | PA      | $422737.47    | 0.06%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                                 | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    282000 | PA      | $422859.00    | 0.06%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Winnebago Inds Inc                                                                               | Winnebago Industries, Inc., Convertible                                   | CUSIP: 974637AB6<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    154000 | PA      | $180276.25    | 0.03%             | 2025-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Boeing Company Iam Commercial Paper 42                                                           | Boeing Company                                                            | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514036.53    | 0.08%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                                        | Oryx Midstream Services Permian Basin, LLC, Term Loan                     | CUSIP: N/A<br>LEI: 254900YYHRDANYFAHC43       | Long             | DBT              | CORP              | US        |    126000 | PA      | $125527.50    | 0.02%             | 2028-10-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                          | Dell International, LLC/EMC Corporation                                   | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $240994.99    | 0.04%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                                         | Advanced Drainage Systems, Inc.                                           | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447114.15    | 0.07%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC/CCO Holdings Capital Corporation                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $490820.75    | 0.07%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                              | Jazz Securities DAC                                                       | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    268000 | PA      | $244507.12    | 0.04%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution Inc                                                                           | WESCO Distribution, Inc.                                                  | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    655000 | PA      | $671162.98    | 0.10%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                               | Analog Devices, Inc.                                                      | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     72000 | PA      | $60587.76     | 0.01%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                         | Canadian Pacific Railway Company                                          | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $271565.41    | 0.04%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                              | Southern California Edison Company                                        | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     72000 | PA      | $78372.74     | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Nuveen Preferred & Income Secs Fd                                                                | Nuveen Quality Preferred Income Fund II                                   | CUSIP: 67072C105<br>LEI: 1V4KW82TOLZ6S7J7N128 | Long             |  | RF                | US        |     12500 | NS      | $95375.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    766000 | PA      | $744935.00    | 0.11%             | 2024-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                 | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384834.64    | 0.06%             | 2023-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Nxp B V  Nxp Funding Llc                                                                         | NXP BV/NXP Funding, LLC                                                   | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    154000 | PA      | $153656.70    | 0.02%             | 2024-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $212883.13    | 0.03%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                   | Amazon.com, Inc.                                                          | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    312000 | PA      | $319395.01    | 0.05%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                                                     | Semtech Corporation, Convertible                                          | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38570.00     | 0.01%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                                                               | Shackleton CLO, Ltd.                                                      | CUSIP: 81883JAE0<br>LEI: 549300OH4RL7RZQLLL91 | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $885290.25    | 0.13%             | 2034-10-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                                                                          | 510 Asset Backed Trust                                                    | CUSIP: 33835CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $435986.75    | 0.07%             | 2061-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                                                                     | PetSmart, LLC, Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    509816 | PA      | $505675.85    | 0.08%             | 2028-02-12      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                     | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $401460.30    | 0.06%             | 2025-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUVEEN PFD INCOME OPPORTUNITIES FD                                                               | Nuveen Preferred Income Opportunities Fund                                | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |     10100 | NS      | $80396.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                               | Bausch + Lomb Corporation, Term Loan                                      | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | US        |    407975 | PA      | $396690.35    | 0.06%             | 2027-05-10      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                                             | Rackspace Technology Global, Inc.                                         | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    440000 | PA      | $162113.60    | 0.02%             | 2028-12-01      | Fixed         | 0.05%                 | 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        |   3646443 | PA      | $3317609.46   | 0.50%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                                                                             | Whitebox CLO III, Ltd.                                                    | CUSIP: 96467HAG1<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1436830.50   | 0.22%             | 2034-10-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                                     | Ares XL CLO, Ltd.                                                         | CUSIP: 04016GBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | XX        |   1150000 | PA      | $1074216.15   | 0.16%             | 2029-01-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                                                                       | Kaman Corporation, Convertible                                            | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65590.00     | 0.01%             | 2024-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                         | American Airlines, Inc.                                                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    885000 | PA      | $867587.54    | 0.13%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Usis Merger Subordinated Inc                                                                     | USI, Inc./NY                                                              | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134365.50    | 0.02%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                           | General Motors Financial Company, Inc.                                    | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    124000 | PA      | $115876.93    | 0.02%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                                              | First Republic Bank, 4.500%                                               | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     14000 | NS      | $277900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                                                                       | Air Canada, Term Loan                                                     | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | DBT              | CORP              | US        |    494757 | PA      | $493960.33    | 0.07%             | 2028-08-11      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| AlternatIVe Loan Trust 2007-24                                                                   | Countrywide Alternative Loan Trust                                        | CUSIP: 02151GAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182889 | PA      | $69802.44     | 0.01%             | 2037-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 48124BAC9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162553.38    | 0.02%             | 2023-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GIP II BLUE HOLDING LP                                                                           | GIP II Blue Holding, LP, Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    150589 | PA      | $150259.28    | 0.02%             | 2028-09-29      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                                 | United Rentals North America, Inc.                                        | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279043.40    | 0.04%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                             | LHOME Mortgage Trust                                                      | CUSIP: 50203RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1394576.25   | 0.21%             | 2026-09-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                                                           | Fells Point Funding Trust                                                 | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $250304.18    | 0.04%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                                           | MIWD Holdco II, LLC                                                       | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $166294.00    | 0.03%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                               | Ally Financial, Inc.                                                      | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    328000 | PA      | $269780.00    | 0.04%             | 2026-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    295000 | PA      | $249054.54    | 0.04%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                              | Delta Air Lines, Inc.                                                     | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88471.73     | 0.01%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation                                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179264.44    | 0.03%             | 2030-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    495000 | PA      | $451885.50    | 0.07%             | 2026-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                           | Goodyear Tire & Rubber Company                                            | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    195000 | PA      | $164732.10    | 0.02%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Xpo Logistics Inc                                                                                | XPO, Inc., Term Loan                                                      | CUSIP: N/A<br>LEI: 54930096DB9LCLPN7H13       | Long             | DBT              | CORP              | US        |    261000 | PA      | $259979.49    | 0.04%             | 2025-02-23      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Columbia Gas System Inc                                                                          | NiSource, Inc.                                                            | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    164000 | PA      | $159089.40    | 0.02%             | 2023-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                                                               | Radiate Holdco, LLC, Term Loan                                            | CUSIP: N/A<br>LEI: 5493000GQJ5RDX9DNJ71       | Long             | DBT              | CORP              | US        |    174000 | PA      | $144811.50    | 0.02%             | 2026-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                         | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $206578.23    | 0.03%             | 2029-11-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                              | Churchill Downs, Inc.                                                     | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    265000 | PA      | $247949.90    | 0.04%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                                         | Take-Two Interactive Software, Inc.                                       | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    279000 | PA      | $273437.56    | 0.04%             | 2024-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| H & E Equipment Svcs Inc                                                                         | H&E Equipment Services, Inc.                                              | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    814000 | PA      | $716368.84    | 0.11%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                                     | Teleflex, Inc.                                                            | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    223000 | PA      | $205706.51    | 0.03%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Transcanada Tr                                                                                   | TransCanada Trust                                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    342000 | PA      | $332526.60    | 0.05%             | 2076-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                             | JetBlue Airways Corporation, Convertible                                  | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $189720.00    | 0.03%             | 2026-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                         | Delta Air Lines, Inc.                                                     | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304909 | PA      | $301268.77    | 0.05%             | 2025-10-20      | Fixed         | 0.04%                 | 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        |   1537733 | PA      | $1497573.54   | 0.23%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                                    | Colony American Finance, Ltd.                                             | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $934125.68    | 0.14%             | 2029-03-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Plc  Ardagh Holdings Usa Inc                                            | Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.                    | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    700000 | PA      | $573219.50    | 0.09%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL                                                                        | Weatherford International, Ltd.                                           | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    496000 | PA      | $500667.36    | 0.08%             | 2030-04-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    284000 | PA      | $220146.79    | 0.03%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                                           | INEOS US Petrochem, LLC, Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    453848 | PA      | $452373.09    | 0.07%             | 2026-01-29      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                             | Parker-Hannifin Corporation                                               | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134050.30    | 0.02%             | 2024-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Golub Capital Bdc Inc                                                                            | Golub Capital BDC, Inc.                                                   | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |      3678 | NS      | $50388.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | Clarios Global, LP, Term Loan                                             | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |    419000 | PA      | $416980.42    | 0.06%             | 2026-04-30      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                          | UKG, Inc., Term Loan                                                      | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | DBT              | CORP              | US        |    557000 | PA      | $547324.91    | 0.08%             | 2026-05-03      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                                       | Affirm Asset Securitization Trust                                         | CUSIP: 00834JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1248358.75   | 0.19%             | 2028-01-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                            | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    537000 | PA      | $497939.99    | 0.08%             | 2025-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                                               | Connect Finco SARL, Term Loan                                             | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | DBT              | CORP              | US        |    158000 | PA      | $156683.86    | 0.02%             | 2026-12-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146506.07    | 0.02%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS                                                                        | Scientific Games Holdings, LP, Term Loan                                  | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | DBT              | CORP              | US        |    266000 | PA      | $261315.74    | 0.04%             | 2029-04-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| B & G Foods Inc New                                                                              | B&G Foods, Inc.                                                           | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    203000 | PA      | $164176.25    | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                                   | VTR Finance NV                                                            | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $127782.00    | 0.02%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                      | Asurion, LLC, Term Loan                                                   | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | DBT              | CORP              | US        |    477487 | PA      | $450279.81    | 0.07%             | 2027-07-31      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                              | Sherwin-Williams Company                                                  | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139258.94    | 0.02%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc New                                                                            | Iron Mountain, Inc.                                                       | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    440000 | PA      | $397379.40    | 0.06%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                           | Verizon Communications, Inc.                                              | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    247000 | PA      | $220276.17    | 0.03%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                              | SkyMiles IP, Ltd., Term Loan                                              | CUSIP: N/A<br>LEI: 2549008L7P4I8VB90936       | Long             | DBT              | CORP              | US        |    524400 | PA      | $541773.37    | 0.08%             | 2027-10-20      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                | Ares Capital Corporation, Convertible                                     | CUSIP: 04010LAW3<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101317.50    | 0.02%             | 2024-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                                   | Air Lease Corporation                                                     | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    147000 | PA      | $125902.81    | 0.02%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                         | Lloyds Banking Group plc                                                  | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    596000 | PA      | $529647.65    | 0.08%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                               | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    211000 | PA      | $197160.00    | 0.03%             | 2032-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| F New Brunswick Corp                                                                             | FNB Corporation                                                           | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    268000 | PA      | $267408.94    | 0.04%             | 2023-02-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 4.200%                                       | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     14500 | NS      | $288550.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mtrs Co                                                                                  | General Motors Company                                                    | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146647.13    | 0.02%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Commscope Technologies Finance Llc                                                               | CommScope Technologies Finance, LLC                                       | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    730000 | PA      | $691331.90    | 0.10%             | 2025-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    294000 | PA      | $279392.88    | 0.04%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                   | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138231.48    | 0.02%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ncr Corporation New                                                                              | NCR Corporation                                                           | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $999900.00    | 0.15%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| General Mtrs Co                                                                                  | General Motors Company                                                    | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    221000 | PA      | $235354.93    | 0.04%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                   | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    304000 | PA      | $308963.55    | 0.05%             | 2027-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                                     | Teradyne, Inc.                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       708 | NS      | $72003.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating Llc  Charter Communications Operating Capital Corp              | Charter Communications Operating, LLC                                     | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $215324.32    | 0.03%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Corporate Office Pptys L P                                                                       | Corporate Office Properties, LP                                           | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    292000 | PA      | $264261.87    | 0.04%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Tr                                                                      | Long Beach Mortgage Loan Trust                                            | CUSIP: 542514HF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930617 | PA      | $918026.87    | 0.14%             | 2034-09-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                                                                         | Cloud Software Group Holdings, Inc.                                       | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $331728.68    | 0.05%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                           | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    290000 | PA      | $237800.00    | 0.04%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Prods Operating Llc                                                                   | Enterprise Products Operating, LLC                                        | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    148000 | PA      | $144520.04    | 0.02%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136A73W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1316123 | PA      | $43047.88     | 0.01%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                                                                          | Summit Hotel Properties, Inc., Convertible                                | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |    114000 | PA      | $105279.00    | 0.02%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    208000 | PA      | $226086.90    | 0.03%             | 2032-11-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                 | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    820000 | PA      | $823097.44    | 0.12%             | 2025-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                  | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    569000 | PA      | $593198.66    | 0.09%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                                     | Peraton Corporation, Term Loan                                            | CUSIP: N/A<br>LEI: 549300EQPCK07ZW63836       | Long             | DBT              | CORP              | US        |    809901 | PA      | $804839.09    | 0.12%             | 2028-02-01      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Aegon Funding Company Llc                                                                        | Aegon Funding Corporation II, 5.100%                                      | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      5825 | NS      | $131936.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                                                                         | United States Steel Corporation                                           | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    524000 | PA      | $529462.70    | 0.08%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                                           | Williams Companies, Inc.                                                  | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    147000 | PA      | $124418.84    | 0.02%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Passthru Tr                                                               | First Horizon Alternative Mortgage Securities Trust                       | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    149540 | PA      | $134624.67    | 0.02%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm, Inc.                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1327416.42   | 0.20%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                           | CUSIP: 69354NAC0<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    249000 | PA      | $246904.59    | 0.04%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc.                                                     | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $78637.50     | 0.01%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                           | Equitable Holdings, Inc., 5.250%                                          | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     14375 | NS      | $325162.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through    | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2171038 | PA      | $1981615.86   | 0.30%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company Llc                                                                    | Vistra Operations Company, LLC                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    570000 | PA      | $536415.60    | 0.08%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                                | Phoenix Newco, Inc., Term Loan                                            | CUSIP: N/A<br>LEI: 254900PHGVI5379Z9791       | Long             | DBT              | CORP              | US        |    214460 | PA      | $212533.95    | 0.03%             | 2028-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc New                                                                   | Marriott International, Inc.                                              | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214591.34    | 0.03%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    206000 | PA      | $188788.96    | 0.03%             | 2026-02-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through    | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $839375.00    | 0.13%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                                                           | Permian Resources Corporation                                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      8000 | NS      | $86960.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                              | Bank of Nova Scotia                                                       | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    212000 | PA      | $213670.94    | 0.03%             | 2024-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Columbia Gas System Inc                                                                          | NiSource, Inc.                                                            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      4505 | NS      | $125013.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                     | CUSIP: 92873CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1031895.69   | 0.16%             | 2051-02-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley, 5.850%                                                    | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     10500 | NS      | $264075.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                                                                  | Nordea Bank Abp                                                           | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    207000 | PA      | $211621.40    | 0.03%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                                                                 | Sculptor CLO, Ltd.                                                        | CUSIP: 81124LAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1423570.50   | 0.22%             | 2035-01-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                                  | AstraZeneca plc                                                           | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    297000 | PA      | $265003.81    | 0.04%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Verisign Inc                                                                                     | VeriSign, Inc.                                                            | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287484.70    | 0.04%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | Herc Holdings, Inc.                                                       | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    440000 | PA      | $421300.00    | 0.06%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                         | Vistra Operations Company, LLC                                            | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274614.65    | 0.04%             | 2025-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                         | Occidental Petroleum Corporation                                          | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    214000 | PA      | $222311.08    | 0.03%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                             | CHNGE Mortgage Trust                                                      | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1706875 | PA      | $1680522.56   | 0.26%             | 2067-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                                                                         | FWD Securitization Trust                                                  | CUSIP: 302980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    443330 | PA      | $413201.51    | 0.06%             | 2049-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Kkr Real Estate Finance Trust Inc                                                                | KKR Real Estate Finance Trust, Inc., Convertible                          | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46086.25     | 0.01%             | 2023-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $234513.96    | 0.04%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                                           | TK Elevator US Newco, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | DBT              | CORP              | US        |    266000 | PA      | $260975.26    | 0.04%             | 2027-07-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    218000 | PA      | $218373.91    | 0.03%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                     | Credit Suisse Mortgage Trust                                              | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    321161 | PA      | $274616.90    | 0.04%             | 2066-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT 5-Yr. U.S. Treasury Note                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -100 | NC      | $-132777.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                                                              | United Airlines, Inc.                                                     | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $282754.17    | 0.04%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                                         | Elanco Animal Health, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 549300SHPNDCE059M934       | Long             | DBT              | CORP              | US        |    206767 | PA      | $203406.63    | 0.03%             | 2027-08-01      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                        | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    568000 | PA      | $384820.00    | 0.06%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Prime Security Svcs Borrower Llc  Prime Finance Inc                                              | Prime Security Services Borrower, LLC/Prime Finance, Inc.                 | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    834000 | PA      | $817352.95    | 0.12%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                   | Salesforce.com, Inc.                                                      | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    421000 | PA      | $349684.11    | 0.05%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                                         | Mileage Plus Holdings, LLC                                                | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357300 | PA      | $360983.79    | 0.05%             | 2027-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                       | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $222480.87    | 0.03%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                    | Boyne USA, Inc.                                                           | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $299007.78    | 0.05%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $285175.80    | 0.04%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                                             | ICON Luxembourg SARL, Term Loan                                           | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | DBT              | CORP              | US        |    492002 | PA      | $491820.10    | 0.07%             | 2028-07-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                                    | Methanex Corporation                                                      | CUSIP: 59151KAK4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    553000 | PA      | $533396.15    | 0.08%             | 2024-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                              | United Airlines, Inc.                                                     | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    371000 | PA      | $352203.25    | 0.05%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Pimco Dynamic Income Fd                                                                          | Pimco Dynamic Income Fund                                                 | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |     10829 | NS      | $222969.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Olin Corp                                                                                        | Olin Corporation                                                          | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    675000 | PA      | $654804.00    | 0.10%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc & Global Net Lease Operating Partnership L P                                | Global Net Lease, Inc.                                                    | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    942000 | PA      | $796232.35    | 0.12%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                         | Performance Food Group, Inc.                                              | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    293000 | PA      | $261429.25    | 0.04%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through    | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2261176 | PA      | $2082126.15   | 0.32%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                                 | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    173000 | PA      | $168797.09    | 0.03%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Magallanes, Inc.                                                          | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    138000 | PA      | $122813.77    | 0.02%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                                | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179610.70    | 0.03%             | 2028-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                               | Banco Santander SA                                                        | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    230000 | PA      | $199563.71    | 0.03%             | 2026-11-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                  | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $124268.19    | 0.02%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                                                                        | FleetCor Technologies Operating Company, LLC, Term  Loan                  | CUSIP: N/A<br>LEI: 549300FKKKZCXLK48427       | Long             | DBT              | CORP              | US        |    209469 | PA      | $208649.87    | 0.03%             | 2028-04-30      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| II-VI INC                                                                                        | Coherent Corporation, Term Loan                                           | CUSIP: N/A<br>LEI: 549300O5C25A0MMHHU33       | Long             | DBT              | CORP              | US        |    255687 | PA      | $254487.62    | 0.04%             | 2029-07-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                                   | Air Lease Corporation                                                     | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45894.84     | 0.01%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                       | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    400000 | PA      | $398911.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                             | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179276.30    | 0.03%             | 2036-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                            | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    137000 | PA      | $128448.28    | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                                     | AES Corporation, Convertible, 6.875%                                      | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |      4264 | NS      | $425717.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPO ACQUISITION LLC                                                                            | Tempo Acquisition, LLC, Term Loan                                         | CUSIP: N/A<br>LEI: 549300VV0B2RPMHQGA61       | Long             | DBT              | CORP              | US        |    255355 | PA      | $255516.03    | 0.04%             | 2028-08-31      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    478000 | PA      | $447736.34    | 0.07%             | 2025-12-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                                      | NVIDIA Corporation                                                        | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67259.68     | 0.01%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Inc                                                                        | Clear Channel Outdoor Holdings, Inc., Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    484303 | PA      | $459860.57    | 0.07%             | 2026-08-21      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Square Inc                                                                                       | Block, Inc., Convertible                                                  | CUSIP: 852234AD5<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $165880.00    | 0.03%             | 2023-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    148000 | PA      | $134868.05    | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group America Finance Llc                                                             | Volkswagen Group of America Finance, LLC                                  | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65489.42     | 0.01%             | 2025-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc                                                                      | BioMarin Pharmaceutical, Inc., Convertible                                | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337500.00    | 0.05%             | 2027-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                              | Global Payments, Inc.                                                     | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213340.87    | 0.03%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                                            | Lumentum Holdings, Inc., Convertible                                      | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     78000 | PA      | $62641.80     | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                        | Occidental Petroleum Corporation                                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    280000 | PA      | $294456.40    | 0.04%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm, Inc.                                                           | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    515000 | PA      | $514818.59    | 0.08%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        75 | NS      | $18916.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                                                    | Welltower, Inc.                                                           | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    146000 | PA      | $122680.26    | 0.02%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Life Insurance Company N H                                                                       | American International Group, Inc. 5.850%                                 | CUSIP: 026874768<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EP               | CORP              | US        |      5000 | NS      | $126800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    141000 | PA      | $129284.70    | 0.02%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Amsted Inds Inc                                                                                  | Amsted Industries, Inc.                                                   | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44803.00     | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                                        | Anchorage Capital CLO 21, Ltd.                                            | CUSIP: 03331KAE9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1433367.00   | 0.22%             | 2034-10-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    204000 | PA      | $206990.00    | 0.03%             | 2024-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 3.950%                                                    | CUSIP: 74460W446<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      7000 | NS      | $129290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151300.00    | 0.02%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Blackrock Floating Rate Income Strategies Fund Inc                                               | BlackRock Floating Rate Income Strategies Fund, Inc.                      | CUSIP: 09255X100<br>LEI: UZXE8UOGW61VMG5WLP57 | Long             |  | RF                | US        |      1500 | NS      | $17925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHES BUYER INC                                                                                 | Arches Buyer, Inc., Term Loan                                             | CUSIP: N/A<br>LEI: 2549009ADY4208OH2Y47       | Long             | DBT              | CORP              | US        |    112000 | PA      | $108010.56    | 0.02%             | 2027-12-06      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                     | CUSIP: 313384BQ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    500000 | PA      | $499563.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                        | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    833170 | PA      | $943431.72    | 0.14%             | 2032-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource Inc                                                                         | Builders FirstSource, Inc.                                                | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    285000 | PA      | $265732.49    | 0.04%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                                                   | Benefit Street Partners CLO II, Ltd.                                      | CUSIP: 08179XBC8<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $924977.00    | 0.14%             | 2029-07-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1297695.00   | 0.20%             | 2026-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                                                   | Preston Ridge Partners Mortgage Trust, LLC                                | CUSIP: 69360FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1006607.31   | 0.15%             | 2026-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $167874.96    | 0.03%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTAINMENT                                                                   | SeaWorld Parks and Entertainment, Inc.                                    | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    194000 | PA      | $175339.63    | 0.03%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Global Pmts Inc                                                                                  | Global Payments, Inc.                                                     | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    147000 | PA      | $130554.96    | 0.02%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                               | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244307.70    | 0.04%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                                  | Tripadvisor, Inc.                                                         | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102408.00    | 0.02%             | 2025-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through    | CUSIP: 3140XHSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2727425 | PA      | $2405051.81   | 0.36%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| General Mtrs Financial Company Inc                                                               | General Motors Financial Company, Inc.                                    | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241856.51    | 0.04%             | 2024-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS                                                                      | Crown Subsea Communications Holding, Inc., Term Loan                      | CUSIP: N/A<br>LEI: 5493003AYLUE132FIO27       | Long             | DBT              | CORP              | US        |    158444 | PA      | $157612.23    | 0.02%             | 2027-04-27      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                                                                         | Cornerstone OnDemand, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 549300Z402F16H5EGH48       | Long             | DBT              | CORP              | US        |    285281 | PA      | $262102.30    | 0.04%             | 2028-10-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                    | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    223000 | PA      | $229674.39    | 0.03%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    494000 | PA      | $434534.70    | 0.07%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                                         | Primo Water Holdings, Inc.                                                | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    401000 | PA      | $349768.24    | 0.05%             | 2029-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134484.35    | 0.02%             | 2025-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    203000 | PA      | $199834.87    | 0.03%             | 2025-10-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Gmacm Home Equity Loan Tr                                                                        | GMAC Mortgage Corporation Loan Trust                                      | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62329 | PA      | $31690.34     | 0.00%             | 2035-08-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                          | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    585000 | PA      | $533081.25    | 0.08%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                                                  | Life Storage, LP                                                          | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    144000 | PA      | $115422.81    | 0.02%             | 2031-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                 | CSC Holdings, LLC                                                         | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    980000 | PA      | $724484.60    | 0.11%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    429000 | PA      | $384010.70    | 0.06%             | 2027-10-21      | Variable      | 0.02%                 | 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        |    492993 | PA      | $416153.10    | 0.06%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                                                                       | Lummus Technology Holdings V, LLC, Term Loan                              | CUSIP: N/A<br>LEI: 549300K1Y0YC1YC1H809       | Long             | DBT              | CORP              | US        |    163119 | PA      | $159449.24    | 0.02%             | 2027-06-30      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                                       | Verus Securitization Trust                                                | CUSIP: 92539BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1251083.25   | 0.19%             | 2067-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                    | CommScope, Inc.                                                           | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    380000 | PA      | $297673.48    | 0.05%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                                           | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                     | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     70000 | PA      | $66582.75     | 0.01%             | 2025-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cvs Health Corp                                                                                  | CVS Health Corporation                                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113052.79    | 0.02%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                                    | Sempra Energy                                                             | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    184000 | PA      | $174446.89    | 0.03%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group Corp                                                                      | Aviation Capital Group, LLC                                               | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    142000 | PA      | $136636.12    | 0.02%             | 2025-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Harley Marine Financing Llc                                                                      | Harley Marine Financing, LLC                                              | CUSIP: 41284LAA2<br>LEI: 5493005HW7HO5Y757M86 | Long             | ABS-O            | CORP              | US        |   1153538 | PA      | $1133560.01   | 0.17%             | 2043-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L P                                                                             | Buckeye Partners, LP                                                      | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    460000 | PA      | $421010.40    | 0.06%             | 2026-12-01      | Fixed         | 0.04%                 | 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        |       -38 | NC      | $-30991.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                                               | Banco Santander SA                                                        | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200800.32    | 0.03%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                                 | Bank of Montreal                                                          | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $113839.12    | 0.02%             | 2037-01-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S A                                                                              | Credit Agricole SA                                                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    156000 | PA      | $160803.24    | 0.02%             | 2025-12-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIT GROUP INC                                                                                   | Uniti Group, Inc., Convertible                                            | CUSIP: 91325VAA6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20500.00     | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Numericable-Sfr S A                                                                              | Altice France SA                                                          | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $192175.20    | 0.03%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                              | FS KKR Capital Corporation                                                | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    146000 | PA      | $125604.20    | 0.02%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Endeavor Energy Resources L P  Eer Finance Inc                                                   | Endeavor Energy Resources, LP/EER Finance, Inc.                           | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $436100.00    | 0.07%             | 2028-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Gip III Stetson I L P                                                                            | GIP III Stetson I, LP, Term Loan                                          | CUSIP: N/A<br>LEI: 549300MLKSDQYN3TMQ54       | Long             | DBT              | CORP              | US        |    159000 | PA      | $157171.50    | 0.02%             | 2025-07-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                        | TEGNA, Inc.                                                               | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    708000 | PA      | $664491.63    | 0.10%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                             | CHNGE Mortgage Trust                                                      | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    898025 | PA      | $880578.26    | 0.13%             | 2067-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Westlake Chemical Corp                                                                           | Westlake Corporation                                                      | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    148000 | PA      | $141568.44    | 0.02%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cna Financial Corp                                                                               | CNA Financial Corporation                                                 | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142924.95    | 0.02%             | 2024-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc  Acrisure Finance Inc                                                               | Acrisure, LLC/Acrisure Finance, Inc.                                      | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $254967.16    | 0.04%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation                                    | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1266097 | PA      | $140182.87    | 0.02%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                                             | Cengage Learning, Inc.                                                    | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    349000 | PA      | $339482.77    | 0.05%             | 2024-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| Credit Suisse First Boston Mortgage Secs Corp                                                    | Home Equity Asset Trust                                                   | CUSIP: 22541NP52<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430081 | PA      | $1364984.98   | 0.21%             | 2033-08-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                         | Nippon Life Insurance Company                                             | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    287000 | PA      | $254513.19    | 0.04%             | 2050-01-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation, Term Loan                                               | CUSIP: N/A<br>LEI: 8YQ2GSDWYZXO2EDN3511       | Long             | DBT              | CORP              | US        |    381798 | PA      | $381034.88    | 0.06%             | 2025-06-23      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                                     | Business Jet Securities, LLC                                              | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1443089 | PA      | $1363524.65   | 0.21%             | 2037-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Rali Series 2007-Qs1 Tr                                                                          | Residential Accredit Loans, Inc. Trust                                    | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170982 | PA      | $132426.37    | 0.02%             | 2037-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                             | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372187.50    | 0.06%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc., Convertible                                    | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    142000 | PA      | $152153.00    | 0.02%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                         | New York Life Global Funding                                              | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159448.53    | 0.02%             | 2033-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                    | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    269000 | PA      | $228216.48    | 0.03%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302400.00    | 0.05%             | 2023-04-30      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Kbr Inc                                                                                          | KBR, Inc., Convertible                                                    | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    205000 | PA      | $418610.00    | 0.06%             | 2023-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation, 4.250%                                       | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     10000 | NS      | $193500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock Technology Finance Corp                                                                 | Owl Rock Technology Finance Corporation                                   | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    221000 | PA      | $195390.53    | 0.03%             | 2026-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Pgim High Yield Bond Fund Inc                                                                    | PGIM High Yield Bond Fund, Inc.                                           | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |     29936 | NS      | $390964.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                                | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    328000 | PA      | $302219.20    | 0.05%             | 2026-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                          | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    151000 | PA      | $126794.75    | 0.02%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                                         | Ashton Woods USA, LLC/Ashton Woods Finance Company                        | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $233800.00    | 0.04%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                           | BP Capital Markets plc                                                    | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    231000 | PA      | $215696.25    | 0.03%             | 2030-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                                         | Ferrellgas, LP                                                            | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $304520.00    | 0.05%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                                         | Aon Corporation/Aon Global Holdings plc                                   | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $128027.30    | 0.02%             | 2031-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                             | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    278000 | PA      | $232687.35    | 0.04%             | 2031-10-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                                            | Scripps Escrow II, Inc.                                                   | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $157057.44    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                                                   | VFH Parent, LLC, Term Loan                                                | CUSIP: N/A<br>LEI: 549300FRO9M476YHHY64       | Long             | DBT              | CORP              | US        |    156420 | PA      | $155246.85    | 0.02%             | 2029-01-13      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230230.00    | 0.03%             | 2027-04-27      | Variable      | 0.06%                 | 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        |   2777386 | PA      | $2443931.69   | 0.37%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    292000 | PA      | $260030.66    | 0.04%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bloomin Brands Inc                                                                               | Bloomin' Brands, Inc., Convertible                                        | CUSIP: 094235AB4<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $15115.63     | 0.00%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                                         | Simmons Foods, Inc.                                                       | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    641000 | PA      | $543462.24    | 0.08%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LTD                                                                        | Howden Group Holdings, Ltd., Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    106728 | PA      | $106421.42    | 0.02%             | 2027-11-12      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                                       | Mattel, Inc.                                                              | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    965000 | PA      | $899867.11    | 0.14%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    294000 | PA      | $264229.93    | 0.04%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                     | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    535000 | PA      | $506243.75    | 0.08%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                                                                        | Edgewell Personal Care Company                                            | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321983.40    | 0.05%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch AlternatIVe Note Asset Trust Series 2007-Fi                                        | Merrill Lynch Alternative Note Asset Trust                                | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    507273 | PA      | $208897.36    | 0.03%             | 2037-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                         | Citizens Financial Group, Inc.                                            | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    162000 | PA      | $140360.61    | 0.02%             | 2026-10-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                                                                        | Go Daddy Operating Company, LLC, Term Loan                                | CUSIP: N/A<br>LEI: 5493005GJOH8HLL11157       | Long             | DBT              | CORP              | US        |    256000 | PA      | $256673.28    | 0.04%             | 2029-11-10      | Floating      | 0.08%                 | 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        |   2635946 | PA      | $2559273.32   | 0.39%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                          | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121053.81    | 0.02%             | 2025-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate Llc  Alliant Holdings Co-Issuer Inc                                | Alliant Holdings Intermediate, LLC                                        | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $231961.84    | 0.04%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Equinor Asa                                                                                      | Equinor ASA                                                               | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    139000 | PA      | $134368.34    | 0.02%             | 2025-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc.                                     | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    212000 | PA      | $204856.44    | 0.03%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    600601 | PA      | $24361.57     | 0.00%             | 2028-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                                               | Telecom Italia Capital SA                                                 | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    153000 | PA      | $122764.91    | 0.02%             | 2034-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                            | Norfolk Southern Corporation                                              | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230824.49    | 0.04%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                                       | NBN Company, Ltd.                                                         | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    265000 | PA      | $220751.89    | 0.03%             | 2031-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners L P  Suburban Energy Finance Corp                                      | Suburban Propane Partners, LP/Suburban Energy Finance Corporation         | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $130464.00    | 0.02%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | Credit Agricole SA                                                        | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $170080.00    | 0.03%             | 2029-03-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                             | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284928.01    | 0.04%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                     | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201375.00    | 0.03%             | 2027-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    146000 | PA      | $119544.49    | 0.02%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                         | Corebridge Financial, Inc.                                                | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130310.90    | 0.02%             | 2052-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                              | Macquarie Group, Ltd.                                                     | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    293000 | PA      | $254622.80    | 0.04%             | 2027-09-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                                                         | Hudson River Trading, LLC, Term Loan                                      | CUSIP: N/A<br>LEI: 549300SMOBUC8O5UOE10       | Long             | DBT              | CORP              | US        |    112000 | PA      | $108592.96    | 0.02%             | 2028-03-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Advantage Income Opportunities Fd                                                    | Allspring Income Opportunities Fund                                       | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     42757 | NS      | $294168.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                         | Occidental Petroleum Corporation                                          | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $160406.25    | 0.02%             | 2027-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBAL AVIATION TR                                                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                   | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    384000 | PA      | $338512.05    | 0.05%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    218000 | PA      | $195330.78    | 0.03%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corp                                                                             | OneMain Finance Corporation                                               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    918000 | PA      | $771120.00    | 0.12%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                                            | Nesco Holdings II, Inc.                                                   | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    505000 | PA      | $453545.55    | 0.07%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                                                         | Marriott Vacations Worldwide Corporation, Convertible                     | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    164000 | PA      | $176710.00    | 0.03%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                        | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    481000 | PA      | $458612.33    | 0.07%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS                                                                             | Harbor Freight Tools USA, Inc., Term Loan                                 | CUSIP: N/A<br>LEI: 549300Y48HLCFTTB4249       | Long             | DBT              | CORP              | US        |    322000 | PA      | $317202.20    | 0.05%             | 2027-10-19      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                                              | Allegiant Travel Company                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    304000 | PA      | $297194.15    | 0.05%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                              | NCL Corporation, Ltd.                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    518000 | PA      | $481610.50    | 0.07%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                             | BANK 2022-BNK39                                                           | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $986071.50    | 0.15%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                                            | Intelsat Jackson Holdings SA, Term Loan                                   | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | DBT              | CORP              | US        |    343000 | PA      | $337330.21    | 0.05%             | 2029-02-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    276000 | PA      | $263580.00    | 0.04%             | 2024-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                                           | Chesapeake Energy Corporation                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    698000 | PA      | $688262.90    | 0.10%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                     | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    205000 | PA      | $186207.65    | 0.03%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                            | GFL Environmental, Inc.                                                   | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    352000 | PA      | $312488.00    | 0.05%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated ActIVity Co                                             | LCPR Senior Secured Financing DAC                                         | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    373000 | PA      | $363413.90    | 0.06%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    164000 | PA      | $145299.73    | 0.02%             | 2027-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Oci N V                                                                                          | OCI NV                                                                    | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    309000 | PA      | $301024.77    | 0.05%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UPC FINANCING PARTNERSHIP                                                                        | UPC Financing Partnership, Term Loan                                      | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | DBT              | CORP              | US        |    158000 | PA      | $157565.50    | 0.02%             | 2029-01-31      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1182155 | PA      | $45875.99     | 0.01%             | 2027-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Tri Continental Corp                                                                             | Tri-Continental Corporation                                               | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      4523 | NS      | $124065.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Plc                                                                                     | Barclays plc                                                              | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    223000 | PA      | $217528.48    | 0.03%             | 2029-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136BPCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    932848 | PA      | $924308.75    | 0.14%             | 2046-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                             | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $158198.58    | 0.02%             | 2025-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| Amis Holdings Inc                                                                                | ON Semiconductor Corporation                                              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1126 | NS      | $82704.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FINANCING SA                                                                              | Altice Financing SA                                                       | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    205000 | PA      | $172180.64    | 0.03%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Viacomcbs Inc                                                                                    | Paramount Global                                                          | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       338 | NS      | $7828.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC/CCO Holdings Capital Corporation                        | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245640.00    | 0.04%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                         | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $203342.26    | 0.03%             | 2025-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                          | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    885000 | PA      | $731657.68    | 0.11%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                              | Gilead Sciences, Inc.                                                     | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208513.32    | 0.03%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cumulus Media New Holdings Inc                                                                   | Cumulus Media New Holdings, Inc.                                          | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |    203000 | PA      | $169444.10    | 0.03%             | 2026-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                     | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $447122.50    | 0.07%             | 2024-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                                     | Focus Financial Partners, LLC, Term Loan                                  | CUSIP: N/A<br>LEI: 5493007L0E0VKRC2CP39       | Long             | DBT              | CORP              | US        |    184000 | PA      | $183852.80    | 0.03%             | 2028-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                       | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    300000 | PA      | $299720.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                            | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    147000 | PA      | $141166.95    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                                           | Progress Software Corporation, Convertible                                | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118424.00    | 0.02%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                            | Level 3 Financing, Inc.                                                   | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    920000 | PA      | $729090.80    | 0.11%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                            | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95526.47     | 0.01%             | 2025-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                         | Allison Transmission, Inc.                                                | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90080.90     | 0.01%             | 2027-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Seg Holding Llc  Seg Finance Corp                                                                | SEG Holding, LLC                                                          | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $633382.83    | 0.10%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| General Mtrs Financial Company Inc                                                               | General Motors Financial Company, Inc.                                    | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138750.00    | 0.02%             | 2030-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                         | Hilcorp Energy I, LP/Hilcorp Finance Company                              | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $437100.00    | 0.07%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                                           | First Brands Group, LLC, Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    218000 | PA      | $212877.00    | 0.03%             | 2027-03-30      | Floating      | 0.00%                 | 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        |     34669 | NS      | $321728.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                                      | BNP Paribas SA                                                            | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $169031.35    | 0.03%             | 2033-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                 | BAT Capital Corporation                                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    141000 | PA      | $157200.42    | 0.02%             | 2032-10-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Sm Energy Co                                                                                     | SM Energy Company                                                         | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    420000 | PA      | $408175.60    | 0.06%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                  | Sealed Air Corporation                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154361.70    | 0.02%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                           | AthenaHealth Group, Inc., Delayed Draw                                    | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | DBT              | CORP              | US        |     61560 | PA      | $58225.49     | 0.01%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING                                                                      | Western Midstream Operating, LP                                           | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199833.20    | 0.03%             | 2048-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                                  | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437564.05    | 0.07%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Mountain View Clo 2017-1 Limited  Mountain View Clo 2017-1 Llc                                   | Mountain View CLO, Ltd.                                                   | CUSIP: 62432HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1575000 | PA      | $1515791.03   | 0.23%             | 2029-10-16      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP                                                       | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94500.00     | 0.01%             | 2025-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Bp Capital Mkts America Inc                                                                      | BP Capital Markets America, Inc.                                          | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    614000 | PA      | $611494.22    | 0.09%             | 2028-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO LTD                                                                               | Myers Park CLO, Ltd.                                                      | CUSIP: 62848FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1275000 | PA      | $1252701.53   | 0.19%             | 2030-10-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                          | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    208000 | PA      | $191331.41    | 0.03%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Inc                                                                               | NextEra Energy, Inc.                                                      | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2812 | NS      | $209859.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                                                        | Jabil, Inc.                                                               | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    141000 | PA      | $137085.21    | 0.02%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Short-Term Reserve Fund                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   4362928 | PA      | $43629282.96  | 6.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                                                             | Dewolf Park CLO, Ltd.                                                     | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1172598.75   | 0.18%             | 2030-10-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                           | Blackstone Mortgage Trust, Inc., Convertible                              | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81956.25     | 0.01%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                              | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201352.24    | 0.03%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| United Sts Steel Corporation New                                                                 | United States Steel Corporation                                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      1622 | NS      | $46210.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD COUNT                                                                         | Cracker Barrel Old Country Store, Inc., Convertible                       | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71750.00     | 0.01%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | Quikrete Holdings, Inc., Term Loan                                        | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | DBT              | CORP              | US        |    514674 | PA      | $511328.14    | 0.08%             | 2027-01-31      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                                                   | Scientific Games International, Inc., Term Loan                           | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | DBT              | CORP              | US        |    392015 | PA      | $390544.98    | 0.06%             | 2029-04-14      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC/CCO Holdings Capital Corporation                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $952431.10    | 0.14%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                                       | Xilinx, Inc.                                                              | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69554.40     | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CDX HY 39, 5 Year, at 5.00%, Quarterly                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  10000000 | NC      | $-657816.59   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Ag                                                                                 | Credit Suisse Group AG                                                    | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    198000 | PA      | $194812.20    | 0.03%             | 2023-08-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital Designated ActIVity Company  Aercap Global Aviation Tr                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                   | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    110000 | PA      | $107226.26    | 0.02%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                                      | Caesars Entertainment, Inc.                                               | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243600.00    | 0.04%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                     | Comcast Corporation                                                       | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    476000 | PA      | $446612.38    | 0.07%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd                                                                        | Froneri U.S., Inc., Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    399000 | PA      | $394742.67    | 0.06%             | 2027-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bway Holding Co                                                                                  | Mauser Packaging Solutions Holding Company                                | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585750.00    | 0.09%             | 2025-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                              | American Tower Corporation                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    192000 | PA      | $179441.26    | 0.03%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                                         | Thermo Fisher Scientific, Inc.                                            | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152117.86    | 0.02%             | 2032-11-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                         | Sumitomo Mitsui Financial Group, Inc.                                     | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    221000 | PA      | $177055.61    | 0.03%             | 2030-09-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES                                                                      | Amentum Government Services Holdings, LLC, Term  Loan                     | CUSIP: N/A<br>LEI: 5493008CT6B5L54YSE94       | Long             | DBT              | CORP              | US        |    261000 | PA      | $256758.75    | 0.04%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                           | Canadian Imperial Bank of Commerce                                        | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    212000 | PA      | $208630.24    | 0.03%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    148000 | PA      | $123662.36    | 0.02%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                                           | Mizuho Financial Group, Inc.                                              | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    288000 | PA      | $230576.63    | 0.03%             | 2031-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                             | Edison International                                                      | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182074.06    | 0.03%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Six Flags Theme Parks Inc                                                                        | Six Flags Theme Parks, Inc.                                               | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162756.94    | 0.02%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                                        | Qorvo, Inc.                                                               | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    128000 | PA      | $105854.72    | 0.02%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                  | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    370000 | PA      | $336956.61    | 0.05%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                                           | Synovus Financial Corporation, 5.875%                                     | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      1400 | NS      | $34678.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc., Term Loan                                                  | CUSIP: N/A<br>LEI: XQM2JINI1UL7642TU573       | Long             | DBT              | CORP              | US        |    255555 | PA      | $238796.04    | 0.04%             | 2026-04-12      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                                            | PennyMac Financial Services, Inc.                                         | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205460.00    | 0.03%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    389000 | PA      | $345237.50    | 0.05%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Plc  Ardagh Holdings Usa Inc                                            | Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.                    | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     39000 | PA      | $31936.52     | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Mplx Lp                                                                                          | MPLX, LP                                                                  | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270081.00    | 0.04%             | 2023-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    195000 | PA      | $168476.10    | 0.03%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                                                         | Marriott Vacations Worldwide Corporation, Convertible                     | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    235000 | PA      | $252390.00    | 0.04%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                                          | Howard Midstream Energy Partners, LLC                                     | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $521625.00    | 0.08%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Select Income Reit                                                                               | Office Properties Income Trust                                            | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $130044.16    | 0.02%             | 2024-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Redwood Trust Inc                                                                                | Redwood Trust, Inc., Convertible                                          | CUSIP: 758075AE5<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16128.75     | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                                                            | Dun & Bradstreet Corporation, Term Loan                                   | CUSIP: N/A<br>LEI: RI37BMPWE56BCJ747E14       | Long             | DBT              | CORP              | US        |    311184 | PA      | $310349.98    | 0.05%             | 2026-02-08      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llcquicken Lns Co-Issuer Inc                                                         | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                      | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $329039.10    | 0.05%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    148000 | PA      | $139045.96    | 0.02%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                             | Westpac Banking Corporation                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    221000 | PA      | $200038.60    | 0.03%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                                   | Bombardier, Inc.                                                          | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    523000 | PA      | $522554.28    | 0.08%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| Blue Racer Midstream Llc  Blue Racer Finance Corp                                                | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                  | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $263980.00    | 0.04%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through   | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2145849 | PA      | $2014247.50   | 0.31%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc., Convertible                                          | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $351260.00    | 0.05%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabre Glbl Inc                                                                                   | Sabre GLBL, Inc., Convertible                                             | CUSIP: 78573NAE2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    143000 | PA      | $162934.20    | 0.02%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics L P                                                                             | Nustar Logistics, LP, 11.526%                                             | CUSIP: 67059T204<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | EP               | CORP              | US        |      5255 | NS      | $131742.85    | 0.02%             |  |  |  | No            |                  1 | 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        |   1798610 | PA      | $1585827.83   | 0.24%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                           | Verizon Communications, Inc.                                              | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    552000 | PA      | $501310.02    | 0.08%             | 2030-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $258746.33    | 0.04%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                         | Toyota Motor Credit Corporation                                           | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    141000 | PA      | $143323.67    | 0.02%             | 2033-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                                          | Petco Health & Wellness Company, Inc., Term Loan                          | CUSIP: N/A<br>LEI: 2549007TYGV6RVSE9M61       | Long             | DBT              | CORP              | US        |    179000 | PA      | $176968.35    | 0.03%             | 2028-03-04      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    147000 | PA      | $141537.67    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Qbe Insurance Group Ltd                                                                          | QBE Insurance Group, Ltd.                                                 | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    156000 | PA      | $153660.00    | 0.02%             | 2025-05-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                             | Cornerstone Building Brands, Inc., Term Loan                              | CUSIP: N/A<br>LEI: 549300IW41QEWQ6T0H29       | Long             | DBT              | CORP              | US        |    285274 | PA      | $265912.56    | 0.04%             | 2028-04-12      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    381000 | PA      | $346710.00    | 0.05%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| DISH NETWORK CORP                                                                                | DISH Network Corporation                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230702.40    | 0.04%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                                 | UFC Holdings, LLC, Term Loan                                              | CUSIP: N/A<br>LEI: 549300JEOTH7UMZ3C491       | Long             | DBT              | CORP              | US        |    261000 | PA      | $259449.66    | 0.04%             | 2026-04-29      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                          | AstraZeneca Finance, LLC                                                  | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    299000 | PA      | $263021.16    | 0.04%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Ss&C Technologies Inc                                                                            | SS&C Technologies, Inc., Term Loan                                        | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | DBT              | CORP              | US        |    252433 | PA      | $251802.01    | 0.04%             | 2025-04-16      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                              | FS KKR Capital Corporation                                                | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    146000 | PA      | $133411.23    | 0.02%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UnIVision Communications Inc                                                                     | Univision Communications, Inc.                                            | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    674000 | PA      | $660520.00    | 0.10%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                        | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114801 | PA      | $91705.31     | 0.01%             | 2036-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group America Finance Llc                                                             | Volkswagen Group of America Finance, LLC                                  | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272721.85    | 0.04%             | 2023-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                        | ONEOK, Inc.                                                               | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    222000 | PA      | $206330.34    | 0.03%             | 2025-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Aberdeen Asia-Pacific Income Fund Inc                                                            | Aberdeen Asia-Pacific Income Fund, Inc.                                   | CUSIP: 003009107<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |     88694 | NS      | $256325.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch Inbev Worldwide Inc                                                               | Anheuser-Busch InBev Worldwide, Inc.                                      | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    278000 | PA      | $273095.64    | 0.04%             | 2028-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                         | Venture Global Calcasieu Pass, LLC                                        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    219000 | PA      | $223112.82    | 0.03%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                                | Polaris Newco, LLC, Term Loan                                             | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | DBT              | CORP              | US        |    470000 | PA      | $446058.20    | 0.07%             | 2028-06-04      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                         | iHeartCommunications, Inc.                                                | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    470000 | PA      | $401874.68    | 0.06%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                                            | Arroyo Mortgage Trust                                                     | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1388500.80   | 0.21%             | 2056-12-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    283000 | PA      | $276745.88    | 0.04%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company Llc                                                                    | Ford Motor Credit Company, LLC                                            | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    715000 | PA      | $682803.55    | 0.10%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Tr                                                                             | Pebblebrook Hotel Trust, Convertible                                      | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    281000 | PA      | $256834.00    | 0.04%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                                                                   | Amur Equipment Finance Receivables XI, LLC                                | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1193189.88   | 0.18%             | 2028-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                                                                      | Stratus CLO, Ltd.                                                         | CUSIP: 86317EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   1400000 | PA      | $1398017.60   | 0.21%             | 2031-10-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                                      | Target Corporation                                                        | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    307000 | PA      | $269428.87    | 0.04%             | 2030-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Debt Fund                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   9273391 | NS      | $72425183.62  | 10.99%            |  |  |  | No            |                  2 | On Loan: No      |
| Wellpoint Inc                                                                                    | Elevance Health, Inc.                                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       826 | NS      | $412991.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Svcs Inc                                                                                | Republic Services, Inc.                                                   | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    124000 | PA      | $120788.13    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc., Term Loan                                             | CUSIP: N/A<br>LEI: 549300SJE7MUB8NMRG61       | Long             | DBT              | CORP              | US        |    392001 | PA      | $389264.42    | 0.06%             | 2028-02-19      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                               | SunCoke Energy, Inc.                                                      | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    552000 | PA      | $485760.00    | 0.07%             | 2029-06-30      | Fixed         | 0.05%                 | 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        |    419477 | PA      | $354877.52    | 0.05%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                           | Open Text Corporation                                                     | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    610000 | PA      | $513666.80    | 0.08%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating Llc  Charter Communications Operating Capital Corp              | Charter Communications Operating, LLC                                     | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $221853.82    | 0.03%             | 2025-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                | Ares Capital Corporation                                                  | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67504.05     | 0.01%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Crownrock L P  Crownrock Finance Inc                                                             | CrownRock Finance, Inc.                                                   | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467000 | PA      | $455325.00    | 0.07%             | 2025-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 720 East CLO 2022-I, Ltd.                                                                        | 720 East CLO I, Ltd.                                                      | CUSIP: 81785AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    900000 | PA      | $892475.10    | 0.14%             | 2036-01-20      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                                          | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                     | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $357600.00    | 0.05%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Consolidated Communications Inc                                                                  | Consolidated Communications, Inc.                                         | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    149000 | PA      | $121381.89    | 0.02%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Iberiabank Lafayette La                                                                          | First Horizon Bank                                                        | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222880.28    | 0.03%             | 2030-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Blackrock Tcp Capital Corp                                                                       | BlackRock TCP Capital Corporation                                         | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |      2700 | NS      | $35721.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                                                                | ITC Holdings Corporation                                                  | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143507.96    | 0.02%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| W & T Offshore Inc                                                                               | W&T Offshore, Inc.                                                        | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180070.50    | 0.03%             | 2023-11-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                           | Diamondback Energy, Inc.                                                  | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    374000 | PA      | $326476.20    | 0.05%             | 2031-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Invs Llc                                                | Fortress Transportation and Infrastructure Investors, LLC                 | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    203000 | PA      | $196504.00    | 0.03%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                     | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    335000 | PA      | $295188.88    | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners Lp  Tallgrass Energy Finance Corp                                      | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation         | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $755125.70    | 0.11%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                                    | Sempra Energy                                                             | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196951.93    | 0.03%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                    | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $157865.05    | 0.02%             | 2025-01-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217535.70    | 0.03%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                                    | CoreLogic, Inc., Term Loan                                                | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | DBT              | CORP              | US        |    217000 | PA      | $183681.82    | 0.03%             | 2028-06-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                                      | McAfee Corporation, Term Loan                                             | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | DBT              | CORP              | US        |    535654 | PA      | $504521.92    | 0.08%             | 2029-03-01      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    339000 | PA      | $310495.63    | 0.05%             | 2026-06-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                                          | SPCM SA                                                                   | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    462000 | PA      | $391083.00    | 0.06%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                                         | SK Invictus Intermediate II SARL                                          | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    404000 | PA      | $331280.00    | 0.05%             | 2029-10-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                               | Roche Holdings, Inc.                                                      | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168835.78    | 0.03%             | 2031-12-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Cork & Seal Company, Inc.                                           | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    423000 | PA      | $441859.46    | 0.07%             | 2026-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                                                                         | Edelman Financial Engines Center, LLC, Term Loan                          | CUSIP: N/A<br>LEI: 549300Z31KZXNP05U733       | Long             | DBT              | CORP              | US        |    106729 | PA      | $104407.75    | 0.02%             | 2028-04-07      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                                        | Mylan, Inc.                                                               | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125820.72    | 0.02%             | 2023-11-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                              | Carrier Global Corporation                                                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    252000 | PA      | $220122.71    | 0.03%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc.                                                       | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    388000 | PA      | $334650.00    | 0.05%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                                             | JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.                 | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    173000 | PA      | $144524.20    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                                                                               | Verint Systems, Inc., Convertible                                         | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |    149000 | PA      | $132889.38    | 0.02%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Allianzgi DIVidend Interest & Premium Strategy Fd                                                | Virtus Dividend, Interest & Premium Strategy Fund                         | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |     19138 | NS      | $235588.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                          | Canadian Natural Resources, Ltd.                                          | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    321000 | PA      | $300343.83    | 0.05%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                    | AEP Texas, Inc.                                                           | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139442.86    | 0.02%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | Clydesdale Acquisition Holdings, Inc., Term Loan                          | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | DBT              | CORP              | US        |    448872 | PA      | $440379.52    | 0.07%             | 2029-04-13      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                                           | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                     | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    147000 | PA      | $141365.88    | 0.02%             | 2029-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                                                            | Lumentum Holdings, Inc., Convertible                                      | CUSIP: 55024UAB5<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $240800.00    | 0.04%             | 2024-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                                  | Trans Union, LLC, Term Loan                                               | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | DBT              | CORP              | US        |    357886 | PA      | $356909.21    | 0.05%             | 2028-12-01      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                         | Nippon Life Insurance Company                                             | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $410447.93    | 0.06%             | 2044-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                                | Sysco Corporation                                                         | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    128000 | PA      | $137392.00    | 0.02%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                                     | Pioneer Natural Resources Company                                         | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    184000 | PA      | $150937.95    | 0.02%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                                              | Gray Television, Inc.                                                     | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    425000 | PA      | $313437.50    | 0.05%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                           | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    147000 | PA      | $128153.98    | 0.02%             | 2028-01-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Rali Series 2007-Qs6 Tr                                                                          | Residential Accredit Loans, Inc. Trust                                    | CUSIP: 75116CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206527 | PA      | $167597.12    | 0.03%             | 2037-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                                            | DIRECTV Holdings, LLC                                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    646000 | PA      | $585150.03    | 0.09%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Entercom Media Corp                                                                              | Entercom Media Corporation                                                | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |    623000 | PA      | $102784.75    | 0.02%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc.                                                       | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177100.00    | 0.03%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                                           | Bank of New York Mellon Corporation                                       | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216864.95    | 0.03%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    148000 | PA      | $141178.49    | 0.02%             | 2025-11-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                   | Transocean, Inc.                                                          | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    355000 | PA      | $370424.75    | 0.06%             | 2027-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                                   | Pretium Mortgage Credit Partners, LLC                                     | CUSIP: 69362NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $682301.03    | 0.10%             | 2052-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                 | Altice France SA                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    936000 | PA      | $740091.22    | 0.11%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                                 | Nationstar Mortgage Holdings, Inc.                                        | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $311640.00    | 0.05%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                              | SVB Financial Group                                                       | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    340000 | PA      | $272210.30    | 0.04%             | 2026-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                         | Sumitomo Mitsui Financial Group, Inc.                                     | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180261.72    | 0.03%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson                                                         | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    451000 | PA      | $462279.42    | 0.07%             | 2033-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                           | Patrick Industries, Inc., Convertible                                     | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    183000 | PA      | $164700.00    | 0.02%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | Mozart Debt Merger Sub, Inc.                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    449000 | PA      | $383901.74    | 0.06%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    459000 | PA      | $430105.95    | 0.07%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                              | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $179780.00    | 0.03%             | 2027-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                                        | Hess Corporation                                                          | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80099.78     | 0.01%             | 2024-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                                            | Nippon Life Insurance Company                                             | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $337644.48    | 0.05%             | 2051-09-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                                               | CP Atlas Buyer, Inc.                                                      | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    425000 | PA      | $328312.50    | 0.05%             | 2028-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| T-Mobile Usa Inc                                                                                 | T-Mobile USA, Inc.                                                        | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    176000 | PA      | $170903.84    | 0.03%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Aercap Holdings N V                                                                              | AerCap Holdings NV                                                        | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |    164000 | PA      | $157075.92    | 0.02%             | 2079-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                                          | Jazz Financing Lux SARL, Term Loan                                        | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | DBT              | CORP              | US        |    514552 | PA      | $513826.22    | 0.08%             | 2028-05-05      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| SPECTRUM GROUP BUYER INC                                                                         | Spectrum Group Buyer, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    162533 | PA      | $153052.24    | 0.02%             | 2028-05-19      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc.                                                             | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    344000 | PA      | $260580.00    | 0.04%             | 2027-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                                              | Sprint Capital Corporation                                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    903000 | PA      | $966062.73    | 0.15%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                 | CSC Holdings, LLC, Term Loan                                              | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | DBT              | CORP              | US        |    519661 | PA      | $481335.70    | 0.07%             | 2027-04-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                                         | Wyndham Hotels & Resorts, Inc.                                            | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225964.87    | 0.03%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| Ziggo Secured Finance B V                                                                        | Ziggo Financing Partnership, Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    266000 | PA      | $263590.04    | 0.04%             | 2028-04-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms, Inc.                                                      | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135405.65    | 0.02%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                       | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143291.01    | 0.02%             | 2030-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    216000 | PA      | $178598.94    | 0.03%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Bloomin Brands Inc                                                                               | Bloomin' Brands, Inc.                                                     | CUSIP: 094235108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5077 | NS      | $123117.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dcert Buyer Inc                                                                                  | Dcert Buyer, Inc., Term Loan                                              | CUSIP: N/A<br>LEI: 549300EF826JEEUCHZ67       | Long             | DBT              | CORP              | US        |    316187 | PA      | $312136.82    | 0.05%             | 2026-10-16      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                         | Hilcorp Energy I, LP/Hilcorp Finance Company                              | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    564000 | PA      | $520595.97    | 0.08%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91136.25     | 0.01%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                                        | Black Knight InfoServ, LLC                                                | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    540000 | PA      | $480362.40    | 0.07%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Kroger Co                                                                                        | Kroger Company                                                            | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122321.11    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline Lp                                                                  | Plains All American Pipeline, LP                                          | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37105.00     | 0.01%             | 2023-03-06      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136AB3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    470471 | PA      | $21545.78     | 0.00%             | 2028-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                                      | Textron, Inc.                                                             | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    221000 | PA      | $211525.55    | 0.03%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Best Buy Company Inc                                                                             | Best Buy Company, Inc.                                                    | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    147000 | PA      | $120115.84    | 0.02%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGENTA BUYER LLC                                                                                | Magenta Buyer, LLC, Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    280290 | PA      | $244402.02    | 0.04%             | 2028-07-27      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                                   | Hertz Corporation                                                         | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    327000 | PA      | $291030.00    | 0.04%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company, 4.250%                                             | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     15500 | NS      | $302405.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeld-Wen Inc                                                                                     | JELD-WEN, Inc.                                                            | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168150.00    | 0.03%             | 2025-12-15      | Fixed         | 0.05%                 | 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        |    968142 | PA      | $921849.23    | 0.14%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                                    | CQP Holdco, LP, Term Loan                                                 | CUSIP: N/A<br>LEI: 549300LPL012JY5D4B69       | Long             | DBT              | CORP              | US        |    519901 | PA      | $520421.35    | 0.08%             | 2028-06-04      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                                              | Callon Petroleum Company                                                  | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    213000 | PA      | $206077.50    | 0.03%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                             | Cleveland-Cliffs, Inc.                                                    | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    380000 | PA      | $354365.27    | 0.05%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                                | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    435000 | PA      | $426922.05    | 0.06%             | 2044-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                                            | Toorak Mortgage Corporation, Ltd.                                         | CUSIP: 89052WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    734237 | PA      | $709984.43    | 0.11%             | 2023-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group Inc                                                               | Mitsubishi UFJ Financial Group, Inc.                                      | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    162000 | PA      | $148318.76    | 0.02%             | 2025-07-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                                | Newell Brands, Inc.                                                       | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $355314.96    | 0.05%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group America Inc                                                                    | Reinsurance Group of America, Inc.                                        | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174379.15    | 0.03%             | 2023-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Csx Corp                                                                                         | CSX Corporation                                                           | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145680.31    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4916437.50   | 0.75%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                              | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149910.00    | 0.02%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    442000 | PA      | $417603.28    | 0.06%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                            | Nabors Industries, Ltd.                                                   | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    555000 | PA      | $539737.50    | 0.08%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                                      | Lennar Corporation                                                        | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136358.86    | 0.02%             | 2025-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                                                         | Nexstar Media, Inc., Term Loan                                            | CUSIP: N/A<br>LEI: 5493006PK6I4I2OOT688       | Long             | DBT              | CORP              | US        |    338722 | PA      | $338579.85    | 0.05%             | 2026-09-18      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                           | Blackstone Private Credit Fund                                            | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    212000 | PA      | $183031.97    | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                              | Delta Air Lines, Inc.                                                     | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    276000 | PA      | $256484.04    | 0.04%             | 2028-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| Virtus Convertible & Income Fu                                                                   | Virtus Convertible & Income Fund                                          | CUSIP: 92838X102<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |     16100 | NS      | $63756.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                                                         | Encore Capital Group, Inc.                                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       881 | NS      | $49089.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 5.750%                                       | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      6025 | NS      | $150504.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    141000 | PA      | $120867.71    | 0.02%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                                   | John Deere Capital Corporation                                            | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179728.19    | 0.03%             | 2028-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                                  | Murphy Oil Corporation                                                    | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342139.03    | 0.05%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136BNYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    553843 | PA      | $538499.96    | 0.08%             | 2052-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                 | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641792.65    | 0.10%             | 2025-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                                         | Coty, Inc.                                                                | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    391000 | PA      | $374382.50    | 0.06%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP                                                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    221000 | PA      | $202546.01    | 0.03%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                                            | Vericrest Opportunity Loan Transferee                                     | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $229780.75    | 0.03%             | 2051-12-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Chl Mortgage Pass-Through Trust 2007-3                                                           | CHL Mortgage Pass-Through Trust                                           | CUSIP: 12543RBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    139102 | PA      | $75387.17     | 0.01%             | 2037-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Barclays Plc                                                                                     | Barclays plc                                                              | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    136000 | PA      | $134151.67    | 0.02%             | 2024-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| B A T International Finance Plc Discount Commercial Paper 42 Yrs 3&4                             | BAT International Finance plc                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $121847.06    | 0.02%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                         | Corebridge Financial, Inc.                                                | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    208000 | PA      | $194134.86    | 0.03%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                                        | Crocs, Inc., Term Loan                                                    | CUSIP: N/A<br>LEI: 549300B0J6YCXD63OG72       | Long             | DBT              | CORP              | US        |    266000 | PA      | $264087.46    | 0.04%             | 2029-02-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                                           | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                     | CUSIP: 418751AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $110457.50    | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                          | New Fortress Energy, Inc.                                                 | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $200893.52    | 0.03%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                          | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $453074.98    | 0.07%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                                      | Gartner, Inc.                                                             | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    440000 | PA      | $389950.00    | 0.06%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                        | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    141000 | PA      | $150708.42    | 0.02%             | 2029-11-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                 | Berry Global, Inc., Term Loan                                             | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | DBT              | CORP              | US        |    312000 | PA      | $311113.92    | 0.05%             | 2026-07-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO S P A                                                                            | Intesa Sanpaolo SPA                                                       | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    135000 | PA      | $131706.19    | 0.02%             | 2024-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                              | Bank of Nova Scotia                                                       | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    344000 | PA      | $334079.04    | 0.05%             | 2025-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Pgim Global High Yield Fd                                                                        | PGIM Global High Yield Fund, Inc.                                         | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |     34864 | NS      | $413138.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                                                                                 | Topgolf Callaway Brands Corporation, Convertible                          | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |    135000 | PA      | $205790.63    | 0.03%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                                                                 | InterDigital, Inc., Convertible                                           | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $323762.50    | 0.05%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                                     | RealPage, Inc., Term Loan                                                 | CUSIP: N/A<br>LEI: 5493001RSFZX4122A604       | Long             | DBT              | CORP              | US        |    265328 | PA      | $258397.91    | 0.04%             | 2028-04-22      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                          | Dell International, LLC/EMC Corporation                                   | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84101.95     | 0.01%             | 2023-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                               | Genworth Mortgage Holdings, Inc.                                          | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $249205.00    | 0.04%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                                     | Pioneer Natural Resources Company, Convertible                            | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    137000 | PA      | $322292.50    | 0.05%             | 2025-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                          | Dell International, LLC/EMC Corporation                                   | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $99940.41     | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                                           | Bunge, Ltd. Finance Corporation                                           | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    292000 | PA      | $250071.76    | 0.04%             | 2031-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                                                   | VCAT Asset Securitization, LLC                                            | CUSIP: 91790CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $278163.12    | 0.04%             | 2050-12-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Aes Corp                                                                                         | AES Corporation                                                           | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    239000 | PA      | $217203.20    | 0.03%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                         | Community Health Systems, Inc.                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228215.00    | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Aramark Svcs Inc                                                                                 | Aramark Services, Inc.                                                    | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    633000 | PA      | $596602.50    | 0.09%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    548165 | PA      | $21378.37     | 0.00%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc., Convertible                                             | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129730.50    | 0.02%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                          | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189525.00    | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                        | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $565987.50    | 0.09%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                                             | Lloyds Banking Group plc                                                  | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $222365.89    | 0.03%             | 2024-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                                          | CMG Media Corporation, Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    494515 | PA      | $468142.50    | 0.07%             | 2026-12-17      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                         | Lloyds Banking Group plc                                                  | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    252000 | PA      | $248461.57    | 0.04%             | 2026-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                                      | Ameren Corporation                                                        | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    148000 | PA      | $129094.84    | 0.02%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    769000 | PA      | $610329.99    | 0.09%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1011778 British Columbia Unlimited Liability Co                                                  | 1011778 B.C., ULC, Term Loan                                              | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | DBT              | CORP              | US        |    647332 | PA      | $639473.01    | 0.10%             | 2026-11-19      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                                           | Anglo American Capital plc                                                | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186271.13    | 0.03%             | 2029-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P Morgan Mortgage Trust 2007-A1                                                                | J.P. Morgan Mortgage Trust                                                | CUSIP: 46630GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    218599 | PA      | $202840.70    | 0.03%             | 2035-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                                     | Entergy Corporation                                                       | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    136000 | PA      | $122201.68    | 0.02%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co                                                                            | Scotts Miracle-Gro Company                                                | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    299000 | PA      | $257887.50    | 0.04%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Terraform Power Operating Llc                                                                    | TerraForm Power Operating, LLC                                            | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    860000 | PA      | $807817.35    | 0.12%             | 2028-01-31      | Fixed         | 0.05%                 | 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        |   1987104 | PA      | $1871545.75   | 0.28%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                       | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1817937.50   | 0.28%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc                                                                      | BioMarin Pharmaceutical, Inc.                                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       268 | NS      | $30913.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136871.99    | 0.02%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    141000 | PA      | $148267.45    | 0.02%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L P  Paa Finance Corp                                               | Plains All American Pipeline, LP                                          | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $310715.87    | 0.05%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Eqt Corp                                                                                         | EQT Corporation                                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133763.88    | 0.02%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                              | Bank of Nova Scotia                                                       | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $132333.98    | 0.02%             | 2026-03-02      | Fixed         | 0.01%                 | 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        |   4138701 | PA      | $3641319.41   | 0.55%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                              | Viavi Solutions, Inc., Convertible                                        | CUSIP: 925550AB1<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133837.50    | 0.02%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S A                                                                        | YPSO Finance BIS SA                                                       | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    214000 | PA      | $183772.50    | 0.03%             | 2027-05-15      | Fixed         | 0.10%                 | 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        |   1370222 | PA      | $1322377.17   | 0.20%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                          | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    137000 | PA      | $123152.19    | 0.02%             | 2025-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                               | Ally Financial, Inc.                                                      | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    167000 | PA      | $128172.50    | 0.02%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream Llc  Blue Racer Finance Corp                                                | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                  | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $130000.00    | 0.02%             | 2025-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Fti Consulting Inc                                                                               | FTI Consulting, Inc.                                                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1382 | NS      | $220456.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103136.72    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Cedar Fair, LP                                                            | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    670000 | PA      | $614155.50    | 0.09%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Blackstone Strategic Credit Fd                                                                   | Blackstone Strategic Credit Fund                                          | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |     20190 | NS      | $224714.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                            | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1586723 | PA      | $92027.06     | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                                  | Invesco US CLO, Ltd.                                                      | CUSIP: 46146GAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1250000.00   | 0.19%             | 2035-04-22      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMAC Mortgage Corporation Loan Trust                                      | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90385 | PA      | $78487.33     | 0.01%             | 2035-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | BNP Paribas SA                                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $258750.00    | 0.04%             | 2029-08-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $171245.50    | 0.03%             | 2030-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                           | Berkshire Hathaway Finance Corporation                                    | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    428000 | PA      | $383615.12    | 0.06%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2121792 | PA      | $100830.10    | 0.02%             | 2027-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | Royal Bank of Canada                                                      | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $159341.48    | 0.02%             | 2028-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    294000 | PA      | $277650.14    | 0.04%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                         | iHeartCommunications, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | DBT              | CORP              | US        |    266000 | PA      | $261565.78    | 0.04%             | 2026-05-01      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $266727.57    | 0.04%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation, Convertible, 7.250%                          | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       307 | NS      | $381969.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                            | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1122289 | PA      | $117798.68    | 0.02%             | 2032-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Rabobank Nederland Global Medium Terminal Nts Book Entry Registered S                            | Cooperatieve Rabobank UA                                                  | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    135000 | PA      | $122861.29    | 0.02%             | 2026-06-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                                         | Hilton Domestic Operating Company, Inc.                                   | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    196000 | PA      | $164591.00    | 0.02%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                     | Centene Corporation                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $968862.70    | 0.15%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Prime Security Svcs Borrower Llc  Prime Finance Inc                                              | Prime Security Services Borrower, LLC/Prime Finance, Inc.                 | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $350908.00    | 0.05%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                                                           | MACOM Technology Solutions Holdings, Inc., Convertible                    | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $261096.00    | 0.04%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRICELINE GROUP INC                                                                              | Booking Holdings, Inc.                                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        73 | NS      | $177689.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnor Re LTD                                                                                    | Radnor Re, Ltd.                                                           | CUSIP: 75049XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1354491.99   | 0.21%             | 2032-09-25      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                                         | Caterpillar Financial Services Corporation                                | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    161000 | PA      | $163150.54    | 0.02%             | 2026-01-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings Bv                                                                          | Stars Group Holdings BV, Term Loan                                        | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | DBT              | CORP              | US        |    152614 | PA      | $152267.21    | 0.02%             | 2026-07-21      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                                         | PetSmart, Inc./PetSmart Finance Corporation                               | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $638238.50    | 0.10%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Dish Dbs Corp                                                                                    | DISH DBS Corporation                                                      | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $161394.08    | 0.02%             | 2024-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Chart Inds Inc                                                                                   | Chart Industries, Inc.                                                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      2092 | NS      | $280286.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saxon Asset Secs Tr                                                                              | Saxon Asset Securities Trust                                              | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335413 | PA      | $296672.50    | 0.05%             | 2035-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Eqt Corp                                                                                         | EQT Corporation, Convertible                                              | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    112000 | PA      | $251272.00    | 0.04%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley                                                            | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    124000 | PA      | $119730.00    | 0.02%             | 2025-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                              | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    171000 | PA      | $153135.53    | 0.02%             | 2027-01-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                             | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190342.25    | 0.03%             | 2025-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                  | CMS Energy Corporation, 4.200%                                            | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     17600 | NS      | $349712.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gardner Denver Inc                                                                               | Ingersoll-Rand Services Company, Term Loan                                | CUSIP: N/A<br>LEI: 549300YHGS5RRRQQ4T26       | Long             | DBT              | CORP              | US        |    260331 | PA      | $259260.81    | 0.04%             | 2027-02-28      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Virtus Equity & Convertible In                                                                   | Virtus Equity & Convertible Income Fund                                   | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      2950 | NS      | $59826.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bcp Cc Holdings Merger Subordinated Inc                                                          | First Eagle Holdings, Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 549300ZKYR56QRODD510       | Long             | DBT              | CORP              | US        |    106717 | PA      | $105917.11    | 0.02%             | 2027-02-02      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                                         | SLM Corporation                                                           | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $158533.54    | 0.02%             | 2025-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    934994 | PA      | $926095.73    | 0.14%             | 2052-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                                                 | Ingram Micro, Inc., Term Loan                                             | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | DBT              | CORP              | US        |    260339 | PA      | $259146.89    | 0.04%             | 2028-07-02      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    824000 | PA      | $779288.59    | 0.12%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                           | NextEra Energy Capital Holdings, Inc.                                     | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144145.43    | 0.02%             | 2082-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172989.80    | 0.03%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                                                                          | 510 Asset Backed Trust                                                    | CUSIP: 33835JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830139 | PA      | $755788.34    | 0.11%             | 2061-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc                                                                        | Continental Resources, Inc.                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209324.06    | 0.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                               | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281872.88    | 0.04%             | 2024-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                                     | Teleflex, Inc.                                                            | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    480000 | PA      | $458262.00    | 0.07%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                                   | Pretium Mortgage Credit Partners, LLC                                     | CUSIP: 741386AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $717473.44    | 0.11%             | 2060-06-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                             | Chart Industries, Inc.                                                    | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    167000 | PA      | $170757.50    | 0.03%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                         | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $400155.02    | 0.06%             | 2029-06-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                                                                       | Vishay Intertechnology, Inc., Convertible                                 | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    283000 | PA      | $281952.90    | 0.04%             | 2025-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                             | GCAT Trust                                                                | CUSIP: 36170HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1356245 | PA      | $1324733.02   | 0.20%             | 2067-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                        | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159259.23    | 0.02%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                     | Centene Corporation                                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    189000 | PA      | $179561.34    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                                                                             | Bank of America Corporation                                               | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150060.00    | 0.02%             | 2025-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Allegheny Technologies Inc                                                                       | Allegheny Technologies, Inc.                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2279 | NS      | $82932.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                                                              | Avantor Funding, Inc.                                                     | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    408000 | PA      | $384576.72    | 0.06%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                                       | Verus Securitization Trust                                                | CUSIP: 92538QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1502481 | PA      | $1269132.31   | 0.19%             | 2066-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc Discount Commercial Paper 42 Yrs 3&4                                                  | Fiserv, Inc.                                                              | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    237000 | PA      | $229649.02    | 0.03%             | 2024-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company Medium Terminal Senior Nts Book Entry                                      | Wells Fargo & Company                                                     | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247060.08    | 0.04%             | 2024-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1527280 | PA      | $59090.14     | 0.01%             | 2028-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                        | CUSIP: 12667FW76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    301519 | PA      | $256714.58    | 0.04%             | 2035-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                             | RLJ Lodging Trust, LP                                                     | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    169000 | PA      | $154376.40    | 0.02%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | Royal Bank of Canada                                                      | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $80193.83     | 0.01%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Southwest Airls Co                                                                               | Southwest Airlines Company                                                | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    158000 | PA      | $138209.79    | 0.02%             | 2030-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction Llc                                                                     | Sabine Pass Liquefaction, LLC                                             | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    221000 | PA      | $214181.26    | 0.03%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                                   | John Deere Capital Corporation                                            | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255010.12    | 0.04%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                                         | Asplundh Tree Expert, LLC, Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    312000 | PA      | $311513.28    | 0.05%             | 2027-09-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP, 7.600%                                               | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      2800 | NS      | $67200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95025.46     | 0.01%             | 2026-02-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Mortgageit Trust 2007-1                                                                          | MortgageIT Trust                                                          | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1765048 | PA      | $1423006.37   | 0.22%             | 2047-06-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group Inc                                                               | Mitsubishi UFJ Financial Group, Inc.                                      | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    221000 | PA      | $209483.75    | 0.03%             | 2029-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                              | Select Medical Corporation, Term Loan                                     | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | DBT              | CORP              | US        |    261000 | PA      | $259259.13    | 0.04%             | 2025-03-06      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                            | Waste Connections, Inc.                                                   | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $62773.06     | 0.01%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                                                          | American Airlines Group, Inc.                                             | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $108661.59    | 0.02%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    471000 | PA      | $421572.00    | 0.06%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc., Convertible, 6.125%                | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |      2661 | NS      | $136908.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                                         | Hawaiian Brand Intellectual Property, Ltd.                                | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     95000 | PA      | $90724.05     | 0.01%             | 2026-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                                          | Dryden 36 Senior Loan Fund                                                | CUSIP: 26249KBD2<br>LEI: 549300XLLT7H0EYXK263 | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $927665.50    | 0.14%             | 2029-04-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                                      | Lennar Corporation                                                        | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67699.91     | 0.01%             | 2024-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                              | Moody's Corporation                                                       | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136870.46    | 0.02%             | 2032-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Capital Holdings Inc                                                              | NextEra Energy Capital Holdings, Inc.                                     | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    147000 | PA      | $124550.79    | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                      | Gartner, Inc.                                                             | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    575000 | PA      | $516350.00    | 0.08%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    589000 | PA      | $574996.47    | 0.09%             | 2031-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Ltd                                                                | Takeda Pharmaceutical Company, Ltd.                                       | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    297000 | PA      | $301773.32    | 0.05%             | 2028-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                | Omnicom Group, Inc.                                                       | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211989.68    | 0.03%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hub International Ltd                                                                            | HUB International, Ltd.                                                   | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179195.43    | 0.03%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136399.24    | 0.02%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                                 | Laredo Petroleum, Inc.                                                    | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    785000 | PA      | $723927.00    | 0.11%             | 2029-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                               | Union Pacific Corporation                                                 | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    147000 | PA      | $135447.16    | 0.02%             | 2027-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                               | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    373000 | PA      | $372421.21    | 0.06%             | 2024-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | Mozart Debt Merger Sub, Inc.                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    318000 | PA      | $266256.70    | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Gfl Environmental Inc                                                                            | GFL Environmental, Inc.                                                   | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    709000 | PA      | $632194.03    | 0.10%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc., Convertible, 7.750%                                       | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |       308 | NS      | $32509.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chs  Community Health System Inc                                                                 | Community Health Systems, Inc.                                            | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110271.73    | 0.02%             | 2027-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                                                            | Encompass Health Corporation                                              | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    860000 | PA      | $802767.00    | 0.12%             | 2028-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                             | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    682000 | PA      | $591635.00    | 0.09%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                    | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    122000 | PA      | $111567.79    | 0.02%             | 2025-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation Michigan                                                           | Credit Acceptance Corporation                                             | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $597682.37    | 0.09%             | 2024-12-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Company L P  Ptl Finance Corp                                               | Penske Truck Leasing Company, LP                                          | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $120844.75    | 0.02%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                            | Playtika Holding Corporation                                              | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    419000 | PA      | $347667.35    | 0.05%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                           | Mitsubishi UFJ Financial Group, Inc.                                      | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199755.45    | 0.03%             | 2025-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                         | EQM Midstream Partners, LP                                                | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    338000 | PA      | $285888.01    | 0.04%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                                         | United Wholesale Mortgage, LLC                                            | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    262000 | PA      | $225280.70    | 0.03%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Bank 2021-Bnk36                                                                                  | BANK 2021-BNK36                                                           | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $507676.02    | 0.08%             | 2064-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                    | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $945790.00    | 0.14%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                                          | Shift4 Payments, LLC                                                      | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $132585.60    | 0.02%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                     | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $642455.51    | 0.10%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                                         | Madison Park Funding XXI, Ltd.                                            | CUSIP: 55820JBJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1449100.50   | 0.22%             | 2032-10-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                 | Boyd Gaming Corporation                                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    430000 | PA      | $386918.30    | 0.06%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through   | CUSIP: 3132DNNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5113867 | PA      | $4799531.39   | 0.73%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                 | CSC Holdings, LLC                                                         | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $261562.50    | 0.04%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                               | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    382000 | PA      | $355737.50    | 0.05%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Inds Inc                                                                      | Huntington Ingalls Industries, Inc.                                       | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    221000 | PA      | $206751.61    | 0.03%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                                | Clean Harbors, Inc.                                                       | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    307000 | PA      | $312740.90    | 0.05%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite System Corp                                                                     | Hughes Satellite Systems Corporation                                      | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $212766.40    | 0.03%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Chl Mortgage Pass-Through Trust 2007-18                                                          | CHL Mortgage Pass-Through Trust                                           | CUSIP: 12544JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    649533 | PA      | $366536.68    | 0.06%             | 2037-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                                       | Evergy, Inc.                                                              | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    127000 | PA      | $121634.71    | 0.02%             | 2024-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Archrock Partners L P  Archrock Partners Finance Corp                                            | Archrock Partners, LP/Archrock Partners Finance Corporation               | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $555750.00    | 0.08%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating Llc  Charter Communications Operating Capital Corp              | Charter Communications Operating, LLC                                     | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $195100.41    | 0.03%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc., Convertible                                          | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    364000 | PA      | $396141.20    | 0.06%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                          | Walt Disney Company                                                       | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118208.08    | 0.02%             | 2030-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                     | Comcast Corporation                                                       | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    432000 | PA      | $441251.20    | 0.07%             | 2025-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | J.P. Morgan Mortgage Trust                                                | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489425 | PA      | $397794.78    | 0.06%             | 2052-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    251000 | PA      | $223351.14    | 0.03%             | 2026-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                                   | BBCMS Mortgage Trust                                                      | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6495550 | PA      | $529438.66    | 0.08%             | 2055-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                                      | Home RE, Ltd.                                                             | CUSIP: 43730GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $699994.68    | 0.11%             | 2034-10-25      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Tax-Managed Global DIVersified Equity Income Fd                                      | Eaton Vance Tax-Managed Global Diversified Equity Income Fund             | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |      3430 | NS      | $27268.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                          | Uniti Group, LP/Uniti Group Finance, Inc./CSL Capital, LLC                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    628000 | PA      | $513523.58    | 0.08%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                            | Playtika Holding Corporation, Term Loan                                   | CUSIP: N/A<br>LEI: 254900E35Z4TKA4UFG64       | Long             | DBT              | CORP              | US        |    210000 | PA      | $207948.30    | 0.03%             | 2028-03-11      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING                                                                      | Western Midstream Operating, LP                                           | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    680000 | PA      | $649400.00    | 0.10%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                                     | Illumina, Inc.                                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        51 | NS      | $10924.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                                       | Zoetis, Inc.                                                              | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    329000 | PA      | $321407.16    | 0.05%             | 2028-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Southwest Airls Co                                                                               | Southwest Airlines Company                                                | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148347.06    | 0.02%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                                | Owens & Minor, Inc.                                                       | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    334000 | PA      | $295357.04    | 0.04%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                                 | Bank of Montreal                                                          | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $239649.87    | 0.04%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                                         | Hilton Grand Vacations Borrower Escrow, LLC                               | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $284403.30    | 0.04%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc New                                                                   | Charter Communications, Inc.                                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       469 | NS      | $180241.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis North America Inc                                                                         | Willis North America, Inc.                                                | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287245.95    | 0.04%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                                              | 522 Funding CLO, Ltd.                                                     | CUSIP: 33834WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $1257493.90   | 0.19%             | 2030-04-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                     | Credit Suisse Mortgage Trust                                              | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    953951 | PA      | $948912.97    | 0.14%             | 2067-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | Expedia Group, Inc.                                                       | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $193395.76    | 0.03%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                                                               | Central Parent, Inc., Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    465000 | PA      | $463693.35    | 0.07%             | 2029-07-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B V                                                                      | Alcoa Nederland Holding BV                                                | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $672261.60    | 0.10%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                                          | International Game Technology plc                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $523036.50    | 0.08%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                                         | Fortress Transportation and Infrastructure Investors, LLC                 | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170654.20    | 0.03%             | 2027-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp, 4.000%                                                      | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      8600 | NS      | $164948.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                                                                       | Viasat, Inc.                                                              | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100315.00    | 0.02%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                         | Allison Transmission, Inc.                                                | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    660000 | PA      | $558115.80    | 0.08%             | 2031-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc.                                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       522 | NS      | $46431.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bac Capital Trust XIV                                                                            | BAC Capital Trust XIV                                                     | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |    138000 | PA      | $110415.56    | 0.02%             | 2023-02-17      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                                               | Scientific Games International, Inc.                                      | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651722.50    | 0.10%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                                 | ITT Holdings, LLC                                                         | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $412656.25    | 0.06%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                                        | Gainwell Acquisition Corporation, Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    698439 | PA      | $680922.59    | 0.10%             | 2027-10-01      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    759000 | PA      | $629970.00    | 0.10%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc New                                                                            | Iron Mountain, Inc.                                                       | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    425000 | PA      | $400154.50    | 0.06%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                                                     | Organon & Company, Term Loan                                              | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | DBT              | CORP              | US        |    516000 | PA      | $514431.36    | 0.08%             | 2028-06-02      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | Nutrien, Ltd.                                                             | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    292000 | PA      | $287826.02    | 0.04%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through    | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289626 | PA      | $275510.91    | 0.04%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                                    | Sempra Energy                                                             | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    156000 | PA      | $149760.00    | 0.02%             | 2025-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                                                                      | Stratus CLO, Ltd.                                                         | CUSIP: 863162AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1583218.50   | 0.24%             | 2029-12-29      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                                 | Allied Universal Holdco, LLC                                              | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $305748.00    | 0.05%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Inbev Worldwide Inc                                                               | Anheuser-Busch InBev Worldwide, Inc.                                      | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299688.23    | 0.05%             | 2029-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Schwab Charles Corporation New                                                                   | Charles Schwab Corporation                                                | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    360000 | PA      | $309690.00    | 0.05%             | 2030-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                                         | Ionis Pharmaceuticals, Inc., Convertible                                  | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    146000 | PA      | $139886.25    | 0.02%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Square Inc                                                                                       | Block, Inc., Convertible                                                  | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    217000 | PA      | $173871.25    | 0.03%             | 2027-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                               | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121598.65    | 0.02%             | 2025-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                                         | Hess Midstream Operations, LP                                             | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $218230.74    | 0.03%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc., Term Loan                                                   | CUSIP: N/A<br>LEI: M2XHYMU3TZNEZURC6H66       | Long             | DBT              | CORP              | US        |    132658 | PA      | $130999.87    | 0.02%             | 2026-08-12      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                                | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    141000 | PA      | $131538.90    | 0.02%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Windstream Holdings, Inc.                                                                        | Windstream Services, LLC, Warrants (Expires 12/31/2049)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      4895 | NC      | $49870.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                         | Clear Channel Worldwide Holdings, Inc.                                    | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $339441.27    | 0.05%             | 2028-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| Regions Financial Corporation New                                                                | Regions Financial Corporation                                             | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154952.77    | 0.02%             | 2025-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                         | Univision Communications, Inc., Term Loan                                 | CUSIP: N/A<br>LEI: 549300YQDE2JSGTL8V47       | Long             | DBT              | CORP              | US        |    244384 | PA      | $239628.70    | 0.04%             | 2029-01-31      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | Conagra Brands, Inc.                                                      | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116777.87    | 0.02%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                         | HLF Financing SARL, LLC                                                   | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1016000 | PA      | $742950.00    | 0.11%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                            | American Homes 4 Rent, LP                                                 | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    156000 | PA      | $127323.53    | 0.02%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Chobani Llc  Chobani Finance Corporation Inc                                                     | Chobani, LLC/Chobani Finance Corporation, Inc.                            | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $441650.00    | 0.07%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Numericable-Sfr S A                                                                              | Altice France SA, Term Loan                                               | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | US        |    540589 | PA      | $520316.47    | 0.08%             | 2026-08-14      | Floating      | 0.09%                 | No            |                  3 | On Loan: No      |
| Jazz Invts I Ltd                                                                                 | Jazz Investments I, Ltd., Convertible                                     | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    288000 | PA      | $338040.00    | 0.05%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                                         | Alterra Mountain Company, Term Loan                                       | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | DBT              | CORP              | US        |    203485 | PA      | $202721.78    | 0.03%             | 2028-08-17      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| CCI BUYER INC                                                                                    | CCI Buyer, Inc., Term Loan                                                | CUSIP: N/A<br>LEI: 254900TMV7DAFRQALU04       | Long             | DBT              | CORP              | US        |    209467 | PA      | $205451.52    | 0.03%             | 2027-12-17      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics L P                                                                             | NuStar Logistics, LP                                                      | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    515000 | PA      | $509597.65    | 0.08%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                                                                     | Frontier Communications Holdings, LLC                                     | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $528070.76    | 0.08%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Magallanes, Inc.                                                          | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    599000 | PA      | $549768.45    | 0.08%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                                           | Sunoco, LP/Sunoco Finance Corporation                                     | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $300216.45    | 0.05%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                           | VICI Properties, LP/VICI Note Company, Inc.                               | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $181106.10    | 0.03%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Virgin Media Investment Holdings Ltd                                                             | Virgin Media Bristol, LLC, Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    393000 | PA      | $390594.84    | 0.06%             | 2028-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                                         | Penske Truck Leasing Company, LP                                          | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $131683.03    | 0.02%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                                 | Spirit Realty, LP                                                         | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    318000 | PA      | $266093.61    | 0.04%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                             | BANK 2021-BNK37                                                           | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1111774.43   | 0.17%             | 2064-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection Llc                                                                    | Caesars Resort Collection, LLC, Term Loan                                 | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | DBT              | CORP              | US        |    462333 | PA      | $461722.40    | 0.07%             | 2024-12-22      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                                      | Southern Company, 4.950%                                                  | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     12000 | NS      | $270720.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Residential Pptys Inc  Brookfield Residential Us Llc                                  | Brookfield Residential Properties, Inc.                                   | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    690000 | PA      | $613568.70    | 0.09%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                             | Cornerstone Building Brands, Inc.                                         | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    345000 | PA      | $258446.40    | 0.04%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    880000 | PA      | $859918.40    | 0.13%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                                                               | XPO Escrow Sub, LLC                                                       | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $412067.60    | 0.06%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC/CCO Holdings Capital Corporation                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $325072.35    | 0.05%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                        | CUSIP: 12667GDE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395286 | PA      | $298823.44    | 0.05%             | 2035-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Societe Generale Medium Terminal Nts Book Entry 144a                                             | Societe Generale SA                                                       | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    148000 | PA      | $141146.60    | 0.02%             | 2024-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                             | CUSIP: 3136AE4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1161464 | PA      | $40252.41     | 0.01%             | 2031-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                                              | General Electric Company                                                  | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428495.00    | 0.07%             | 2023-03-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                              | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185751.01    | 0.03%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                          | ATI, Inc., Convertible                                                    | CUSIP: 01741RAK8<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    113000 | PA      | $271539.00    | 0.04%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation New                                                                | Regions Financial Corporation, 5.700%                                     | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      2650 | NS      | $65905.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackrock Multi-Sector Income Tr                                                                 | BlackRock Multi-Sector Income Trust                                       | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |     17360 | NS      | $261441.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy CLO Ltd                                                                                   | Galaxy XIX CLO, Ltd.                                                      | CUSIP: 36319QBS0<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-O            | CORP              | KY        |   1675000 | PA      | $1567505.20   | 0.24%             | 2030-07-24      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company Medium Terminal Senior Nts Book Entry                                      | Wells Fargo & Company                                                     | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233886.19    | 0.04%             | 2025-10-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                        | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $113713.86    | 0.02%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144612.34    | 0.02%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Vanguard Scottsdale Fds                                                                          | Vanguard Short-Term Corporate Bond ETF                                    | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |     35245 | NS      | $2695537.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Inc                                                                                    | CommScope, Inc., Term Loan                                                | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | DBT              | CORP              | US        |    474107 | PA      | $463558.04    | 0.07%             | 2026-04-04      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                                           | Brixmor Operating Partnership, LP                                         | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    245000 | PA      | $210507.99    | 0.03%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                                                        | College Avenue Student Loans, LLC                                         | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264894 | PA      | $259211.64    | 0.04%             | 2046-11-26      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                                   | Babson CLO, Ltd.                                                          | CUSIP: 06760PAJ0<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-O            | CORP              | KY        |   1825000 | PA      | $1744305.80   | 0.26%             | 2029-07-20      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                                   | John Deere Capital Corporation                                            | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    138000 | PA      | $133915.69    | 0.02%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 4.250%                                                    | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      8650 | NS      | $172481.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                                                          | PTC, Inc.                                                                 | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206170.66    | 0.03%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                                | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64570.40     | 0.01%             | 2050-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554477.83    | 0.08%             | 2024-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Bkggroup Ltd                                                             | Australia and New Zealand Banking Group, Ltd.                             | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    338000 | PA      | $310527.31    | 0.05%             | 2030-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                   | Lowe's Companies, Inc.                                                    | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331374.28    | 0.05%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Mpt Operating Partnership L P  Mpt Finance Corp                                                  | MPT Operating Partnership, LP                                             | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $76972.50     | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                                        | iStar, Inc.                                                               | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    545000 | PA      | $540912.50    | 0.08%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                                    | Welltower, Inc.                                                           | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    173000 | PA      | $144228.93    | 0.02%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                          | Zayo Group Holdings, Inc., Term Loan                                      | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | DBT              | CORP              | US        |    504728 | PA      | $430991.99    | 0.07%             | 2027-03-09      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                         | International Flavors and Fragrances, Inc.                                | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    261000 | PA      | $234700.10    | 0.04%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                                                   | 1375209 B.C., Ltd.                                                        | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    371000 | PA      | $369612.46    | 0.06%             | 2028-01-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                               | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    711000 | PA      | $710559.18    | 0.11%             | 2024-09-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                                              | PGT Innovations, Inc.                                                     | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    481000 | PA      | $414973.13    | 0.06%             | 2029-10-01      | Fixed         | 0.04%                 | 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        |   3780914 | PA      | $3771202.24   | 0.57%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                                       | Verus Securitization Trust                                                | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    856669 | PA      | $824512.35    | 0.13%             | 2060-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147700.00    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, Convertible, 7.500%                                | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       797 | NS      | $1002618.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                           | VICI Properties, LP/VICI Note Company, Inc.                               | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $328924.60    | 0.05%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                    | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $221062.50    | 0.03%             | 2025-07-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                                    | McKesson Corporation                                                      | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    490000 | PA      | $437211.12    | 0.07%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                              | SVB Financial Group                                                       | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159680.00    | 0.02%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338300.00    | 0.05%             | 2043-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital Designated ActIVity Company  Aercap Global Aviation Tr                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                   | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    220000 | PA      | $224026.06    | 0.03%             | 2025-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                         | Neuberger Berman CLO, Ltd.                                                | CUSIP: 64129KBL0<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1411834.50   | 0.21%             | 2029-10-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Western Asset High Income Opportunity Fund Inc                                                   | Western Asset High Income Opportunity Fund, Inc.                          | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     64873 | NS      | $264033.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                            | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367360.00    | 0.06%             | 2030-03-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                                     | Pioneer Natural Resources Company                                         | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       396 | NS      | $91218.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELESAT CANADA/TELESAT LLC                                                                       | Telesat Canada/Telesat, LLC                                               | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    235000 | PA      | $115100.65    | 0.02%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Boeing Company Iam Commercial Paper 42                                                           | Boeing Company                                                            | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316010.85    | 0.05%             | 2025-05-01      | Fixed         | 0.05%                 | 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        |   3512035 | PA      | $2965148.08   | 0.45%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc New                                                                         | Cleveland-Cliffs, Inc.                                                    | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417966.25    | 0.06%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                            | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300515.35    | 0.05%             | 2083-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Usb Realty Corp                                                                                  | USB Realty Corporation                                                    | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $294480.31    | 0.04%             | 2027-01-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $957532.58    | 0.15%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                                              | Callon Petroleum Company                                                  | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    381000 | PA      | $380679.51    | 0.06%             | 2025-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                           | VICI Properties, LP/VICI Note Company, Inc.                               | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $271951.44    | 0.04%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through    | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243842 | PA      | $226984.02    | 0.03%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                   | CUSIP: 33851YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1062496 | PA      | $901780.21    | 0.14%             | 2050-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                   | Transocean, Inc.                                                          | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    182000 | PA      | $187642.00    | 0.03%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Springleaf Finance Corp                                                                          | OneMain Finance Corporation                                               | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234262.10    | 0.04%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Msci Inc                                                                                         | MSCI, Inc.                                                                | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    425000 | PA      | $386750.00    | 0.06%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                         | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    147000 | PA      | $145064.49    | 0.02%             | 2029-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation                                              | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    121000 | PA      | $104658.84    | 0.02%             | 2029-06-07      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                                                              | MKS Instruments, Inc., Term Loan                                          | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |    468825 | PA      | $467484.16    | 0.07%             | 2029-08-17      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245894.90    | 0.04%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc., Term Loan                                                  | CUSIP: N/A<br>LEI: XQM2JINI1UL7642TU573       | Long             | DBT              | CORP              | US        |    143111 | PA      | $142342.10    | 0.02%             | 2024-09-12      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                               | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    485000 | PA      | $437300.25    | 0.07%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                   | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    187000 | PA      | $165962.50    | 0.03%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pnc Bank National Association Wilmington Del                                                     | PNC Bank NA                                                               | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    148000 | PA      | $129952.60    | 0.02%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                                    | McKesson Corporation                                                      | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    136000 | PA      | $122210.28    | 0.02%             | 2025-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | Medline Borrower, LP, Term Loan                                           | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | DBT              | CORP              | US        |    942626 | PA      | $914214.89    | 0.14%             | 2028-10-21      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| D R Horton Inc                                                                                   | D.R. Horton, Inc.                                                         | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64974.49     | 0.01%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                                                                    | PPM CLO 6, Ltd.                                                           | CUSIP: 69377WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $990287.00    | 0.15%             | 2031-01-20      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, 4.125%                                                    | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     11475 | NS      | $221008.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Prods Llc                                                                      | Reynolds Consumer Products, LLC, Term Loan                                | CUSIP: N/A<br>LEI: 549300DWNZYMOSR1X343       | Long             | DBT              | CORP              | US        |    312000 | PA      | $311260.56    | 0.05%             | 2027-02-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE                                                                        | Smyrna Ready Mix Concrete, LLC, Term Loan                                 | CUSIP: N/A<br>LEI: 549300S7RFWHQFOIOY93       | Long             | DBT              | CORP              | US        |    158047 | PA      | $157256.67    | 0.02%             | 2029-04-01      | Floating      | 0.09%                 | No            |                  3 | On Loan: No      |
| 510 Assets Backed Trust                                                                          | 510 Asset Backed Trust                                                    | CUSIP: 33835JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $878692.40    | 0.13%             | 2061-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $264922.46    | 0.04%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                                     | Comerica, Inc.                                                            | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76466.19     | 0.01%             | 2025-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                     | Entegris, Inc., Term Loan                                                 | CUSIP: N/A<br>LEI: IYX6OWO7BT5DKO3BYG52       | Long             | DBT              | CORP              | US        |    256000 | PA      | $256801.28    | 0.04%             | 2029-07-06      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank A G                                                                                | Deutsche Bank AG                                                          | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    135000 | PA      | $131973.93    | 0.02%             | 2028-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                                              | Northern Trust Corporation                                                | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207763.55    | 0.03%             | 2027-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc                                                                              | PayPal Holdings, Inc.                                                     | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    149000 | PA      | $134096.84    | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                                   | Sumitomo Mitsui Trust Bank, Ltd.                                          | CUSIP: 86563VAT6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    135000 | PA      | $121803.72    | 0.02%             | 2025-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                   | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166477.82    | 0.03%             | 2025-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                             | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    288000 | PA      | $236262.70    | 0.04%             | 2031-11-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Diageo Capital Plc                                                                               | Diageo Capital plc                                                        | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    129000 | PA      | $110050.84    | 0.02%             | 2030-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                                         | Energy Transfer, LP                                                       | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    408000 | PA      | $409787.53    | 0.06%             | 2024-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                                                                         | Roller Bearing Company of America, Inc.                                   | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207246.10    | 0.03%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods Inc                                                                              | TreeHouse Foods, Inc.                                                     | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    534000 | PA      | $445356.00    | 0.07%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                 | Deutsche Bank AG                                                          | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    502000 | PA      | $452872.19    | 0.07%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glasscontainer Inc                                                                | Owens-Brockway Glass Container, Inc.                                      | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192280.40    | 0.03%             | 2023-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                            | Toronto-Dominion Bank                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212250.00    | 0.03%             | 2082-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                                           | PENN Entertainment, Inc.                                                  | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $498967.02    | 0.08%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    208000 | PA      | $205511.69    | 0.03%             | 2024-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                    | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     83000 | PA      | $68060.00     | 0.01%             | 2025-09-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                 | NTT Finance Corporation                                                   | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    177000 | PA      | $158813.75    | 0.02%             | 2026-04-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                                       | Verus Securitization Trust                                                | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    893182 | PA      | $768181.16    | 0.12%             | 2066-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | Royal Bank of Canada                                                      | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $176106.15    | 0.03%             | 2024-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                          | VZ Secured Financing BV                                                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    678000 | PA      | $580591.74    | 0.09%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Structured Adj Rate Mortgage Loan Tr                                                             | Structured Adjustable Rate Mortgage Loan Trust                            | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118051 | PA      | $100341.71    | 0.02%             | 2035-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                                 | Organon & Company                                                         | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $420569.25    | 0.06%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                  | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185807.95    | 0.03%             | 2026-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Blackrock Income Trust Inc                                                                       | BlackRock Income Trust, Inc.                                              | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      5699 | NS      | $74884.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                    | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180026.86    | 0.03%             | 2028-01-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                | Iron Mountain, Inc.                                                       | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    605000 | PA      | $556305.52    | 0.08%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                  | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $188217.65    | 0.03%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Freeport Mcmoran Inc                                                                             | Mosaic Company                                                            | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    261000 | PA      | $255865.99    | 0.04%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Kbr Inc                                                                                          | KBR, Inc.                                                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       993 | NS      | $50871.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Dynamic Credit Opportu                                                                   | Invesco Dynamic Credit Opportunities Fund                                 | CUSIP: 46091B207<br>LEI: UJGJ6DJQ6L11ZHIVZG65 | Long             |  | RF                | US        |     10293 | NS      | $110294.82    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Csc Holdings Llc                                                                                 | CSC Holdings, LLC                                                         | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    561000 | PA      | $485365.98    | 0.07%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Mpt Operating Partnership L P  Mpt Finance Corp                                                  | MPT Operating Partnership, LP                                             | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $336577.90    | 0.05%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Owl Rock Technology Finance Corp                                                                 | Owl Rock Technology Finance Corporation                                   | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67057.60     | 0.01%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                | Iron Mountain, Inc.                                                       | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    568000 | PA      | $486713.52    | 0.07%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Banc America AlternatIVe Loan Tr                                                                 | Banc of America Alternative Loan Trust                                    | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    889430 | PA      | $771624.77    | 0.12%             | 2035-11-25      | Fixed         | 0.06%                 | 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        |   1877569 | PA      | $1786064.52   | 0.27%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                                   | PetSmart, Inc./PetSmart Finance Corporation                               | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $378355.18    | 0.06%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                     | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    452000 | PA      | $390785.59    | 0.06%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Sba Senior Finance II Llc                                                                        | SBA Senior Finance II, LLC, Term Loan                                     | CUSIP: N/A<br>LEI: 549300PVT2ADFWMYEW87       | Long             | DBT              | CORP              | US        |    516000 | PA      | $514766.76    | 0.08%             | 2025-04-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC/CCO Holdings Capital Corporation                        | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $300115.00    | 0.05%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc., 4.750%                                                        | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     23300 | NS      | $488834.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                                | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    206000 | PA      | $176171.20    | 0.03%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Indymac Imja Mortgage Loan Trust 2007-A3                                                         | IndyMac IMJA Mortgage Loan Trust                                          | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280343 | PA      | $132440.94    | 0.02%             | 2037-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                         | Lloyds Banking Group plc                                                  | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $169154.69    | 0.03%             | 2046-12-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Keybank National Association Cleveland Ohio Global Bank Subordinated Nts Book Entry 3a2          | KeyBank NA/Cleveland, OH                                                  | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    221000 | PA      | $204389.97    | 0.03%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                               | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136176.97    | 0.02%             | 2026-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                                  | Hanesbrands, Inc.                                                         | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    415000 | PA      | $386468.75    | 0.06%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                                             | Covert Mergeco, Inc.                                                      | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $227175.00    | 0.03%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| First Trust High Income Long  Short Fd                                                           | First Trust High Income Long/Short Fund                                   | CUSIP: 33738E109<br>LEI: JUEVI6DHENZLPUBV7E49 | Long             |  | RF                | US        |     25939 | NS      | $314380.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chl Mortgage Pass-Through Trust 2007-3                                                           | CHL Mortgage Pass-Through Trust                                           | CUSIP: 12543RAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208653 | PA      | $113080.99    | 0.02%             | 2037-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                | NatWest Group plc                                                         | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $153250.00    | 0.02%             | 2031-06-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                          | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    306000 | PA      | $266325.92    | 0.04%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                                          | Jersey Central Power & Light Company                                      | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    288000 | PA      | $243731.09    | 0.04%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Blackrock Debt Strategies Fund Inc                                                               | BlackRock Debt Strategies Fund, Inc.                                      | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      3000 | NS      | $29430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220380.00    | 0.03%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                           | Minerva Merger Sub, Inc.                                                  | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    469000 | PA      | $388572.22    | 0.06%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| RACKSPACE TECHNOLOGY                                                                             | Rackspace Technology Global, Inc., Term Loan                              | CUSIP: N/A<br>LEI: 549300QTYCKLMFSE8I97       | Long             | DBT              | CORP              | US        |    189391 | PA      | $118467.77    | 0.02%             | 2028-02-09      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                                          | New York Mortgage Trust                                                   | CUSIP: 62955DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337005 | PA      | $326588.12    | 0.05%             | 2060-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Secs Inc                                                                          | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust                      | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565212 | PA      | $517102.50    | 0.08%             | 2035-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Udr Inc                                                                                          | UDR, Inc.                                                                 | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    296000 | PA      | $257938.88    | 0.04%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                            | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    729750 | PA      | $27794.04     | 0.00%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group Plc Retail Medium Terminal Senior Bank Nts Book Entry                       | Lloyds Banking Group plc                                                  | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    152000 | PA      | $150873.68    | 0.02%             | 2024-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                              | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286313.91    | 0.04%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                   | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875332 | PA      | $776574.73    | 0.12%             | 2041-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                                              | Otis Worldwide Corporation                                                | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    166000 | PA      | $156584.41    | 0.02%             | 2025-04-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                               | Valero Energy Corporation                                                 | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    281000 | PA      | $240039.45    | 0.04%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                                            | Owl Rock Capital Corporation                                              | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    146000 | PA      | $137523.30    | 0.02%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                                                                         | Pilot Travel Centers, LLC, Term Loan                                      | CUSIP: N/A<br>LEI: 549300115UILLXNE1Z49       | Long             | DBT              | CORP              | US        |    435674 | PA      | $434467.42    | 0.07%             | 2028-08-06      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                  | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    182000 | PA      | $164465.75    | 0.02%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp                                                                      | United States Cellular Corporation                                        | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    415000 | PA      | $385950.00    | 0.06%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                           | Verizon Communications, Inc.                                              | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    383000 | PA      | $326908.29    | 0.05%             | 2031-03-21      | Fixed         | 0.03%                 | 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        |   2025624 | PA      | $1714156.56   | 0.26%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating Llc                                                             | Charter Communications Operating, LLC, Term Loan                          | CUSIP: N/A<br>LEI: 549300TPZNMN50BJ3745       | Long             | DBT              | CORP              | US        |    652314 | PA      | $649789.97    | 0.10%             | 2027-02-01      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                               | Banco Santander SA                                                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190556.99    | 0.03%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                             | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    291000 | PA      | $284352.51    | 0.04%             | 2028-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                                     | Bio-Rad Laboratories, Inc.                                                | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192863.54    | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                            | Toronto-Dominion Bank                                                     | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $135453.82    | 0.02%             | 2032-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    540000 | PA      | $508623.76    | 0.08%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CABLE ONE INC                                                                                    | Cable One, Inc., Convertible                                              | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    261000 | PA      | $200578.50    | 0.03%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation, 4.750%                                      | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      9150 | NS      | $203130.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| OWL ROCK CORE INCOME COR                                                                         | Owl Rock Core Income Corporation                                          | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    209000 | PA      | $191278.34    | 0.03%             | 2027-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                          | Frontier Communications Holdings, LLC                                     | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129531.25    | 0.02%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                                                        | Warner Bros. Discovery, Inc.                                              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      1271 | NS      | $18836.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greeneden Us Holdings II Llc                                                                     | Genesys Cloud Services Holdings II, LLC, Term Loan                        | CUSIP: N/A<br>LEI: 549300CVRD4OUCPHWQ42       | Long             | DBT              | CORP              | US        |    260548 | PA      | $255500.90    | 0.04%             | 2027-12-01      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    657000 | PA      | $648761.52    | 0.10%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                                               | First Horizon Corporation, 6.500%                                         | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      3500 | NS      | $89250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Cash Management Trust                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  15887023 | PA      | $15887023.00  | 2.41%             |  |  |  | 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        |    511475 | PA      | $430932.26    | 0.07%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152682.25    | 0.02%             | 2062-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Goeasy Ltd                                                                                       | goeasy, Ltd.                                                              | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $129219.30    | 0.02%             | 2024-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                              | Buckeye Partners, LP, Term Loan                                           | CUSIP: N/A<br>LEI: 549300C1PQJLVEIUBK50       | Long             | DBT              | CORP              | US        |    261000 | PA      | $260919.09    | 0.04%             | 2026-11-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | Fifth Third Bancorp                                                       | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142080.21    | 0.02%             | 2025-09-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco Llc  Radiate Finance Inc                                                          | Radiate Holdco, LLC/Radiate Finance, Inc.                                 | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $130247.50    | 0.02%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                          | Hyundai Capital America                                                   | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    119000 | PA      | $108534.63    | 0.02%             | 2025-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| General Mtrs Financial Company Inc                                                               | General Motors Financial Company, Inc.                                    | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    544000 | PA      | $519384.91    | 0.08%             | 2025-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                                            | Scripps Escrow II, Inc.                                                   | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $165435.00    | 0.03%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                                     | Entergy Corporation                                                       | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    148000 | PA      | $128784.87    | 0.02%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                               | Forestar Group, Inc.                                                      | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    340000 | PA      | $302972.27    | 0.05%             | 2026-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Mcdonalds Corp                                                                                   | McDonald's Corporation                                                    | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    181000 | PA      | $176715.68    | 0.03%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                                   | Halliburton Company                                                       | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    147000 | PA      | $131269.08    | 0.02%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies, Inc.                                                   | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    470000 | PA      | $459879.73    | 0.07%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                  | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    206000 | PA      | $191066.97    | 0.03%             | 2027-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1B PTT                                                                           | Air Canada Pass Through Trust                                             | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     30577 | PA      | $30469.72     | 0.00%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Abbvie Inc                                                                                       | AbbVie, Inc.                                                              | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    905000 | PA      | $882097.94    | 0.13%             | 2025-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                           | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    522000 | PA      | $465081.28    | 0.07%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                          | Hyundai Capital America                                                   | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    147000 | PA      | $124569.79    | 0.02%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                         | 1011778 B.C., ULC/New Red Finance, Inc.                                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    700000 | PA      | $644145.33    | 0.10%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Secs Inc                                                                   | Banc of America Mortgage Securities Trust                                 | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296637 | PA      | $266048.27    | 0.04%             | 2035-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                     | Novelis Corporation                                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126700.00    | 0.02%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Limited Duration Income Fd                                                           | Eaton Vance Limited Duration Income Fund                                  | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |     30816 | NS      | $316788.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                   | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79005.72     | 0.01%             | 2024-09-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                            | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    291000 | PA      | $271177.11    | 0.04%             | 2025-10-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                                 | Cinemark USA, Inc.                                                        | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    663000 | PA      | $595357.43    | 0.09%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company, Convertible                                           | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    405000 | PA      | $411075.00    | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through    | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1190395 | PA      | $1146055.26   | 0.17%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Dai-Ichi Life Holdings Inc                                                                       | Dai-ichi Life Insurance Company, Ltd.                                     | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $394848.83    | 0.06%             | 2024-10-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| Pretium Mortgage Credit Partne                                                                   | Pretium Mortgage Credit Partners, LLC                                     | CUSIP: 74143EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $778014.82    | 0.12%             | 2051-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                            | Molina Healthcare, Inc.                                                   | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    332000 | PA      | $306618.60    | 0.05%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                                          | Allied Universal Holdco, LLC, Term Loan                                   | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | US        |    647361 | PA      | $623331.07    | 0.09%             | 2028-05-14      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                                 | Teine Energy, Ltd.                                                        | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $298800.00    | 0.05%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                                                                     | Sylvamo Corporation                                                       | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |    309000 | PA      | $295453.44    | 0.04%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                  | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    283000 | PA      | $278965.66    | 0.04%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                          | Marathon Petroleum Corporation                                            | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    635000 | PA      | $633733.94    | 0.10%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bway Holding Co                                                                                  | Mauser Packaging Solutions Holding Company                                | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319776.00    | 0.05%             | 2024-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                                          | O'Reilly Automotive, Inc.                                                 | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    198000 | PA      | $189322.65    | 0.03%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                           | Albertson's Companies, Inc.                                               | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664000 | PA      | $572700.00    | 0.09%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                             | BANK 2022-BNK39                                                           | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13474389 | PA      | $391670.85    | 0.06%             | 2055-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                                       | Progress Residential Trust                                                | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1107126.84   | 0.17%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc  Safeway Inc  New Albertsons L P  Albertsons Llc                              | Albertson's Companies, Inc.                                               | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $568830.00    | 0.09%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                           | Boston Scientific Corporation, Convertible, 5.500%                        | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |      3114 | NS      | $355400.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco Lp  Sunoco Finance Corp                                                                   | Sunoco, LP/Sunoco Finance Corporation                                     | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $485100.00    | 0.07%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                           | Mitsubishi UFJ Financial Group, Inc.                                      | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $256670.29    | 0.04%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65868.74     | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                                          | Brown Group Holding, LLC, Term Loan                                       | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | DBT              | CORP              | US        |    210000 | PA      | $208786.20    | 0.03%             | 2028-06-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Inc                                                                               | NextEra Energy, Inc., Convertible, 6.926%                                 | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1133 | NS      | $54259.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2007-1                                                                    | Sequoia Mortgage Trust                                                    | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220249 | PA      | $151355.39    | 0.02%             | 2046-09-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                              | Hudbay Minerals, Inc.                                                     | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $428381.25    | 0.07%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                 | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151211.45    | 0.02%             | 2026-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                                 | Radian Group, Inc.                                                        | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323414.80    | 0.05%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                              | PayPal Holdings, Inc.                                                     | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137672.47    | 0.02%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                             | Freeport-McMoRan, Inc.                                                    | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408195.50    | 0.06%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Schwab Charles Corporation New                                                                   | Charles Schwab Corporation                                                | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    328000 | PA      | $325441.60    | 0.05%             | 2025-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                                                                            | AAdvantage Loyalty IP, Ltd., Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    628665 | PA      | $645066.87    | 0.10%             | 2028-04-20      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 4.750%                                       | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     12500 | NS      | $275000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                                       | First Quantum Minerals, Ltd.                                              | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $823968.75    | 0.13%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp                                                              | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217672.57    | 0.03%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-24

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer