# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0000811869-26-000287
**Filing Date:** 2026-6
**Character Count:** 403879
**Document Hash:** 09988c2ffb4452a5e16104b60353bd65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000811869-26-000287.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000811869-26-000287

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 261127716

**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 Dynamic Allocation Fund (Series ID: S000000701)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000002055 | Class A      | AABFX           |
| C000002056 | Class S      | IBBFX           |

## 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 DYNAMIC ALLOCATION FUND

- **b. EDGAR series identifier (if any):** S000000701

- **c. LEI of Series:** 382LN73IHPB5WUM3B285

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $486733199.01

**Total Liabilities:** $30415691.86

**Net Assets:** $456317507.15

**Delayed Delivery Securities:** $27566164.11

**Cash Not Reported:** $73796.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9655.00000000 | **1-Year:** -1334.00000000 | **5-Year:** -9347.00000000 | **10-Year:** -16855.00000000 | **30-Year:** -49281.00000000

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

- **3-Month:** -442.00000000 | **1-Year:** -1430.00000000 | **5-Year:** -7490.00000000 | **10-Year:** -5960.00000000 | **30-Year:** -4840.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002056 | 1.37%                | -3.65%               | 4.18%                |
| Class ID C000002055 | 1.37%                | -3.64%               | 4.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1150902.00              | $3381731.21                                |
| Month 2  | $633238.16               | $-16445580.94                              |
| Month 3  | $1158157.72              | $14925093.47                               |

**Designated Index Information**

- **Index Name:** 10% MSCI All Country World Index ex USA, 27% Bloomberg US Mortgage Backed Securities Index, 21% Bloomberg US Corporate High Yield Bond Index, 12% Bloomberg US Corporate Bond Index, 30% S&P 1500 Composite Index

- **Index Identifier:** M1WDU, LUMSTRUU, LF98TRUU, LUACTRUU, SPR

### Schedule of Portfolio Investments

| Name                                                          | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANTERO MIDSTREAM CORP                                         | Antero Midstream Corporation                                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4762 | NS      | $104097.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                           | Shift4 Payments, Inc., Convertible                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $150762.22    | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC (DELAWARE)                        | Honeywell International, Inc.                                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3668 | NS      | $786162.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.750%                                        | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3350 | NS      | $67268.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5092                     | CUSIP: 3137FYCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    894709 | PA      | $77714.74     | 0.02%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMAC Mortgage Corporation Loan Trust 2005-AR2                           | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72258 | PA      | $64975.94     | 0.01%             | 2035-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685764 | PA      | $1536677.68   | 0.34%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                                  | Modine Manufacturing Company                                            | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       305 | NS      | $77662.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                                 | WD-40 Company                                                           | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       421 | NS      | $88393.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                        | Intuitive Surgical, Inc.                                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1642 | NS      | $751395.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, 4.200%                                          | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      4150 | NS      | $71919.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                              | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35874.00     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| D R HORTON INC                                                | D.R. Horton, Inc.                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2832 | NS      | $435731.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                                  | Knowles Corporation                                                     | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |        69 | NS      | $2152.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                             | Clean Harbors, Inc.                                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       705 | NS      | $220439.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO INCOME STRATEGY FUND II                                 | PIMCO Income Strategy Fund II                                           | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |      6559 | NS      | $46634.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                  | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     36000 | PA      | $8640.00      | 0.00%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      5178 | NS      | $359819.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc., Convertible                                                | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23475.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $492076.37    | 0.11%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                        | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    103000 | PA      | $137505.00    | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION PLC                                         | Eaton Corporation plc                                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       996 | NS      | $431277.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.750%                                           | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2350 | NS      | $44767.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM TRUST                                                     | CIM Trust 2023-I1                                                       | CUSIP: 12570DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300678 | PA      | $299808.27    | 0.07%             | 2058-04-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                              | UL Solutions, Inc.                                                      | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      1365 | NS      | $123518.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                          | Colgate-Palmolive Company                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       601 | NS      | $51301.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND                  | Nuveen Preferred Income Opportunities Fund                              | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |      5392 | NS      | $43028.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST                        | Residential Asset Securitization Trust 2004-IP1                         | CUSIP: 45660NYL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77719 | PA      | $74706.63     | 0.02%             | 2034-01-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC.                          | Applied Industrial Technologies, Inc.                                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       296 | NS      | $90502.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FUND INC                            | BlackRock Debt Strategies Fund, Inc.                                    | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      1902 | NS      | $19077.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                | AptarGroup, Inc.                                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       366 | NS      | $45266.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539635 | PA      | $1243300.44   | 0.27%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP (MICHIGAN)                              | Independent Bank Corporation/MI                                         | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       226 | NS      | $7505.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58295.14     | 0.01%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                          | Associated Banc-Corp                                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      1565 | NS      | $44070.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                                             | Ralph Lauren Corporation                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       130 | NS      | $46623.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT INC                                   | Monarch Casino & Resort, Inc.                                           | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        40 | NS      | $4747.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                              | StoneX Group, Inc.                                                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       172 | NS      | $18237.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2025-1A                                | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $248255.75    | 0.05%             | 2033-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible, 7.125%                                   | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      2527 | NS      | $131479.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.375%                                           | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      3175 | NS      | $56007.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 5.000%                               | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      3050 | NS      | $57919.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                               | Ulta Beauty, Inc.                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       232 | NS      | $124695.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                                  | Wingstop, Inc.                                                          | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       349 | NS      | $57256.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                            | Vodafone Group plc                                                      | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $71958.58     | 0.02%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49749.80     | 0.01%             | 2049-12-29      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                             | Cisco Systems, Inc.                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     13541 | NS      | $1239001.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                             | Kinder Morgan, Inc.                                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      4389 | NS      | $144266.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                    | Hasbro, Inc.                                                            | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1656 | NS      | $158711.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                       | Valley National Bancorp                                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      5110 | NS      | $69342.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $937695.45    | 0.21%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME E-mini Russell 2000 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -4 | NC      | $-60205.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 5.650%                                                         | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       775 | NS      | $16654.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2026-1A                                | CUSIP: 69704KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    525000 | PA      | $525028.35    | 0.12%             | 2034-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                      | Jazz Pharmaceuticals, Inc.                                              | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       561 | NS      | $113894.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2021-LTV2                                    | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    168108 | PA      | $144795.61    | 0.03%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| NEW YORK TIMES COMPANY (THE)                                  | New York Times Company                                                  | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       120 | NS      | $9483.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                      | Fabrinet                                                                | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       327 | NS      | $223494.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                        | O'Reilly Automotive, Inc.                                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2490 | NS      | $247506.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                                | TD SYNNEX Corporation                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      4393 | NS      | $1002394.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME E-mini S&P 500 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        35 | NC      | $908175.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corporation                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1613 | NS      | $164767.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1093632 | PA      | $1003637.21   | 0.22%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARZETTI CO                                                   | Marzetti Company                                                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       299 | NS      | $38953.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385XH4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199461.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                           | Spectrum Brands, Inc., Convertible                                      | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75383.80     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                               | Ross Stores, Inc.                                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1652 | NS      | $376309.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                          | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $98638.50     | 0.02%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | Nextera Energy, Inc., Convertible, 7.234%                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      1678 | NS      | $90393.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                           | Alliant Energy Corporation                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1529 | NS      | $112274.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                | Marsh & McLennan Companies, Inc.                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2750 | NS      | $461202.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                               | United Therapeutics Corporation                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       145 | NS      | $82845.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                               | Pegasystems, Inc.                                                       | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2386 | NS      | $87208.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                              | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39585.23     | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VIRTUS CONVERTIBLE & INCOME FUND                              | Virtus Convertible & Income Fund                                        | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      1396 | NS      | $23159.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                  | Unilever plc ADR                                                        | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     12705 | NS      | $749340.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                 | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159790.00    | 0.04%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET                          | Merrill Lynch Alternative Note Asset Trust 2007-F1                      | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    246988 | PA      | $74201.34     | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                        | Arch Capital Group, Ltd.                                                | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1857 | NS      | $175412.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31318.49     | 0.01%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2025-12                                          | CUSIP: 81749XAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $286230.48    | 0.06%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                          | Kite Realty Group, LP, Convertible                                      | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5674.35      | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                       | DraftKings Holdings, Inc., Convertible                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    292000 | PA      | $266450.00    | 0.06%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST                                              | MortgageIT Securities Corporation Mortgage Loan Trust 2007-1            | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    469108 | PA      | $416141.72    | 0.09%             | 2047-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XI, Ltd. 2017-11A                                         | CUSIP: 07132LAY5<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $493559.00    | 0.11%             | 2034-04-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                  | Hartford Insurance Group, Inc.                                          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       227 | NS      | $31055.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2007-AR5                            | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125003 | PA      | $113830.83    | 0.02%             | 2037-04-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| COHU INC                                                      | Cohu, Inc.                                                              | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      1156 | NS      | $54736.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2024-1A                                | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $481872.11    | 0.11%             | 2029-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG, Inc.                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79123.42     | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                     | Apple, Inc.                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     17444 | NS      | $4733429.40   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                                                  | WesBanco, Inc.                                                          | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       888 | NS      | $30529.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31823.21     | 0.01%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                        | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51785.31     | 0.01%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc., Convertible                                  | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70348.06     | 0.02%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc.                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     14367 | NS      | $375409.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                        | Vontive Mortgage Trust 2025-RTL1                                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $404417.36    | 0.09%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| VERSIGENT PLC                                                 | Versigent plc                                                           | CUSIP: G9600F104<br>LEI: 254900V7AVDC2J9DHM24 | Long             | EC               | CORP              | JE        |      1354 | NS      | $47349.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc., 7.375%                                  | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       550 | NS      | $14272.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     71000 | PA      | $84845.00     | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                | Ziff Davis, Inc., Convertible                                           | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2950.50      | 0.00%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                  | Broadcom, Inc.                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |      6697 | NS      | $2795528.71   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                           | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61416.66     | 0.01%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-121                  | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     99750 | PA      | $1202.13      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5249                     | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    507546 | PA      | $501574.75    | 0.11%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-1A                                | CUSIP: 69703NAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $497526.50    | 0.11%             | 2032-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-6A                                | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493088.80    | 0.11%             | 2032-05-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL INC.                                              | ICU Medical, Inc.                                                       | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       591 | NS      | $70447.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2026-RTL1                                       | CUSIP: 03959CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300413.64    | 0.07%             | 2041-04-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     29002 | NS      | $1550446.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70157.31     | 0.02%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I                                 | Residential Funding Mortgage Security I Trust 2007-S7                   | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130160 | PA      | $106155.96    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                                                 | Frontdoor, Inc.                                                         | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       432 | NS      | $29648.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                          | BWX Technologies, Inc.                                                  | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       498 | NS      | $107762.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-87                   | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     58574 | PA      | $1054.82      | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                | Merck & Company, Inc.                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     10533 | NS      | $1149992.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                  | Insulet Corporation                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       244 | NS      | $42002.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                   | BioMarin Pharmaceutical, Inc., Convertible                              | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103576.00    | 0.02%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 4.450%                                   | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      1550 | NS      | $25916.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21008.48     | 0.00%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 LTD                                                 | PPM CLO 3, Ltd. 2019-3A                                                 | CUSIP: 69355EBA2<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $295803.00    | 0.06%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| WAYSTAR HOLDING CORP                                          | Waystar Holding Corporation                                             | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |      1793 | NS      | $38325.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                       | Helios Technologies, Inc.                                               | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      1454 | NS      | $99453.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.700%                                           | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1550 | NS      | $29512.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2007-18                                 | CUSIP: 12544JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150821 | PA      | $60632.02     | 0.01%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADT INC                                                       | ADT, Inc.                                                               | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14849 | NS      | $111812.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                               | Xcel Energy, Inc.                                                       | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36593.56     | 0.01%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                       | Enerpac Tool Group Corporation                                          | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       258 | NS      | $9055.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO ISSUER LLC                                               | Zayo Issuer, LLC 2025-3A                                                | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $522593.72    | 0.11%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc.                                          | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54383.72     | 0.01%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                              | COLT Mortgage Loan Trust 2024-INV1                                      | CUSIP: 12672RAB8<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-CBDO         | CORP              | US        |    235269 | PA      | $236830.92    | 0.05%             | 2068-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| TIMKEN COMPANY                                                | Timken Company                                                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1269 | NS      | $140719.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                                      | Ultra Clean Holdings, Inc., Convertible                                 | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |    132000 | PA      | $163389.60    | 0.04%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                             | TransCanada Trust                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75105.83     | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL9                                                     | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $325729.04    | 0.07%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                   | Walmart, Inc.                                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5907 | NS      | $779310.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                        | Laureate Education, Inc.                                                | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       861 | NS      | $25911.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                            | Crown Holdings, Inc.                                                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4431 | NS      | $435611.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4119                     | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    158773 | PA      | $10834.66     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1225218.74   | 0.27%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                           | Signal Peak CLO 1, Ltd. 2014-1A                                         | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $299868.90    | 0.07%             | 2034-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                               | FMC Corporation                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     32000 | PA      | $21207.48     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5473                     | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    396394 | PA      | $395049.00    | 0.09%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                 | Advanced Drainage Systems, Inc.                                         | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       337 | NS      | $50297.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                                         | 3M Company                                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       493 | NS      | $72234.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31202.74     | 0.01%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                      | Devon Energy Corporation                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     14114 | NS      | $725036.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34497.69     | 0.01%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                            | MetroNet Infrastructure Issuer, LLC 2025-2A                             | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $554354.52    | 0.12%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL2                                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500247.80    | 0.11%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                | Amazon.com, Inc.                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     21593 | NS      | $5723440.58   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                     | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46989.00     | 0.01%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LCM LTD PARTNERSHIP                                           | LCM 41, Ltd. 41A                                                        | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |    950000 | PA      | $925676.20    | 0.20%             | 2036-04-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc., 6.250%                                                 | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      1500 | NS      | $38025.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD                                           | Viking Holdings, Ltd.                                                   | CUSIP: G93A5A101<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |      1346 | NS      | $110250.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                  | Costco Wholesale Corporation                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       449 | NS      | $455523.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                                     | Greif, Inc.                                                             | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1329 | NS      | $86703.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                            | United Rentals, Inc.                                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       126 | NS      | $120939.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                    | Ecolab, Inc.                                                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1139 | NS      | $296823.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                  | Oshkosh Corporation                                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       584 | NS      | $91279.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                | Home Depot, Inc.                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1355 | NS      | $445524.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC.                                                 | Exelixis, Inc.                                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2879 | NS      | $128000.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     77000 | PA      | $85739.50     | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA INC                                        | Banc of California, Inc.                                                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2435 | NS      | $45607.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                          | Waste Management, Inc.                                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        33 | NS      | $7674.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                              | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24800.00     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | 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        |    740636 | PA      | $666743.17    | 0.15%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVIDEND TRUST                      | BlackRock Enhanced Equity Dividend Trust                                | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      1075 | NS      | $9943.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                                        | ESCO Technologies, Inc.                                                 | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       204 | NS      | $66085.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM4                                            | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |    274881 | PA      | $275520.53    | 0.06%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMACM Mortgage Loan Trust 2005-AR6                                      | CUSIP: 36185MBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33183 | PA      | $16645.34     | 0.00%             | 2035-11-19      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOAN SERVICING LLC                        | College Avenue Student Loans, LLC 2017-A                                | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38787 | PA      | $39170.67     | 0.01%             | 2046-11-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                        | Berkshire Hathaway, Inc.                                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       759 | NS      | $359462.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                              | PG&E Corporation, Convertible                                           | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    277000 | PA      | $283786.50    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2024-103                  | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    450000 | PA      | $443746.13    | 0.10%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                       | Extra Space Storage, Inc.                                               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $102480.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2005-HYB8                               | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12683 | PA      | $12714.12     | 0.00%             | 2035-12-20      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| LIMBACH HOLDINGS INC                                          | Limbach Holdings, Inc.                                                  | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       821 | NS      | $81911.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32566.34     | 0.01%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| WARNER MUSIC GROUP CORP                                       | Warner Music Group Corporation                                          | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18301 | NS      | $517369.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC2                                                   | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202701 | PA      | $202050.81    | 0.04%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                                  | LivaNova plc                                                            | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      1809 | NS      | $108720.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | Elevance Health, Inc.                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        97 | NS      | $36512.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-8                                     | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83148 | PA      | $83331.47     | 0.02%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     19183 | NS      | $1577418.09   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN CREDIT STRATEGIES INCOME FUND                          | Nuveen Credit Strategies Income Fund                                    | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     15723 | NS      | $76413.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5051                     | CUSIP: 3137F82F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    844271 | PA      | $110146.41    | 0.02%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP                                | Central Pacific Financial Corporation                                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       167 | NS      | $5557.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | Hewlett Packard Enterprise Company, Convertible, 7.625%                 | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |      1891 | NS      | $144888.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8890000 | PA      | $8757452.23   | 1.92%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                       | Darling Ingredients, Inc.                                               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2599 | NS      | $166933.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | Eurex Euro STOXX 50 Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -84 | NC      | $-178145.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                  | Hartford Insurance Group, Inc.                                          | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22149.99     | 0.00%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE TAX MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FUND | Eaton Vance Tax-Managed Global Diversified Equity Income Fund           | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |      4315 | NS      | $40561.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM1                                                    | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $160482.85    | 0.04%             | 2068-01-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1355 | NS      | $218683.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TRUST                           | BlackRock Multi-Sector Income Trust                                     | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |      7676 | NS      | $98406.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                                     | Spire, Inc.                                                             | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       935 | NS      | $85253.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                                | Armstrong World Industries, Inc.                                        | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        55 | NS      | $9371.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TVC MORTGAGE TRUST                                            | TVC Mortgage Trust 2024-RRTL1                                           | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $551269.62    | 0.12%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1038913 | PA      | $987074.08    | 0.22%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                  | Fortinet, Inc.                                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      4571 | NS      | $385381.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2024-INV3                                                    | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    393653 | PA      | $398158.60    | 0.09%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL LTD                                            | Liberty Global, Ltd., Class A                                           | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |      2024 | NS      | $23437.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER CO INC                                             | Greenbrier Companies, Inc., Convertible                                 | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    113000 | PA      | $127283.20    | 0.03%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| NOKIA OYJ                                                     | Nokia Oyj ADR                                                           | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     18366 | NS      | $237105.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32116.81     | 0.01%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QS2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235135 | PA      | $228296.20    | 0.05%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                           | Hotwire Funding, LLC 2024-1A                                            | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $430153.30    | 0.09%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RCF6                                                     | CUSIP: 69393BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $322619.44    | 0.07%             | 2055-12-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                         | Eli Lilly & Company                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1296 | NS      | $1211241.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNOR RE LTD                                                 | Radnor Re, Ltd. 2024-1                                                  | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320209 | PA      | $321251.82    | 0.07%             | 2034-09-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                          | Boston Properties, LP, Convertible                                      | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43010.00     | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6817 | NS      | $2135288.91   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave, Inc., Convertible                                            | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     70000 | PA      | $83965.00     | 0.02%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REDDIT INC                                                    | Reddit, Inc.                                                            | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       719 | NS      | $105858.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                        | UnitedHealth Group, Inc.                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1549 | NS      | $573873.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                                  | Life Time Group Holdings, Inc.                                          | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2969 | NS      | $79598.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave, Inc., Convertible                                            | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     48000 | PA      | $62193.60     | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                           | General Electric Company                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3227 | NS      | $935604.11    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43473.50     | 0.01%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                    | Advanced Micro Devices, Inc.                                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2768 | NS      | $981228.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FUND INC                       | BlackRock Corporate High Yield Fund, Inc.                               | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |      9640 | NS      | $84253.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                    | Allstate Corporation                                                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1406 | NS      | $305467.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                  | Tapestry, Inc.                                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       609 | NS      | $88329.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc., Convertible                                 | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     69000 | PA      | $97531.50     | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-7                                                        | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300314.70    | 0.07%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.625%                                                  | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      1125 | NS      | $20767.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2893146 | PA      | $2809997.43   | 0.62%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-139                  | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     67687 | PA      | $711.51       | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                         | AES Corporation                                                         | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30561.93     | 0.01%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                              | Mettler-Toledo International, Inc.                                      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       116 | NS      | $148086.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                                | CBRE Group, Inc.                                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3356 | NS      | $479001.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     92000 | PA      | $120750.00    | 0.03%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                              | InterDigital, Inc., Convertible                                         | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $88228.00     | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                      | Lam Research Corporation                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4984 | NS      | $1285174.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2136593 | PA      | $1888017.43   | 0.41%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                                              | Symphony CLO XX, Ltd. 2018-20A                                          | CUSIP: 87166VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $502162.50    | 0.11%             | 2032-01-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.250%                                     | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4100 | NS      | $71012.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                      | ICON plc                                                                | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      2915 | NS      | $344931.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702047 | PA      | $646360.28    | 0.14%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CREDIT ALLOCATION INCOME TRUST                      | BlackRock Credit Allocation Income Trust                                | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |      9330 | NS      | $96845.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2024-3                           | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189129 | PA      | $190964.97    | 0.04%             | 2054-06-25      | Variable      | 6.65%                 | 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        |   1504717 | PA      | $1424058.52   | 0.31%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                             | Johnson & Johnson                                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      7251 | NS      | $1666642.35   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORE BOND TRUST                                     | BlackRock Core Bond Trust                                               | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      2691 | NS      | $24757.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc., Convertible                              | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88408.00     | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.750%                                     | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1575 | NS      | $30681.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                          | Old National Bancorp                                                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      3294 | NS      | $78957.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS INC                                      | Turning Point Brands, Inc.                                              | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1204 | NS      | $97138.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47849.34     | 0.01%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| ISHARES S&P US PREFERRED STOCK                                | iShares Preferred and Income Securities ETF                             | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |     20773 | NS      | $653310.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CADENCE DESIGN SYSTEMS INC                                    | Cadence Design Systems, Inc.                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1017 | NS      | $335193.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORPORATION                                            | Moody's Corporation                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       281 | NS      | $129779.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                   | MGIC Investment Corporation                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      2472 | NS      | $65458.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI INC                                                      | GPGI, Inc.                                                              | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2621 | NS      | $40442.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                    | Evergy, Inc., Convertible                                               | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     78000 | PA      | $106314.00    | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                                   | Hanmi Financial Corporation                                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       521 | NS      | $15583.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                         | Microsoft Corporation                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14293 | NS      | $5828399.54   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc., 4.750%                                                   | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |       775 | NS      | $14872.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST                              | J.P. Morgan Alternative Loan Trust 2006-A1                              | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53271 | PA      | $39480.81     | 0.01%             | 2036-03-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                    | HEICO Corporation                                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       194 | NS      | $40549.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                         | Stifel Financial Corporation                                            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       405 | NS      | $31918.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $591588.63    | 0.13%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XXI, Ltd. 2021-21A                                        | CUSIP: 07134WAU7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-O            | CORP              | KY        |    900000 | PA      | $889273.80    | 0.19%             | 2034-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2024-1                           | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181024 | PA      | $183251.08    | 0.04%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                  | Apollo Global Management, Inc., Convertible, 6.750%                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      1765 | NS      | $116013.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     59000 | PA      | $72068.50     | 0.02%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132E0HN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342692 | PA      | $351541.83    | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2024-NPL1                                                     | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325879 | PA      | $326368.23    | 0.07%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                    | AMETEK, Inc.                                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1866 | NS      | $439443.00    | 0.10%             |  |  |  | No            |                  1 | 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        |    783692 | PA      | $725903.04    | 0.16%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRACO INC.                                                    | Graco, Inc.                                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       636 | NS      | $51051.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26712.92     | 0.01%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                 | Synaptics, Inc., Convertible                                            | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    149000 | PA      | $183121.00    | 0.04%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                     | Amcor plc                                                               | CUSIP: G0250X149<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      2055 | NS      | $78172.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                            | Houlihan Lokey, Inc.                                                    | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       470 | NS      | $72732.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                       | Aon plc                                                                 | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |       165 | NS      | $51422.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                             | Sysco Corporation                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      8393 | NS      | $627041.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                  | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     26000 | PA      | $6240.00      | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VERDE CLO LTD                                                 | VERDE CLO, Ltd. 2019-1A                                                 | CUSIP: 92338BBC8<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $502169.00    | 0.11%             | 2032-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2023-3                                       | CUSIP: 46656RAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317290 | PA      | $315025.70    | 0.07%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                           | Delta Air Lines, Inc.                                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     12809 | NS      | $870883.91    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corporation                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       566 | NS      | $100249.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                        | Advance Auto Parts, Inc.                                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1402 | NS      | $83433.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                    | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     84000 | PA      | $91669.20     | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEDN ISSUER TRUST                                             | LEDN Issuer Trust 2026-1A                                               | CUSIP: 523299AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250366.78    | 0.05%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                          | M&T Bank Corporation                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       819 | NS      | $179057.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                           | Centene Corporation                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3955 | NS      | $212343.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                        | Progress Software Corporation, Convertible                              | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |    136000 | PA      | $123610.40    | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGREE REALTY CORPORATION                                      | Agree Realty Corporation                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       949 | NS      | $73177.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-8                                       | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200530 | PA      | $178896.24    | 0.04%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| JOHN B SANFILIPPO & SON INC                                   | John B. Sanfilippo & Son, Inc.                                          | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1298 | NS      | $106163.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                   | Trimble, Inc.                                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1635 | NS      | $110068.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                               | UGI Corporation                                                         | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      8539 | NS      | $308172.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40028.04     | 0.01%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: —       |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    136000 | PA      | $165648.00    | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                | Phillips 66 Company                                                     | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38124.91     | 0.01%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                               | Philip Morris International, Inc.                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       838 | NS      | $138328.66    | 0.03%             |  |  |  | No            |                  1 | 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        |    889626 | PA      | $842740.72    | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XNZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621865 | PA      | $574002.50    | 0.13%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                                | Wintrust Financial Corporation                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       676 | NS      | $101785.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                  | Allegion plc                                                            | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       647 | NS      | $88949.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303040 | PA      | $285444.81    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                   | Datadog, Inc.                                                           | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1002 | NS      | $132454.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES GOLDMAN SACHS SEMICONDUCTOR INDEX FUND                | iShares Semiconductor ETF                                               | CUSIP: 464287523<br>LEI: 5493004SPI3IF1GDIR85 | Long             |  | RF                | US        |       123 | NS      | $56757.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc., 6.375%                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      1250 | NS      | $29937.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-6                                                        | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    418448 | PA      | $418655.10    | 0.09%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                               | Morningstar, Inc.                                                       | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       196 | NS      | $33067.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                                 | Aircastle, Ltd.                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $49912.53     | 0.01%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation, Convertible                                    | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95616.00     | 0.02%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                              | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33203.57     | 0.01%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                          | Hercules Capital, Inc., Convertible                                     | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6804.00      | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                  | Wyndham Hotels & Resorts, Inc.                                          | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      6162 | NS      | $501463.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                    | Zoetis, Inc., Convertible                                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125539.50    | 0.03%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 4.250%                                                  | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2600 | NS      | $45292.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                                        | Patrick Industries, Inc., Convertible                                   | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     94000 | PA      | $141188.00    | 0.03%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bills                                                     | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99680.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                       | Kite Realty Group Trust                                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $5519.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                          | Keurig Dr Pepper, Inc.                                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     20835 | NS      | $612549.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                               | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    259000 | PA      | $250582.50    | 0.05%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                   | Community Trust Bancorp, Inc.                                           | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $32854.58     | 0.01%             |  |  |  | No            |                  1 | 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        |   1802282 | PA      | $1453472.63   | 0.32%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      4358 | NS      | $193451.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                  | Lincoln National Corporation                                            | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10692.52     | 0.00%             | 2026-05-18      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 40-Yr. Pass Through  | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2067077 | PA      | $1692885.90   | 0.37%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                          | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56344.31     | 0.01%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                           | Clearway Energy, Inc., Class C                                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |        22 | NS      | $887.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34191.99     | 0.01%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                  | KKR & Company, Inc., Convertible, 6.250%                                | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      3204 | NS      | $142193.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                 | First American Financial Corporation                                    | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       912 | NS      | $63958.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE LTD DURATION INCOME FUND                          | Eaton Vance Limited Duration Income Fund                                | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |      8902 | NS      | $84123.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH FINANCIAL INC                                         | Triumph Financial, Inc.                                                 | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      1436 | NS      | $97188.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                         | Essential Properties Realty Trust, Inc.                                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      7735 | NS      | $243111.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORP                                            | CNB Financial Corporation                                               | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       140 | NS      | $4253.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37879.10     | 0.01%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-2                                             | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263620 | PA      | $263862.59    | 0.06%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                | CUSIP: 617949AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420648 | PA      | $416634.48    | 0.09%             | 2071-01-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                           | Badger Infrastructure Solutions, Ltd.                                   | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      1595 | NS      | $77146.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                  | Alphabet, Inc., Class C                                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     10467 | NS      | $3997765.98   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                              | Algonquin Power & Utilities Corporation                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44429.73     | 0.01%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORPORATION (THE)                                 | Progressive Corporation                                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       612 | NS      | $123183.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                 | Medtronic plc                                                           | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      4406 | NS      | $356753.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                    | Allstate Corporation, 5.100%                                            | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      2600 | NS      | $54210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                           | Cheniere Energy, Inc.                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       329 | NS      | $90458.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                            | Athene Holding, Ltd., 5.625%                                            | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      1550 | NS      | $29992.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                          | M&T Bank Corporation                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80811.04     | 0.02%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-1                                                 | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    239290 | PA      | $238611.47    | 0.05%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                              | PG&E Corporation                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      5584 | NS      | $92806.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core High Yield Bond Fund                                      | CUSIP: 88588C801<br>LEI: N/A                  | Long             |  | RF                | US        |   1268873 | NS      | $25187130.14  | 5.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                    | Nasdaq, Inc.                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      2929 | NS      | $269204.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                                      | Flex, Ltd.                                                              | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      2507 | NS      | $229515.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                                        | Genworth Financial, Inc.                                                | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      6129 | NS      | $53873.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                    | Pfizer, Inc.                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1049 | NS      | $28008.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                 | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50121.50     | 0.01%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMP                                | Portland General Electric Company                                       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      5249 | NS      | $272580.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2026-5                                           | CUSIP: 81750TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $471684.25    | 0.10%             | 2056-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                      | Hometrust Bancshares, Inc.                                              | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $20049.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Emerging Markets Debt Fund                                | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |   2633957 | NS      | $23310521.42  | 5.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     41000 | PA      | $55956.80     | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                 | Intercontinental Exchange, Inc.                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      5517 | NS      | $872182.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                                          | Medpace Holdings, Inc.                                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       486 | NS      | $203468.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                      | Ferguson Enterprises, Inc.                                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       350 | NS      | $93698.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc.                                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |         6 | NS      | $496.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE SCIENTIFIC INC                                           | Core Scientific, Inc., Convertible                                      | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     43000 | PA      | $86532.91     | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                         | Twist Bioscience Corporation                                            | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      1842 | NS      | $107664.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-4                                             | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176677 | PA      | $176642.73    | 0.04%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                          | Amphenol Corporation                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1680 | NS      | $247413.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                           | Procter & Gamble Company                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        13 | NS      | $1912.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                     | Warner Brothers Discovery, Inc.                                         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     16539 | NS      | $447379.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                             | EOG Resources, Inc.                                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       529 | NS      | $74361.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17459.60     | 0.00%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                       | Digital Realty Trust, LP, Convertible                                   | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     81000 | PA      | $90882.00     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST                        | Banc of America Alternative Loan Trust 2005-10                          | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    196033 | PA      | $177054.93    | 0.04%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387029 | PA      | $314551.11    | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                                | TechnipFMC plc                                                          | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |       970 | NS      | $73302.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                            | Byline Bancorp, Inc.                                                    | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       607 | NS      | $19515.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                      | Universal Music Group NV                                                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     13812 | NS      | $289605.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LABCORP HOLDINGS INC                                          | Labcorp Holdings, Inc.                                                  | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3101 | NS      | $796336.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2026-NPL5                                                     | CUSIP: 69384KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $624993.75    | 0.14%             | 2056-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES                                       | Business Jet Securities, LLC 2022-1A                                    | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123940 | PA      | $122464.64    | 0.03%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                          | Federal Realty OP, LP, Convertible                                      | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32302.00     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-152                  | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     27764 | PA      | $319.03       | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONSTER BEVERAGE CORP                                         | Monster Beverage Corporation                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       746 | NS      | $57494.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                            | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    296354 | PA      | $298466.08    | 0.07%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | Fifth Third Bancorp, 4.950%                                             | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      1550 | NS      | $29946.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                         | Element Solutions, Inc.                                                 | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      2707 | NS      | $115291.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                         | Envista Holdings Corporation, Convertible                               | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32835.00     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)      | Bell Telephone Company of Canada                                        | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     31500 | PA      | $32689.16     | 0.01%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17481.98     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                           | Bank of Nova Scotia                                                     | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $49583.72     | 0.01%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4046                     | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     14584 | PA      | $99.72        | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIVE BELOW INC                                                | Five Below, Inc.                                                        | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       776 | NS      | $182872.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                | JB Hunt Transport Services, Inc.                                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2140 | NS      | $538274.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-147                  | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     57430 | PA      | $555.26       | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                              | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11803 | NS      | $1081626.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                            | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    133359 | PA      | $134637.95    | 0.03%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation, Convertible, 6.500%                                 | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      3089 | NS      | $150341.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                | Albemarle Corporation                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       448 | NS      | $88121.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                          | Healthcare Realty Trust, Inc.                                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     24404 | NS      | $456354.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                              | InterDigital, Inc.                                                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $8896.80      | 0.00%             |  |  |  | No            |                  1 | 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        |        70 | NC      | $-80989.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC                                       | Millrose Properties, Inc.                                               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4282 | NS      | $131328.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     18000 | PA      | $49158.00     | 0.01%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                    | PacifiCorp                                                              | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39869.50     | 0.01%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                       | Banc of America Mortgage Securities Trust 2005-H                        | CUSIP: 05949CFW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18244 | PA      | $16397.31     | 0.00%             | 2035-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                        | Valmont Industries, Inc.                                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       174 | NS      | $88398.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                                       | SEI Investments Company                                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      2491 | NS      | $225883.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                                                | JBT Marel Corporation, Convertible                                      | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    198000 | PA      | $186120.00    | 0.04%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                          | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $171075.00    | 0.04%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                    | COPT Defense Properties, LP, Convertible                                | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     23000 | PA      | $26882.00     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8774 | NS      | $1034542.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                                                   | Compass, Inc., Convertible                                              | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $179990.00    | 0.04%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                          | Applied Digital Corporation, Convertible                                | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |     41000 | PA      | $150900.50    | 0.03%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                     | Aptiv plc                                                               | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      4063 | NS      | $244836.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                                       | CECO Environmental Corporation                                          | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       296 | NS      | $21945.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2025-12MPR                                   | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203840 | PA      | $201891.94    | 0.04%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33432.03     | 0.01%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.625%                                        | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3175 | NS      | $61849.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                                | Littelfuse, Inc.                                                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       381 | NS      | $153988.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                   | Western Digital Corporation, Convertible                                | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     31000 | PA      | $356245.80    | 0.08%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JFROG LTD                                                     | JFrog, Ltd.                                                             | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      3990 | NS      | $185295.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT CO                                                  | Crane NXT Company                                                       | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1402 | NS      | $62641.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $56344.13     | 0.01%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                          | Matador Resources Company                                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1538 | NS      | $97570.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3                | CUSIP: 617960AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    494743 | PA      | $494072.86    | 0.11%             | 2071-03-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                      | Winnebago Industries, Inc., Convertible                                 | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77910.00     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc., 4.750%                                                      | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      4975 | NS      | $93331.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                    | Northern Trust Corporation                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       923 | NS      | $153531.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 20-Yr. Pass Through  | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845669 | PA      | $803901.48    | 0.18%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC (PRE-REINCORPORATION)                | Simon Property Group, Inc.                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       419 | NS      | $85354.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       212 | NS      | $12011.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCULPTOR CLO LTD                                              | Sculptor CLO XXVIII, Ltd. 28A                                           | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $492432.50    | 0.11%             | 2035-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation STRIPS 345                       | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    257279 | PA      | $22257.71     | 0.00%             | 2035-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2025-INV2                                               | CUSIP: 62957JAG6<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |    440323 | PA      | $439220.17    | 0.10%             | 2060-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                         | Qualcomm, Inc.                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6521 | NS      | $1171041.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132E0P71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204510 | PA      | $166215.70    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                          | Ares Management Corporation, Convertible, 6.750%                        | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      1765 | NS      | $69258.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                             | State Street Corporation                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27822.56     | 0.01%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| AGILENT TECHNOLOGIES INC                                      | Agilent Technologies, Inc.                                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2376 | NS      | $274546.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL3                                          | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200756.86    | 0.04%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                 | Automatic Data Processing, Inc.                                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1136 | NS      | $240763.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                               | BRAVO Residential Funding Trust 2026-NQM3                               | CUSIP: 10571LAF8<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-CBDO         | CORP              | US        |    340910 | PA      | $338561.55    | 0.07%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                             | CNH Industrial NV                                                       | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     54074 | NS      | $579132.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $176890.62    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                             | General Motors Company                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1534 | NS      | $117949.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                   | Vistra Energy Corporation                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      3231 | NS      | $509981.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC (PRE-REINCORPORATION)                               | Tesla, Inc.                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4292 | NS      | $1637955.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINANCIAL SERVICES INC                               | Orrstown Financial Services, Inc.                                       | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       447 | NS      | $16422.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39861.43     | 0.01%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                     | Keysight Technologies, Inc.                                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       819 | NS      | $286576.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                          | Freeport-McMoRan, Inc.                                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1724 | NS      | $99612.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                                        | International Paper Company                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      6085 | NS      | $185105.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP INC                                                 | BGC Group, Inc.                                                         | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      3892 | NS      | $43707.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.375%                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      1773 | NS      | $93117.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                               | Napco Security Technologies, Inc.                                       | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       325 | NS      | $15193.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 7.125%                                                  | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2800 | NS      | $71064.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $34324.95     | 0.01%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1002148 | PA      | $969074.12    | 0.21%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH, 4.500%                                  | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      1550 | NS      | $26319.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-11                                    | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119454 | PA      | $119824.41    | 0.03%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2025-3                                       | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    422508 | PA      | $424205.50    | 0.09%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| ABRDN INCOME CREDIT STRATEGIES FUND                           | abrdn Income Credit Strategies Fund                                     | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |     15907 | NS      | $86693.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31548.89     | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35187.54     | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                          | Howmet Aerospace, Inc.                                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       746 | NS      | $181307.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                   | PepsiCo, Inc.                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2633 | NS      | $417304.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK TRUST                                                    | BANK 2018-BN12                                                          | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $584040.60    | 0.13%             | 2061-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                   | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     76000 | PA      | $70718.00     | 0.02%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                    | Zoetis, Inc.                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1024 | NS      | $117729.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BABSON CLO LTD                                                | Barings CLO, Ltd. 2021-3A                                               | CUSIP: 06762TAQ4<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $397748.80    | 0.09%             | 2035-01-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QS2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789539 | PA      | $764784.41    | 0.17%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49497.90     | 0.01%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| EZCORP INC.                                                   | EZCORP, Inc.                                                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       658 | NS      | $21569.24     | 0.00%             |  |  |  | No            |                  1 | 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        |   1603229 | PA      | $1362024.58   | 0.30%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | ICE US mini MSCI Emerging Markets Index                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       125 | NC      | $1033435.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.700%                                                  | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       300 | NS      | $5559.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                          | Cracker Barrel Old Country Store, Inc., Convertible                     | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11159.40     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                             | Pinnacle West Capital Corporation                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       761 | NS      | $78930.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERVICES INC                                 | Barrett Business Services, Inc.                                         | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      2764 | NS      | $87148.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | Ultra 10-Yr. U.S. Treasury Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        10 | NC      | $-26972.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                        | Rockford Tower CLO, Ltd. 2021-2A                                        | CUSIP: 77341LAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    575000 | PA      | $574989.08    | 0.13%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS L.P.                             | Enterprise Products Partners, LP                                        | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     22001 | NS      | $851438.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Investment Grade Corporate Bond Fund                      | CUSIP: 88588C884<br>LEI: N/A                  | Long             |  | RF                | US        |   1671390 | NS      | $32826108.06  | 7.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                                    | Korn Ferry                                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1227 | NS      | $81521.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38037.91     | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD                                                   | Home Re, Ltd. 2023-1                                                    | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    217828 | PA      | $222578.19    | 0.05%             | 2033-10-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| IDEXX LABORATORIES INC.                                       | IDEXX Laboratories, Inc.                                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       160 | NS      | $89728.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                    | Peabody Energy Corporation, Convertible                                 | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |     68000 | PA      | $104482.00    | 0.02%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PLEXUS CORP.                                                  | Plexus Corporation                                                      | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       423 | NS      | $105995.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                     | Build-A-Bear Workshop, Inc.                                             | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      1319 | NS      | $48723.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-1A                                | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $426819.38    | 0.09%             | 2029-09-25      | Fixed         | 5.45%                 | 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        |   1758663 | PA      | $1506361.07   | 0.33%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc.                                                  | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39754.03     | 0.01%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5537                     | CUSIP: 3137HLBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    325000 | PA      | $316109.72    | 0.07%             | 2055-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                  | Veros Auto Receivables Trust 2025-1                                     | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134542 | PA      | $135013.28    | 0.03%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                          | International Business Machines Corporation                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2172 | NS      | $501688.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 5.850%                                                  | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1590 | NS      | $38478.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                         | Burlington Stores, Inc., Convertible                                    | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     72000 | PA      | $117108.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                | CUSIP: 617948AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350222 | PA      | $350155.54    | 0.08%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                        | Sumisho Air Lease Corporation                                           | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51760.82     | 0.01%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD                                           | 522 Funding CLO, Ltd. 2019-5A                                           | CUSIP: 33829WAQ2<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $393692.80    | 0.09%             | 2035-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ENACT MORTGAGE INSURANCE CORP                                 | Triangle Re, Ltd. 2023-1                                                | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105878 | PA      | $106492.21    | 0.02%             | 2033-11-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31231.51     | 0.01%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG BANCORP                                                   | OFG Bancorp                                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       353 | NS      | $16223.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, 4.950%                                                | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      2750 | NS      | $54917.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                           | Texas Roadhouse, Inc.                                                   | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       475 | NS      | $76470.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC.                                | CSG Systems International, Inc., Convertible                            | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |    147000 | PA      | $178972.50    | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70475.93     | 0.02%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                     | Host Hotels & Resorts, Inc.                                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      4543 | NS      | $95993.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT CVI, LLC 2021-NP12                                                 | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273576 | PA      | $273930.34    | 0.06%             | 2051-12-26      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | Crown Castle, Inc.                                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      8318 | NS      | $738472.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                         | Applied Materials, Inc.                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1297 | NS      | $511653.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK BLUE CLO LTD                                             | Park Blue CLO, Ltd. 2023-3A                                             | CUSIP: 70019AAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500761.50    | 0.11%             | 2038-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                  | Vontier Corporation                                                     | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1795 | NS      | $64404.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                               | PPL Corporation, Convertible, 7.000%                                    | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |      1210 | NS      | $61032.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                                  | Woodward, Inc.                                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       434 | NS      | $157537.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                                | ServiceNow, Inc.                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3778 | NS      | $333635.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                              | IDEX Corporation                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       456 | NS      | $99339.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS DIVIDEND INTEREST & PREMIUM STRATEGY FUND              | Virtus Dividend, Interest & Premium Strategy Fund                       | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |      5085 | NS      | $72156.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XPQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040906 | PA      | $1066153.64   | 0.23%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                     | Palantir Technologies, Inc.                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      4671 | NS      | $649782.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation, 4.450%                                      | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |       775 | NS      | $14205.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                 | BlackRock, Inc.                                                         | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $281318.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                      | Moog, Inc.                                                              | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       312 | NS      | $94008.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                  | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $57594.02     | 0.01%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-66                   | CUSIP: 3136BWZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    368537 | PA      | $354221.14    | 0.08%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc., Convertible                                        | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    127000 | PA      | $141986.00    | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RPL2                                                     | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $290281.41    | 0.06%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                         | Texas Instruments, Inc.                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2099 | NS      | $589986.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-18                   | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     54462 | PA      | $692.20       | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                    | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     92000 | PA      | $100510.00    | 0.02%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5508                     | CUSIP: 3137HJG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    500000 | PA      | $498286.10    | 0.11%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                            | Steel Dynamics, Inc.                                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1201 | NS      | $274620.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                                            | Getty Realty Corporation                                                | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       265 | NS      | $8776.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD FINANCE INC                                        | Brookfield Finance, Inc., 4.625%                                        | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      1500 | NS      | $23205.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp, 4.000%                                                    | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      2000 | NS      | $31880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2004-NCM2                           | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |     76391 | PA      | $75883.58     | 0.02%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                       | Bristol-Myers Squibb Company                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4734 | NS      | $286833.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS LOAN PARTNERS CLO LTD 2                               | Barings Loan Partners CLO, Ltd. 2 LP-2A                                 | CUSIP: 06763BAN9<br>LEI: 549300J1ZQ7BWN0H0X91 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498310.00    | 0.11%             | 2034-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                   | Cigna Group                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2999 | NS      | $871449.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                        | XPLR Infrastructure, LP, Convertible                                    | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74625.00     | 0.02%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2512435.88   | 0.55%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                    | Bridgewater Bancshares, Inc.                                            | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      3497 | NS      | $63400.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119893.61    | 0.03%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49572.38     | 0.01%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                    | AMSR Trust 2025-SFR1                                                    | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235751.35    | 0.05%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN                      | Structured Adjustable Rate Mortgage Loan Trust 2005-15                  | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36934 | PA      | $32680.72     | 0.01%             | 2035-07-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36040.91     | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                        | Rockford Tower CLO, Ltd. 2021-3A                                        | CUSIP: 77341NAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500459.50    | 0.11%             | 2038-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                        | Louisiana-Pacific Corporation                                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       741 | NS      | $53492.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                           | Meritage Homes Corporation, Convertible                                 | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37259.00     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | 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        |    627760 | PA      | $608408.06    | 0.13%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC4                                                   | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    172634 | PA      | $173683.19    | 0.04%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-2                                             | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160719 | PA      | $157769.93    | 0.03%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES                                       | Business Jet Securities, LLC 2024-2A                                    | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261028 | PA      | $260467.68    | 0.06%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-74                   | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     22853 | PA      | $169.87       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                    | Evergy, Inc.                                                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      4919 | NS      | $407489.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-1                    | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    148293 | PA      | $9470.89      | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.299%                               | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       843 | NS      | $49770.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                   | Western Digital Corporation                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       322 | NS      | $139915.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC SECURITIES TRUST                                          | Roc Mortgage Trust 2024-RTL1                                            | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400787.04    | 0.09%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION                                            | Cintas Corporation                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       580 | NS      | $101331.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 4.800%                               | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       775 | NS      | $14143.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2006-A1                                      | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61053 | PA      | $41439.97     | 0.01%             | 2036-02-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2023-PJ3                            | CUSIP: 36270FAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    399535 | PA      | $399140.58    | 0.09%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.375%                                     | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3175 | NS      | $55943.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND                       | iShares Biotechnology ETF                                               | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             |  | RF                | US        |      1379 | NS      | $232623.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29917.30     | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $571193.75    | 0.13%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93846.08     | 0.02%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                  | Chevron Corporation                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1899 | NS      | $367095.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41291.10     | 0.01%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through  | CUSIP: 01F042459<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $297644.78    | 0.07%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VANGUARD SHORT-TERM CORPORATE BOND INDEX FD                   | Vanguard Short-Term Corporate Bond ETF                                  | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      3506 | NS      | $277920.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QSLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332448 | PA      | $331460.18    | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                      | Northern Oil and Gas, Inc., Convertible                                 | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    294000 | PA      | $311640.00    | 0.07%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc., Convertible                      | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     54000 | PA      | $78489.00     | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                 | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     40000 | PA      | $41420.84     | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1503653.91   | 0.33%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ICF INTERNATIONAL INC                                         | ICF International, Inc.                                                 | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       194 | NS      | $13902.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                    | Neurocrine Biosciences, Inc.                                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       243 | NS      | $31995.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                        | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     39000 | PA      | $110604.00    | 0.02%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                            | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                   | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $54077.00     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH STATE BANK                                              | SouthState Bank Corporation                                             | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1217 | NS      | $118864.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      6470 | NS      | $838188.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                                            | Rogers Corporation                                                      | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       312 | NS      | $42354.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 5.000%                                     | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3175 | NS      | $65182.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5953 | NS      | $476835.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                             | Eversource Energy                                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       327 | NS      | $23118.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASSET HIGH YIELD PORTFOLIO                            | Western Asset High Income Opportunity Fund, Inc.                        | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     20489 | NS      | $75604.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19827.89     | 0.00%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2023-1                                                 | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290599 | PA      | $290366.71    | 0.06%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                             | Ivanhoe Mines, Ltd.                                                     | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      7151 | NS      | $57909.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                              | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41068.64     | 0.01%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $996757.81    | 0.22%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                         | DuPont de Nemours, Inc.                                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       910 | NS      | $41550.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2626 | NS      | $114624.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-NQM1                                          | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300269 | PA      | $299348.65    | 0.07%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208197 | PA      | $169213.42    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC                             | Donnelley Financial Solutions, Inc.                                     | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1514 | NS      | $76154.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LTD                                             | Bellemeade Re, Ltd. 2025-1                                              | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $170838.70    | 0.04%             | 2035-10-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                       | Saluda Grade Alternative Mortgage Trust 2024-RTL6                       | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $653697.46    | 0.14%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                        | Old Republic International Corporation                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      4758 | NS      | $190082.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      9108 | NS      | $1735893.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                      | Ameriprise Financial, Inc.                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       514 | NS      | $244042.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                     | Federal Agricultural Mortgage Corporation                               | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       595 | NS      | $103411.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC.                                                   | Copart, Inc.                                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1351 | NS      | $44731.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478786 | PA      | $439713.15    | 0.10%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386553 | PA      | $312538.61    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                         | Encompass Health Corporation                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       888 | NS      | $88800.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP (PUERTO RICO)                                   | First Bancorp/Puerto Rico                                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1901 | NS      | $46156.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5519                     | CUSIP: 3137HK6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    450000 | PA      | $446533.38    | 0.10%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EZCORP INC.                                                   | EZCORP, Inc., Convertible                                               | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     76000 | PA      | $227126.00    | 0.05%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                   | Parker-Hannifin Corporation                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       741 | NS      | $673880.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                          | Innovative Industrial Properties, Inc.                                  | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       619 | NS      | $33580.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2296849 | PA      | $2030761.75   | 0.45%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                       | Marathon Petroleum Corporation                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      2068 | NS      | $513463.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1335 | NS      | $431271.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ADVISORS LLC                                        | BlackRock Capital Allocation Term Trust                                 | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |      3151 | NS      | $47580.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA HONG KONG CO LTD                                   | SharkNinja, Inc.                                                        | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2056 | NS      | $237529.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC (PRE-MERGER)                  | Pinnacle Financial Partners, Inc., 8.397%                               | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       875 | NS      | $22925.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Short-Term Reserve Fund                                   | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3498298 | NS      | $34982977.57  | 7.67%             |  |  |  | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                       | Saluda Grade Alternative Mortgage Trust 2024-RTL5                       | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258020 | PA      | $257977.50    | 0.06%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5334                     | CUSIP: 3137HAHQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    246777 | PA      | $206427.90    | 0.05%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                   | Shopify, Inc.                                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3117 | NS      | $377562.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND      | Voya Global Equity Dividend & Premium Opportunity Fund                  | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     13837 | NS      | $84544.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                                 | Lincoln Electric Holdings, Inc.                                         | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       539 | NS      | $142835.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                           | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104699.50    | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                              | BrightSpring Health Services, Inc.                                      | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1885 | NS      | $90423.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC                                             | Veeva Systems, Inc.                                                     | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       598 | NS      | $93270.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms, Inc.                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4629 | NS      | $2832531.39   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                     | TransCanada PipeLines, Ltd.                                             | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $53406.72     | 0.01%             | 2056-10-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                     | Amgen, Inc.                                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1054 | NS      | $364947.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH                                          | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30511.01     | 0.01%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RCF1                                                     | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    236622 | PA      | $233738.59    | 0.05%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                       | Allegheny Technologies, Inc.                                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       376 | NS      | $58452.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC.                                   | Vishay Intertechnology, Inc., Convertible                               | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    264000 | PA      | $319836.00    | 0.07%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                                 | American States Water Company                                           | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       196 | NS      | $14756.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY CO                                            | Crescent Energy Company, Convertible                                    | CUSIP: 44952JAA2<br>LEI: 254900FBNP5A21Q39U97 | Long             | DBT              | CORP              | US        |    249000 | PA      | $286474.50    | 0.06%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $785812.50    | 0.17%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46744.97     | 0.01%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                | Ziff Davis, Inc., Convertible                                           | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37468.00     | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177825 | PA      | $177721.81    | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4203                     | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    106998 | PA      | $3584.06      | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2464648.45   | 0.54%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                           | Halliburton Company                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     17267 | NS      | $730394.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHBRIDGE LOAN MANAGEMENT LTD                                | HPS Loan Management, Ltd. 2024-19A                                      | CUSIP: 442924BA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400042.00    | 0.09%             | 2037-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT U.S. Long Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         7 | NC      | $-28987.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT 10-Yr. U.S. Treasury Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        47 | NC      | $-108078.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FUND                           | Allspring Income Opportunities Fund                                     | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     12911 | NS      | $86245.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                      | United Natural Foods, Inc.                                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       864 | NS      | $43217.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                              | Puget Energy, Inc.                                                      | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39048.83     | 0.01%             | 2056-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ABRDN ASIA-PACIFIC INCOME FUND INC                            | abrdn Asia-Pacific Income Fund, Inc.                                    | CUSIP: 003009867<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |      3692 | NS      | $55453.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                 | Affiliated Managers Group, Inc.                                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       213 | NS      | $62764.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC                             | Tanger, Inc.                                                            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      6123 | NS      | $227040.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56155.57     | 0.01%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17341.72     | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2391 | NS      | $115437.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                     | L3Harris Technologies, Inc.                                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2115 | NS      | $677963.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5567                     | CUSIP: 3137HMF47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    420306 | PA      | $432696.54    | 0.09%             | 2026-05-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-9INV                                       | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    112319 | PA      | $101734.01    | 0.02%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                  | American Financial Group, Inc.                                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       374 | NS      | $49842.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                                           | Viavi Solutions, Inc., Convertible                                      | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     58000 | PA      | $226055.00    | 0.05%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                   | BioMarin Pharmaceutical, Inc.                                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1139 | NS      | $61403.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO LIFE INSURANCE CO                                    | Sumitomo Life Insurance Company                                         | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $82234.01     | 0.02%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96079.50     | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2024-50                   | CUSIP: 3136BSRP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    550000 | PA      | $552194.06    | 0.12%             | 2054-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                           | Gilead Sciences, Inc.                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4824 | NS      | $631172.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                         | Republic Services, Inc.                                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       405 | NS      | $84734.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                     | Boeing Company, Convertible, 6.000%                                     | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      4918 | NS      | $355079.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                                            | Outfront Media, Inc.                                                    | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       491 | NS      | $15147.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40007.28     | 0.01%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-2                                                 | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    352477 | PA      | $351698.66    | 0.08%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30824.87     | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                     | Anchorage Capital CLO 20, Ltd. 2021-20A                                 | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $248395.50    | 0.05%             | 2035-01-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| UFP TECHNOLOGIES INC                                          | UFP Technologies, Inc.                                                  | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       298 | NS      | $57105.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT 5-Yr. U.S. Treasury Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       163 | NC      | $-280563.75   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                                         | Customers Bancorp, Inc.                                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       620 | NS      | $47287.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6            | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63387 | PA      | $63425.38     | 0.01%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2020-89                   | CUSIP: 3136BCF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    592571 | PA      | $78933.39     | 0.02%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                     | Taiwan Semiconductor Manufacturing Company, Ltd. ADR                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3842 | NS      | $1521662.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                   | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     77000 | PA      | $99715.00     | 0.02%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                             | Marriott Vacations Worldwide Corporation, Convertible                   | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111377.50    | 0.02%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                  | Illumina, Inc.                                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       972 | NS      | $123191.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                              | IES Holdings, Inc.                                                      | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       196 | NS      | $126239.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE STRATEGIC CREDIT 2027 TERM FUND                    | Blackstone Strategic Credit 2027 Term Fund                              | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |      6079 | NS      | $68571.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP INC.                                       | Old Second Bancorp, Inc.                                                | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      1307 | NS      | $26937.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                              | Reinsurance Group of America, Inc.                                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       360 | NS      | $76125.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                | ConocoPhillips                                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      9289 | NS      | $1168370.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32757.15     | 0.01%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323665 | PA      | $263061.07    | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49527.12     | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| ONTO INNOVATION INC                                           | Onto Innovation, Inc.                                                   | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1014 | NS      | $299190.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                     | Edwards Lifesciences Corporation                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        74 | NS      | $6179.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                                           | Lowe's Companies, Inc.                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3340 | NS      | $797558.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                             | Nucor Corporation                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3701 | NS      | $833798.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                                            | Hexcel Corporation                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      6904 | NS      | $648078.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED INTERNATIONAL DIVIDEND TRUST               | BlackRock Enhanced International Dividend Trust                         | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      5442 | NS      | $31182.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                             | Pinnacle West Capital Corporation, Convertible                          | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     37000 | PA      | $43123.50     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                                        | FirstCash Holdings, Inc.                                                | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $61756.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2023-4                           | CUSIP: 92259HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190989 | PA      | $194876.77    | 0.04%             | 2053-11-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                           | Chefs' Warehouse, Inc., Convertible                                     | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     67000 | PA      | $123280.00    | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47798.02     | 0.01%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                            | NVIDIA Corporation                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     35883 | NS      | $7161170.31   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132DVJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1744238 | PA      | $1827797.44   | 0.40%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                 | PGIM Global High Yield Fund, Inc.                                       | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |      6998 | NS      | $83766.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2024-BPL2                                               | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301181.73    | 0.07%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                      | Nippon Life Insurance Company                                           | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    105000 | PA      | $106998.74    | 0.02%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-3                                             | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95501 | PA      | $95382.60     | 0.02%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                          | Verisk Analytics, Inc.                                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       472 | NS      | $87079.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                           | Danaher Corporation                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2434 | NS      | $435564.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    713785 | PA      | $640069.34    | 0.14%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                    | CF Industries Holdings, Inc.                                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4297 | NS      | $533687.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2024-INV1                                                    | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381648 | PA      | $391875.04    | 0.09%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3517226.58   | 0.77%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                            | MetroNet Infrastructure Issuer, LLC 2025-4A                             | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $174845.18    | 0.04%             | 2055-12-20      | Fixed         | 5.16%                 | 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        |   1150037 | PA      | $1058718.31   | 0.23%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                    | Garmin, Ltd.                                                            | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       768 | NS      | $192875.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                  | Churchill Downs, Inc.                                                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       871 | NS      | $87962.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                  | Sunnova Hestia II Issuer, LLC 2024-GRID1                                | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311034 | PA      | $299461.89    | 0.07%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90593.55     | 0.02%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INCOME TRUST INC                                    | BlackRock Income Trust, Inc.                                            | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      4236 | NS      | $45071.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                     | C.H. Robinson Worldwide, Inc.                                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       655 | NS      | $119085.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132DQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625766 | PA      | $636008.87    | 0.14%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385YE0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199040.00    | 0.04%             |  |  |  | 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        |      9184 | NS      | $96615.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2026-NPL2                                                     | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    493667 | PA      | $490110.78    | 0.11%             | 2056-02-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                      | Visa, Inc.                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2906 | NS      | $958515.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385YK6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99470.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR INC                                                   | Popular, Inc.                                                           | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       354 | NS      | $53216.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                       | WESCO International, Inc.                                               | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       243 | NS      | $84836.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                    | Zimmer Biomet Holdings, Inc.                                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      6268 | NS      | $516671.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                           | TE Connectivity plc                                                     | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1010 | NS      | $213776.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, Convertible, 7.500%                              | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       222 | NS      | $264359.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                     | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76003.73     | 0.02%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                    | Samsung Electronics Company, Ltd.                                       | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     11723 | NS      | $1765339.48   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                       | Banc of America Mortgage Securities Trust 2005-H                        | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45296 | PA      | $43508.08     | 0.01%             | 2035-09-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                             | First Industrial Realty Trust, Inc.                                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3116 | NS      | $193223.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                                    | Alcoa Corporation                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1330 | NS      | $84840.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85778.17     | 0.02%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                      | Tricon Residential Trust 2024-SFR2                                      | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250490.38    | 0.05%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53263.45     | 0.01%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc.                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5147 | NS      | $384017.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                                     | AEGON Funding Company, LLC, 5.100%                                      | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      2475 | NS      | $48163.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385WF9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $299970.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                   | Netflix, Inc.                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13565 | NS      | $1269819.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                          | Tradeweb Markets, Inc.                                                  | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1658 | NS      | $187768.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                               | Caterpillar, Inc.                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1093 | NS      | $972890.23    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                     | AvalonBay Communities, Inc.                                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       938 | NS      | $171654.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                    | AbbVie, Inc.                                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       112 | NS      | $23667.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                               | Sony Group Corporation ADR                                              | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     17235 | NS      | $346251.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33099.33     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PIMCO DYNAMIC INCOME FUND                                     | Pimco Dynamic Income Fund                                               | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |      3704 | NS      | $64634.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO                                                       | TCW CLO, Ltd. 2018-1A                                                   | CUSIP: 87240UBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    450000 | PA      | $450237.15    | 0.10%             | 2035-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                          | Jacobs Solutions, Inc.                                                  | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      2915 | NS      | $377230.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                           | Alliant Energy Corporation, Convertible                                 | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33315.70     | 0.01%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                     | Avnet, Inc., Convertible                                                | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $65275.00     | 0.01%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ASSURED GUARANTY LTD                                          | Assured Guaranty, Ltd.                                                  | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       304 | NS      | $24897.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                           | Global Payments, Inc., Convertible                                      | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103212.50    | 0.02%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258131 | PA      | $1057835.89   | 0.23%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-4A                       | CUSIP: 05377RLB8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491429.65    | 0.11%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                     | Linde plc                                                               | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       925 | NS      | $463554.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                  | AutoZone, Inc.                                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        23 | NS      | $85192.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFST MORTGAGE TRUST                                           | CFST Mortgage Trust 2025-RTL1                                           | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $352586.26    | 0.08%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                               | Jones Lang LaSalle, Inc.                                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       725 | NS      | $230644.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                                         | CRA International, Inc.                                                 | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       232 | NS      | $36533.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QP3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1550253 | PA      | $1499789.48   | 0.33%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62580.00     | 0.01%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FLUOR CORPORATION                                             | Fluor Corporation                                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       818 | NS      | $43640.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORPORATION                                         | Flowserve Corporation                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      8695 | NS      | $640299.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                | Zebra Technologies Corporation                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       447 | NS      | $101138.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                   | Cencora, Inc.                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1078 | NS      | $332034.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                             | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44745.15     | 0.01%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                  | Monolithic Power Systems, Inc.                                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       117 | NS      | $188885.97    | 0.04%             |  |  |  | No            |                  1 | 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        |   1421243 | PA      | $1313186.64   | 0.29%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN                                                   | ICE mini MSCI EAFE Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        43 | NC      | $319811.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Discount Notes                   | CUSIP: 313397ZP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    800000 | PA      | $793529.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $127707.50    | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                  | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78052.00     | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76931.52     | 0.02%             | 2049-12-29      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                             | TJX Companies, Inc.                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       702 | NS      | $110038.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092688 | PA      | $935061.10    | 0.20%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PENDING                                                       | Builder Circle Mortgage Trust 2026-RTL1                                 | CUSIP: 12009GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399993.96    | 0.09%             | 2031-05-25      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| QUANTA SERVICES INC.                                          | Quanta Services, Inc.                                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       237 | NS      | $172481.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                                   | Ashland, Inc.                                                           | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1537 | NS      | $81860.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO HIGH INCOME FUND                                        | PIMCO High Income Fund                                                  | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |      6377 | NS      | $29844.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                                           | Arista Networks, Inc.                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      5271 | NS      | $910354.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 5.700%                                   | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       775 | NS      | $19251.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2025-5C37                                          | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504953.20    | 0.11%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44538.36     | 0.01%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC.                                   | Financial Institutions, Inc.                                            | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $6950.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                     | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     56000 | PA      | $62720.00     | 0.01%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $67882.50     | 0.01%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                    | Lightpath Fiber Issuer, LLC 2026-1A                                     | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $551320.00    | 0.12%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                       | NVR, Inc.                                                               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        16 | NS      | $101053.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                              | Fastenal Company                                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     13611 | NS      | $611542.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT INC                           | Concentra Group Holdings Parent, Inc.                                   | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4253 | NS      | $95564.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2784679.70   | 0.61%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                    | TELUS Corporation                                                       | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $28312.79     | 0.01%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2005-QS10                        | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60891 | PA      | $54478.44     | 0.01%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                  | Alphabet, Inc., Class A                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9141 | NS      | $3517456.80   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                                | Telephone and Data Systems, Inc., 6.000%                                | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      2000 | NS      | $39380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.125%                                                  | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2875 | NS      | $46661.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME E-mini S&P Mid-Cap 400 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -31 | NC      | $-878845.12   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                      | CSX Corporation                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     19090 | NS      | $867258.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                       | Dryden 72 CLO, Ltd. 2019-72A                                            | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    325000 | PA      | $325186.88    | 0.07%             | 2032-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| TERRENO REALTY CORP                                           | Terreno Realty Corporation                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1615 | NS      | $105298.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                           | Williams-Sonoma, Inc.                                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       528 | NS      | $95678.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                    | Intuit, Inc.                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       678 | NS      | $263403.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-69                   | CUSIP: 3136BWD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    325000 | PA      | $317020.50    | 0.07%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850063 | PA      | $728781.59    | 0.16%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    104000 | PA      | $113256.00    | 0.02%             | 2030-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL3                                                     | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $263466.47    | 0.06%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                            | Royalty Pharma plc                                                      | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1057 | NS      | $52945.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                      | Eastman Chemical Company                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      2634 | NS      | $192519.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMAC Mortgage Corporation Loan Trust 2005-HE1                           | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8721 | PA      | $3957.92      | 0.00%             | 2035-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1219762.89   | 0.27%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5617                     | CUSIP: 3137HPN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    453404 | PA      | $450171.46    | 0.10%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                              | Exxon Mobil Corporation                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     11821 | NS      | $1824334.93   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                     | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      5793 | NS      | $778405.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                            | Analog Devices, Inc.                                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       707 | NS      | $284397.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     79000 | PA      | $86228.50     | 0.02%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2025-BNK49                                                         | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2191262 | PA      | $99803.20     | 0.02%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1466237 | PA      | $1286666.33   | 0.28%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                              | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120053.21    | 0.03%             | 2031-06-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42279.34     | 0.01%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                               | Solstice Advanced Materials, Inc.                                       | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      3307 | NS      | $271008.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                                | Walt Disney Company                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1988 | NS      | $206255.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2024-2                                                | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    256177 | PA      | $254234.21    | 0.06%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                        | Motorola Solutions, Inc.                                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       507 | NS      | $222588.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.200%                                        | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3100 | NS      | $55924.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31239.44     | 0.01%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| MURPHY USA INC                                                | Murphy USA, Inc.                                                        | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       118 | NS      | $69384.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, Convertible, 7.250%                        | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       200 | NS      | $244554.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       805 | NS      | $103023.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FUND                         | Western Asset Diversified Income Fund                                   | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |      3040 | NS      | $42529.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                    | Sabra Health Care REIT, Inc.                                            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      3196 | NS      | $66029.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through  | CUSIP: 01F050452<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4600000 | PA      | $4633324.10   | 1.02%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORPORATION                                          | Repligen Corporation                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       513 | NS      | $60693.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                                              | NMI Holdings, Inc.                                                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       286 | NS      | $11071.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2022-C17                                           | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2229338 | PA      | $131240.00    | 0.03%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                              | American International Group, Inc.                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      5774 | NS      | $431895.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     80000 | PA      | $154000.00    | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110025.30    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                               | EMCOR Group, Inc.                                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       499 | NS      | $444943.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2024-2                                           | CUSIP: 81749HAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350602.21    | 0.08%             | 2054-03-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| AMALGAMATED BANK                                              | Amalgamated Financial Corporation                                       | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $16842.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 40-Yr. Pass Through  | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702485 | PA      | $631732.16    | 0.14%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     52000 | PA      | $59410.00     | 0.01%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                         | Thrivent Cash Management Trust                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1261470 | NS      | $1261470.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-2                                             | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101001 | PA      | $100687.55    | 0.02%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                  | CSMC Trust 2022-NQM1                                                    | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175821 | PA      | $152640.62    | 0.03%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98455.01     | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 6.200%                                                         | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      3150 | NS      | $79348.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                           | Otis Worldwide Corporation                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       464 | NS      | $36136.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS INC                                           | CSW Industrials, Inc.                                                   | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       239 | NS      | $69596.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224822 | PA      | $224085.34    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2023-NQM4                                                    | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240604 | PA      | $226434.67    | 0.05%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        53 | NS      | $11819.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                          | Amentum Holdings, Inc.                                                  | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     10053 | NS      | $263690.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEYS GENERAL STORES INC                                     | Casey's General Stores, Inc.                                            | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       147 | NS      | $120856.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5002 | NS      | $956882.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                  | Autodesk, Inc.                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1463 | NS      | $346731.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-15                   | CUSIP: 3136BVQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    619722 | PA      | $606771.11    | 0.13%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                               | UGI Corporation, Convertible                                            | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $62550.00     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBT BANCORP INC                                               | NBT Bancorp, Inc.                                                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $7864.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $109697.00    | 0.02%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                     | Adobe, Inc.                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       464 | NS      | $114190.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TRUST                              | IndyMac INDA Mortgage Loan Trust 2006-AR1                               | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435979 | PA      | $336304.21    | 0.07%             | 2036-08-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                        | Boot Barn Holdings, Inc.                                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       496 | NS      | $85039.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                           | Newmont Corporation                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1550 | NS      | $172189.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                           | Stryker Corporation                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       700 | NS      | $220591.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                    | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     76000 | PA      | $84474.00     | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2007-QS1                         | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53011 | PA      | $44058.79     | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                     | Zions Bancorp NA                                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       851 | NS      | $53970.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORPORATION                                          | Seaboard Corporation                                                    | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        12 | NS      | $68231.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45728.87     | 0.01%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT C, LLC 2021-NPL9                                                   | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    345124 | PA      | $346576.14    | 0.08%             | 2051-05-25      | Fixed         | 8.83%                 | 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        |   1543574 | PA      | $1255121.95   | 0.28%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DHT HOLDINGS INC                                              | DHT Holdings, Inc.                                                      | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      1404 | NS      | $25945.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc., Convertible                                  | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     73000 | PA      | $84096.00     | 0.02%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                | GE Vernova, Inc.                                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       858 | NS      | $929608.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                    | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    111000 | PA      | $135697.50    | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44647.93     | 0.01%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                          | Booking Holdings, Inc.                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1275 | NS      | $214659.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                | Mastercard, Inc.                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       961 | NS      | $483306.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     13500 | PA      | $13265.16     | 0.00%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | Fifth Third Bancorp                                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3087 | NS      | $156696.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-2A                                | CUSIP: 69702WAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249994.25    | 0.05%             | 2033-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | Countrywide Home Loan Mortgage Pass Through Trust 2005-22               | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183975 | PA      | $153191.37    | 0.03%             | 2035-11-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     89000 | PA      | $100481.00    | 0.02%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TERADYNE INC                                                  | Teradyne, Inc.                                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       474 | NS      | $162804.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                         | Micron Technology, Inc.                                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1268 | NS      | $655758.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                          | BWX Technologies, Inc., Convertible                                     | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    292000 | PA      | $315944.00    | 0.07%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Discount Notes                    | CUSIP: 313589XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |   1000000 | PA      | $996800.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                             | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     31500 | PA      | $32495.73     | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                                | NetSTREIT Corporation                                                   | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      1297 | NS      | $26679.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRA TRUST                                                    | ACRA Trust 2024-NQM1                                                    | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282296 | PA      | $282841.78    | 0.06%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                  | General Dynamics Corporation                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1760 | NS      | $605968.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                              | RBC Bearings, Inc.                                                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $149772.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1168359.37   | 0.26%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                       | Rockwell Automation, Inc.                                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       362 | NS      | $148025.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                     | Chubb, Ltd.                                                             | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1745 | NS      | $570615.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     57000 | PA      | $71107.50     | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL TECHNICAL INSTITUTE INC                             | Universal Technical Institute, Inc.                                     | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      1812 | NS      | $68004.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                    | Curtiss-Wright Corporation                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       185 | NS      | $133237.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27851.58     | 0.01%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XIV, Ltd. 2019-14A                                        | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |    575000 | PA      | $572129.03    | 0.13%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                 | Boston Scientific Corporation                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      4441 | NS      | $255846.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI CONTINENTAL CORP                                          | Tri-Continental Corporation                                             | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |       865 | NS      | $29548.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME OWNER MORTGAGE ENHANCED SECURITIES LTD                   | HOMES Trust 2026-INV1                                                   | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701091 | PA      | $697508.16    | 0.15%             | 2060-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                | Constellium SE                                                          | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      2926 | NS      | $91525.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4470000 | PA      | $3707131.65   | 0.81%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE ST INST US GOV MM FUND                                  | State Street Institutional U.S. Government Money Market Fund            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  13598814 | NS      | $13598814.00  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                | Albemarle Corporation, Convertible, 7.250%                              | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      3081 | NS      | $240133.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN LTD                                                | Transocean, Ltd.                                                        | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |      8933 | NS      | $60923.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                      | RTX Corporation                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2516 | NS      | $442992.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 L                              | Octagon Investment Partners 50, Ltd. 2020-4A                            | CUSIP: 67592MBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $693759.50    | 0.15%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS INC.                                            | Acuity, Inc.                                                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       193 | NS      | $55925.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                | S&P Global, Inc.                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        43 | NS      | $18542.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCING TRUST I                                   | Provident Financing Trust I                                             | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $38368.63     | 0.01%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                           | Comcast Corporation                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     13488 | NS      | $364715.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                                  | Veralto Corporation                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1043 | NS      | $91992.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO ISSUER LLC                                               | Zayo Issuer, LLC 2026-1A                                                | CUSIP: 98919WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $423957.05    | 0.09%             | 2056-04-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK (THE)                                | Huntington Bank Auto Credit-Linked Notes 2024-2                         | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160398 | PA      | $161538.02    | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED GLOBAL DIVIDEND TRUST                      | BlackRock Enhanced Global Dividend Trust                                | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |      7041 | NS      | $83295.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                | EPR Properties                                                          | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       978 | NS      | $54582.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-1A                       | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $276495.51    | 0.06%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KRMN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1088535 | PA      | $1084454.87   | 0.24%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                     | Realty Income Corporation, Convertible                                  | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59422.50     | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2025-1                                                | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447924 | PA      | $446371.27    | 0.10%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC.                                     | Patterson-UTI Energy, Inc.                                              | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      6090 | NS      | $74419.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | Royal Bank of Canada                                                    | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50884.50     | 0.01%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation, 4.750%                                    | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      1550 | NS      | $29109.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-73                   | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     38640 | PA      | $387.53       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVIDEND CF                               | abrdn Total Dynamic Dividend Fund                                       | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |      3817 | NS      | $38857.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                    | Dexcom, Inc.                                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2513 | NS      | $149649.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core International Equity Fund                                 | CUSIP: 88588C405<br>LEI: N/A                  | Long             |  | RF                | US        |   2759737 | NS      | $36814891.09  | 8.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEYD LEWIS CLO LTD                                         | Kennedy Lewis CLO 3, Ltd. 3A                                            | CUSIP: 48936JAC0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $349096.65    | 0.08%             | 2036-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2166656.25   | 0.47%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC VALUE FUND INC                          | Cornerstone Strategic Investment Fund, Inc.                             | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |      6031 | NS      | $45835.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                     | Constellation Energy Corporation                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2902 | NS      | $908326.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIP TRUST                                                    | CLIP Trust 2026-NQM1                                                    | CUSIP: 12570SAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399757.40    | 0.09%             | 2071-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                        | Jazz Investments I, Ltd., Convertible                                   | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    207000 | PA      | $309258.00    | 0.07%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL CORPORATION/IN                                | First Financial Corporation                                             | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $4399.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52243.48     | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                          | TTM Technologies, Inc.                                                  | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1332 | NS      | $210749.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                                   | Fresh Del Monte Produce, Inc.                                           | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       230 | NS      | $9634.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-2                                                        | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445108 | PA      | $443643.02    | 0.10%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                                    | Great Southern Bancorp, Inc.                                            | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       454 | NS      | $30971.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION                                             | Fluor Corporation, Convertible                                          | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    205000 | PA      | $274700.00    | 0.06%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                          | Tanger Properties, LP, Convertible                                      | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16723.20     | 0.00%             | 2031-01-15      | Fixed         | 2.38%                 | 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        |      5548 | NS      | $74731.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO COMPANY (THE)                                            | Toro Company                                                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       545 | NS      | $51867.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174716 | PA      | $173575.38    | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC                                        | ConnectOne Bancorp, Inc.                                                | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       273 | NS      | $7977.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                                  | Penumbra, Inc.                                                          | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        14 | NS      | $4570.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS EQUITY & CONVERTIBLE INCOME FUND                       | Virtus Equity & Convertible Income Fund                                 | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      1573 | NS      | $40866.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     74000 | PA      | $81955.00     | 0.02%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co.                                          | CDX HY 46, 5 Year, at 5.00%, Quarterly                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    915000 | OU      | $-28858.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                | LCI Industries, Convertible                                             | CUSIP: 501812AD3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $171825.00    | 0.04%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                 | Hilton Worldwide Holdings, Inc.                                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1135 | NS      | $367819.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD                                | Dai-ichi Life Insurance Company, Ltd.                                   | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $61321.98     | 0.01%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| MKS INCORPORATED                                              | MKS, Inc., Convertible                                                  | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    161000 | PA      | $316687.00    | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME Ultra Long Term U.S. Treasury Bond                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        48 | NC      | $-231113.76   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                            | Exelon Corporation, Convertible                                         | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62775.00     | 0.01%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                        | Williams Companies, Inc.                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2284 | NS      | $174292.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    118000 | PA      | $99474.00     | 0.02%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL4                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501243.20    | 0.11%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible, 7.500%                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      2045 | NS      | $160880.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                                | Atlantic Union Bankshares Corporation                                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1962 | NS      | $73869.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                                  | Medical Properties Trust, Inc.                                          | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |       887 | NS      | $4381.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-2A                                   | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $299577.30    | 0.07%             | 2035-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC.                                        | Euronet Worldwide, Inc., Convertible                                    | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49500.00     | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                     | Anchorage Capital CLO 21, Ltd. 2021-21A                                 | CUSIP: 03331KAN9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $246845.25    | 0.05%             | 2034-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS LTD                                              | Wynn Resorts, Ltd.                                                      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1599 | NS      | $171268.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                                         | Robinhood Markets, Inc.                                                 | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3830 | NS      | $279168.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $753195.71    | 0.17%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                           | Core Scientific, Inc., Convertible                                      | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     57000 | PA      | $70680.00     | 0.02%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                               | Equity Lifestyle Properties, Inc.                                       | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1250 | NS      | $79112.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV1                                                | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    244486 | PA      | $247283.98    | 0.05%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BALCHEM CORPORATION                                           | Balchem Corporation                                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       275 | NS      | $44445.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                               | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     36000 | PA      | $42606.00     | 0.01%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2026-DSC1                           | CUSIP: 36276BAB2<br>LEI: 254900D34P4JFEYPLX58 | Long             | ABS-CBDO         | CORP              | US        |    440066 | PA      | $436421.83    | 0.10%             | 2066-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $189828.12    | 0.04%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                   | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58801.06     | 0.01%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION LLC                                  | RFS Asset Securitization V, LLC 2025-1                                  | CUSIP: 74970DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402168.76    | 0.09%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST             | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 2005-3             | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100988 | PA      | $88563.73     | 0.02%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                 | Old Dominion Freight Line, Inc.                                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       477 | NS      | $101329.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer