# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0000790166-26-000359
**Filing Date:** 2026-5
**Character Count:** 247870
**Document Hash:** 2f6e3392a9f989681b2f2b830cad3a97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000790166-26-000359.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000790166-26-000359

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 261034995

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

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

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

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

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

## Series and Classes Contracts Data

### Thrivent Multisector Bond Portfolio (Series ID: S000001439)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003846 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** THRIVENT MULTISECTOR BOND PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001439

- **c. LEI of Series:** H4GRY3EB6CW3HHHY7W77

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $176541985.79

**Total Liabilities:** $9818736.22

**Net Assets:** $166723249.57

**Delayed Delivery Securities:** $8755532.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4518.00000000 | **1-Year:** -953.00000000 | **5-Year:** -7855.00000000 | **10-Year:** -13268.00000000 | **30-Year:** -27819.00000000

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

- **3-Month:** -161.00000000 | **1-Year:** -1147.00000000 | **5-Year:** -7589.00000000 | **10-Year:** -4905.00000000 | **30-Year:** -3431.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003846 | 0.66%                | 0.88%                | -1.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $68498.20                | $401143.52                                 |
| Month 2  | $55912.09                | $851537.16                                 |
| Month 3  | $-704651.18              | $-2690231.40                               |

**Designated Index Information**

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

- **Index Identifier:** I38526US

### Schedule of Portfolio Investments

| Name                                                          | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DUKE ENERGY CORP                                              | Duke Energy Corporation, Convertible                                    | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38209.00     | 0.02%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, Convertible, 7.250%                        | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        80 | NS      | $95324.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2024-NPL1                                                     | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331128 | PA      | $331536.00    | 0.20%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2026-NPL2                                                     | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    299989 | PA      | $297628.43    | 0.18%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6            | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74944 | PA      | $75057.74     | 0.05%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44597.83     | 0.03%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG, Inc.                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54782.54     | 0.03%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation, 4.750%                                    | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      1450 | NS      | $26288.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36020.97     | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XPQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614457 | PA      | $628808.22    | 0.38%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                          | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45680.63     | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                   | HOMES Trust 2023-NQM1                                                   | CUSIP: 43761JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $174209.16    | 0.10%             | 2068-01-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| EZCORP INC.                                                   | EZCORP, Inc., Convertible                                               | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     27000 | PA      | $63739.75     | 0.04%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33598.80     | 0.02%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH                                          | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29481.83     | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD                                | Dai-ichi Life Insurance Company, Ltd.                                   | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $30178.53     | 0.02%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649738 | PA      | $528089.10    | 0.32%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13730.81     | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     28000 | PA      | $34636.00     | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $888785.15    | 0.53%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-1A                                   | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $248393.50    | 0.15%             | 2034-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2022-BNK39                                                         | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3949780 | PA      | $82224.94     | 0.05%             | 2055-02-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-5                                                        | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $124781.74    | 0.07%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30222.78     | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-7                                       | CUSIP: 92538QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287467 | PA      | $253968.81    | 0.15%             | 2066-10-25      | Variable      | 2.14%                 | 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        |    158694 | PA      | $158611.65    | 0.10%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32314.62     | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                  | CSMC Trust 2022-NQM1                                                    | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176989 | PA      | $153478.11    | 0.09%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-6INV                                       | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    459259 | PA      | $381777.23    | 0.23%             | 2051-08-25      | Variable      | 2.50%                 | 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        |     10246 | PA      | $5157.29      | 0.00%             | 2035-11-19      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO LTD                                              | Sculptor CLO XXVIII, Ltd. 28A                                           | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $247939.75    | 0.15%             | 2035-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bills                                                     | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    300000 | PA      | $299819.25    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                               | UGI Corporation, Convertible                                            | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     18000 | PA      | $25227.00     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.625%                                        | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      2300 | NS      | $43976.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                                          | AGNC Investment Corporation                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |       622 | NS      | $6238.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     16000 | PA      | $22144.00     | 0.01%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                       | Digital Realty Trust, LP, Convertible                                   | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29641.65     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5519                     | CUSIP: 3137HK6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    250000 | PA      | $247972.53    | 0.15%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33516.61     | 0.02%             | 2054-05-15      | Variable      | 8.00%                 | 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        |    300000 | PA      | $299258.49    | 0.18%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30323.01     | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| NUVEEN GLOBAL HIGH INCOME FUND                                | Nuveen Global High Income Fund                                          | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             |  | RF                | US        |       215 | NS      | $2627.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                        | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42408.00     | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                                                     | Block, Inc., Convertible                                                | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12148.50     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5092                     | CUSIP: 3137FYCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1460093 | PA      | $121558.31    | 0.07%             | 2051-03-25      | Fixed         | 1.50%                 | 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        |    800000 | OU      | $-6063.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL9                                                     | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200462.54    | 0.12%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc., Convertible                                  | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79344.00     | 0.05%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82270 | PA      | $82052.71     | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                           | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24437.44     | 0.01%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                   | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68281.40     | 0.04%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM3                                                    | CUSIP: 69380TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $277486.83    | 0.17%             | 2068-11-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                             | TransCanada Trust                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40042.32     | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                              | COLT Mortgage Loan Trust 2024-INV3                                      | CUSIP: 196919AD6<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $174793.57    | 0.10%             | 2069-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23785.66     | 0.01%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-3                                                        | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79828 | PA      | $79603.47     | 0.05%             | 2030-05-25      | Variable      | 6.25%                 | 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        |    400000 | PA      | $397032.00    | 0.24%             | 2034-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                          | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     32000 | PA      | $66368.00     | 0.04%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                   | American Water Capital Corporation, Convertible                         | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30931.80     | 0.02%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc., 4.750%                                                      | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      4075 | NS      | $74980.00     | 0.04%             |  |  |  | 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        |      9045 | NS      | $100851.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TRUST                           | BlackRock Multi-Sector Income Trust                                     | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |     11750 | NS      | $147110.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64405.34     | 0.04%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                          | Toorak Mortgage Trust 2025-RRTL1                                        | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $351233.19    | 0.21%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1950937.50   | 1.17%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300199.22    | 0.18%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORE BOND TRUST                                     | BlackRock Core Bond Trust                                               | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      3929 | NS      | $35989.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.750%                                           | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1750 | NS      | $33250.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-J3                              | CUSIP: 12667GDE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94546 | PA      | $73921.14     | 0.04%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     18000 | PA      | $21690.00     | 0.01%             | 2027-06-01      | Fixed         | 4.38%                 | 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        |    169401 | PA      | $170712.50    | 0.10%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304271 | PA      | $288326.31    | 0.17%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                        | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14600.00     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET HIGH YIELD PORTFOLIO                            | Western Asset High Income Opportunity Fund, Inc.                        | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     33077 | NS      | $120069.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2024-INV1                                                    | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    379125 | PA      | $388158.46    | 0.23%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                    | Allstate Corporation, 5.100%                                            | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      1200 | NS      | $23724.00     | 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        |      8576 | NS      | $64663.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM LTD PARTNERSHIP                                           | LCM 41, Ltd. 41A                                                        | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |    550000 | PA      | $527308.10    | 0.32%             | 2036-04-15      | Floating      | 7.27%                 | 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        |    234115 | PA      | $227031.80    | 0.14%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                                | Telephone and Data Systems, Inc., 6.000%                                | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      1000 | NS      | $17680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41266.64     | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FUND                         | Western Asset Diversified Income Fund                                   | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |      4445 | NS      | $59740.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-1A                                | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $276500.79    | 0.17%             | 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: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5916759.84   | 3.55%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc.                                          | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37416.35     | 0.02%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                            | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    169011 | PA      | $170273.96    | 0.10%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                  | Hartford Insurance Group, Inc.                                          | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42153.94     | 0.03%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                | JBT Marel Corporation, Convertible                                      | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65892.00     | 0.04%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST                                            | TVC Mortgage Trust 2024-RRTL1                                           | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350721.49    | 0.21%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110954.57    | 0.07%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45100.00     | 0.03%             | 2030-01-15      | Fixed         | 1.62%                 | 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        |      6977 | NS      | $100608.34    | 0.06%             |  |  |  | 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        |     12958 | NS      | $122453.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                           | New Residential Mortgage Loan Trust 2024-RPL1                           | CUSIP: 64832AAC1<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-CBDO         | CORP              | US        |    386000 | PA      | $305503.56    | 0.18%             | 2064-01-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD                                            | Wind River CLO, Ltd. 2022-1A                                            | CUSIP: 97316YAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500029.50    | 0.30%             | 2035-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC.                                   | Vishay Intertechnology, Inc., Convertible                               | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88274.00     | 0.05%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33413.92     | 0.02%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2026-RTL1                                       | CUSIP: 03959CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $175191.41    | 0.11%             | 2041-04-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                       | DraftKings Holdings, Inc., Convertible                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $109800.00    | 0.07%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARINGS GLOBAL SHORT DURATION HIGH YIELD FUND                 | Barings Global Short Duration High Yield Fund                           | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             |  | RF                | US        |       710 | NS      | $9698.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20582.54     | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | 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      | $285738.45    | 0.17%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                              | Algonquin Power & Utilities Corporation                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $43766.17     | 0.03%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-8                                     | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69536 | PA      | $69712.77     | 0.04%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TCW CLO                                                       | TCW CLO, Ltd. 2018-1A                                                   | CUSIP: 87240UBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $699794.20    | 0.42%             | 2035-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                          | Kite Realty Group, LP, Convertible                                      | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2156.58      | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | 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        |     39855 | PA      | $40200.14     | 0.02%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 4.450%                                   | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      1450 | NS      | $23635.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2024-2                                                | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390017 | PA      | $386920.29    | 0.23%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                  | BioMarin Pharmaceutical, Inc.                                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        38 | NS      | $2146.62      | 0.00%             |  |  |  | No            |                  1 | 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        |   5429572 | NS      | $5429571.52   | 3.26%             |  |  |  | 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        |    200000 | PA      | $200030.00    | 0.12%             | 2032-05-15      | Floating      | 5.30%                 | 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        |    109000 | PA      | $119528.72    | 0.07%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation, Convertible, 6.500%                                 | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      1282 | NS      | $57702.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC2                                                   | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42699 | PA      | $42615.81     | 0.03%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                         | AES Corporation                                                         | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34717.13     | 0.02%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-11                                    | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136454 | PA      | $136896.34    | 0.08%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INCOME TRUST INC                                    | BlackRock Income Trust, Inc.                                            | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      6709 | NS      | $70914.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                           | Global Payments, Inc., Convertible                                      | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46695.71     | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through  | CUSIP: 01F050445<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325000 | PA      | $327373.15    | 0.20%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD                                                 | Radnor Re, Ltd. 2024-1                                                  | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    407539 | PA      | $409333.67    | 0.25%             | 2034-09-25      | Floating      | 6.56%                 | 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        |    250000 | PA      | $246430.38    | 0.15%             | 2032-05-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     28000 | PA      | $42532.00     | 0.03%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                        | Progress Software Corporation, Convertible                              | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49750.40     | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XI, Ltd. 2017-11A                                         | CUSIP: 07132LAY5<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $247373.75    | 0.15%             | 2034-04-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC4                                                   | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102682 | PA      | $103386.03    | 0.06%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL2                                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $275226.79    | 0.17%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                               | ChaseFlex Trust 2005-1                                                  | CUSIP: 16165TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144047 | PA      | $93074.60     | 0.06%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2025-12MPR                                   | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135698 | PA      | $134370.55    | 0.08%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                          | Ares Management Corporation, Convertible, 6.750%                        | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       704 | NS      | $25470.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38563.10     | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRI CONTINENTAL CORP                                          | Tri-Continental Corporation                                             | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      1224 | NS      | $38666.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                             | Pinnacle West Capital Corporation, Convertible                          | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13740.00     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                               | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18896.00     | 0.01%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | State Street Corporation                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29466.96     | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| ZAYO ISSUER LLC                                               | Zayo Issuer, LLC 2025-3A                                                | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300323.04    | 0.18%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                    | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29250.00     | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                    | Evergy, Inc., Convertible                                               | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     31000 | PA      | $41819.00     | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2007-QS6                         | CUSIP: 75116CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48635 | PA      | $41390.31     | 0.02%             | 2037-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-69                   | CUSIP: 3136BWD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    200000 | PA      | $194995.20    | 0.12%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                         | Burlington Stores, Inc., Convertible                                    | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     37000 | PA      | $61050.00     | 0.04%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc., Convertible                                        | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     63000 | PA      | $68197.50     | 0.04%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 5.700%                                   | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       550 | NS      | $12925.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                                 | Aircastle, Ltd.                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $50731.78     | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL3                                          | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200893.26    | 0.12%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                    | Peabody Energy Corporation, Convertible                                 | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |     37000 | PA      | $67969.00     | 0.04%             | 2028-03-01      | Fixed         | 3.25%                 | 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        |      8112 | NS      | $106753.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RCF1                                                     | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    171773 | PA      | $169518.56    | 0.10%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                           | Signal Peak CLO 1, Ltd. 2014-1A                                         | CUSIP: 82666TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    375000 | PA      | $357926.63    | 0.21%             | 2034-04-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.250%                                           | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2000 | NS      | $34500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL3                                                     | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $143448.81    | 0.09%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                        | Patrick Industries, Inc., Convertible                                   | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     32000 | PA      | $55376.00     | 0.03%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| POINT SECURITIZATION TRUST                                    | Point Securitization Trust 2025-2                                       | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249948 | PA      | $246290.36    | 0.15%             | 2055-09-25      | Fixed         | 5.75%                 | 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        |    594418 | PA      | $545623.99    | 0.33%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIMCO HIGH INCOME FUND                                        | PIMCO High Income Fund                                                  | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |      8234 | NS      | $38123.42     | 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        |        -4 | NC      | $8113.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFST MORTGAGE TRUST                                           | CFST Mortgage Trust 2025-RTL1                                           | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302294.49    | 0.18%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XIV, Ltd. 2019-14A                                        | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $248353.50    | 0.15%             | 2035-01-20      | Floating      | 5.67%                 | No            |                  2 | 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        |    250000 | PA      | $248885.50    | 0.15%             | 2034-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102070.31    | 0.06%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932359 | PA      | $826468.55    | 0.50%             | 2052-01-01      | Fixed         | 3.00%                 | 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        |     17269 | PA      | $123.18       | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34962.17     | 0.02%             | 2054-11-30      | Variable      | 6.95%                 | 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        |    236713 | PA      | $20609.66     | 0.01%             | 2035-08-15      | Fixed         | 3.50%                 | 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        |    102919 | PA      | $1323.16      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST                   | Bear Stearns ARM Trust 2003-8                                           | CUSIP: 07384MZX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70855 | PA      | $68324.98     | 0.04%             | 2034-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34603.32     | 0.02%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                           | Spectrum Brands, Inc., Convertible                                      | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39872.00     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.299%                               | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       971 | NS      | $54356.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 5.000%                                     | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2300 | NS      | $46391.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                        | Jazz Investments I, Ltd., Convertible                                   | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     49000 | PA      | $59437.00     | 0.04%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, 4.200%                                          | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      2825 | NS      | $47318.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XBZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584919 | PA      | $502936.08    | 0.30%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                          | Cracker Barrel Old Country Store, Inc., Convertible                     | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4639.68      | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98071 | PA      | $80222.08     | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     28000 | PA      | $33166.00     | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | 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        |    342068 | PA      | $45468.43     | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | 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        |    141903 | PA      | $140413.16    | 0.08%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc., 4.750%                                                   | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |       725 | NS      | $13311.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $249700.00    | 0.15%             | 2033-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17018.70     | 0.01%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc.                                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |         3 | NS      | $210.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INCORPORATED                                              | MKS, Inc., Convertible                                                  | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     65000 | PA      | $107380.00    | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible, 7.500%                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |       839 | NS      | $47797.83     | 0.03%             |  |  |  | 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        |    898020 | PA      | $730072.66    | 0.44%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-1                    | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    152613 | PA      | $9872.44      | 0.01%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FUND INC                            | BlackRock Debt Strategies Fund, Inc.                                    | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      2776 | NS      | $26621.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                            | Exelon Corporation, Convertible                                         | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24805.87     | 0.01%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | 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        |     15998 | PA      | $7310.24      | 0.00%             | 2035-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE CO                                    | Sumitomo Life Insurance Company                                         | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $50182.13     | 0.03%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15949.99     | 0.01%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 4.250%                                                  | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1300 | NS      | $22321.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation, 4.450%                                      | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |       725 | NS      | $12818.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72154 | PA      | $59021.99     | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33044.54     | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-3CB                             | CUSIP: 12667FW76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60715 | PA      | $49643.31     | 0.03%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2020-1INV                                       | CUSIP: 33851YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    227617 | PA      | $198431.11    | 0.12%             | 2050-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2022-C17                                           | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1982228 | PA      | $118159.43    | 0.07%             | 2055-09-15      | Variable      | 1.15%                 | 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        |    404215 | PA      | $352582.79    | 0.21%             | 2047-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-7                                                        | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400284.64    | 0.24%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                     | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22572.00     | 0.01%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2024-1A                                | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $660169.71    | 0.40%             | 2029-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2025-5C37                                          | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253153.45    | 0.15%             | 2058-09-15      | Variable      | 5.38%                 | 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        |     21170 | PA      | $19080.79     | 0.01%             | 2035-05-25      | Variable      | 3.92%                 | 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        |     74980 | PA      | $74103.54     | 0.04%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST                                       | Home Equity Asset Trust 2003-2                                          | CUSIP: 22541NP52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    278216 | PA      | $270586.38    | 0.16%             | 2033-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29999.03     | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | 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        |    359679 | PA      | $295757.84    | 0.18%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                    | Santander Mortgage Asset Receivable Trust 2025-NQM5                     | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |    113831 | PA      | $113444.07    | 0.07%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                               | Xcel Energy, Inc.                                                       | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26356.80     | 0.02%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                        | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43562.15     | 0.03%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                     | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50012.10     | 0.03%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66210.18     | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33402.50     | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                               | FMC Corporation                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     27000 | PA      | $17384.21     | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | 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      | $289871.46    | 0.17%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Short-Term Reserve Fund                                   | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    374700 | NS      | $3747003.00   | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010884 | PA      | $983799.95    | 0.59%             | 2052-12-01      | Fixed         | 4.50%                 | 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        |      6064 | NS      | $52514.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRA TRUST                                                    | ACRA Trust 2024-NQM1                                                    | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294391 | PA      | $294940.54    | 0.18%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | Royal Bank of Canada                                                    | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20073.20     | 0.01%             | 2085-08-24      | Variable      | 6.75%                 | 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        |    217710 | PA      | $216222.28    | 0.13%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5051                     | CUSIP: 3137F82F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    325805 | PA      | $42762.41     | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc., 6.250%                                                 | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      1200 | NS      | $29580.00     | 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        |     28000 | PA      | $35210.00     | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 5.850%                                                  | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1380 | NS      | $32250.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN INCOME CREDIT STRATEGIES FUND                           | abrdn Income Credit Strategies Fund                                     | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |     23877 | NS      | $121772.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES                 | First Horizon Alternative Mortgage Securities Trust 2005-AA5            | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19982 | PA      | $18917.70     | 0.01%             | 2035-07-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                      | Nippon Life Insurance Company                                           | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $129961.54    | 0.08%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50037.51     | 0.03%             | 2031-02-15      | Variable      | 6.62%                 | 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        |    100000 | PA      | $99218.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                | Long Beach Mortgage Loan Trust 2004-5                                   | CUSIP: 542514HF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303964 | PA      | $320190.34    | 0.19%             | 2034-09-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $424585.64    | 0.25%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45073.29     | 0.03%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: —       |
| GCAT TRUST                                                    | GCAT Trust 2025-INV2                                                    | CUSIP: 36173QAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198406.32    | 0.12%             | 2055-05-25      | Variable      | 5.50%                 | 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        |    345855 | PA      | $342663.39    | 0.21%             | 2066-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180297 | PA      | $166679.39    | 0.10%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                  | KKR & Company, Inc., Convertible, 6.250%                                | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      1282 | NS      | $51562.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                | CUSIP: 617949AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    297583 | PA      | $294967.15    | 0.18%             | 2071-01-26      | Variable      | 4.99%                 | 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        |    350000 | PA      | $352314.83    | 0.21%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC.                                | CSG Systems International, Inc., Convertible                            | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |     52000 | PA      | $63258.00     | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42296.44     | 0.03%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 20-Yr. Pass Through  | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201653 | PA      | $192236.48    | 0.12%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                              | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12928.50     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.700%                                           | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1450 | NS      | $27376.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc., 6.375%                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      1275 | NS      | $29031.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME Ultra Long Term U.S. Treasury Bond                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -2 | NC      | $6556.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36021.37     | 0.02%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                    | TELUS Corporation                                                       | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20007.32     | 0.01%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                            | Vodafone Group plc                                                      | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     62000 | PA      | $63770.51     | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4465371.11   | 2.68%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                              | PG&E Corporation, Convertible                                           | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83873.54     | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCING TRUST I                                   | Provident Financing Trust I                                             | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $23486.75     | 0.01%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST                                        | GSAA Home Equity Trust 2004-10                                          | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76740 | PA      | $71015.35     | 0.04%             | 2034-08-25      | Variable      | 4.03%                 | 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        |    187826 | PA      | $185771.87    | 0.11%             | 2037-06-15      | Fixed         | 4.46%                 | 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        |    116267 | PA      | $3966.97      | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND      | Voya Global Equity Dividend & Premium Opportunity Fund                  | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     20140 | NS      | $114798.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53936.05     | 0.03%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                          | BWX Technologies, Inc., Convertible                                     | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120176.00    | 0.07%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                | Phillips 66 Company                                                     | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25883.19     | 0.02%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59415.42     | 0.04%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                             | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34572.21     | 0.02%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| SAXON ASSET SECURITIES TRUST                                  | Saxon Asset Securities Trust 2004-2                                     | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120405 | PA      | $110724.69    | 0.07%             | 2035-08-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp, 4.000%                                                    | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      1800 | NS      | $28080.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                  | Lincoln National Corporation                                            | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $23768.52     | 0.01%             | 2026-05-18      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC VALUE FUND INC                          | Cornerstone Strategic Investment Fund, Inc.                             | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |      9906 | NS      | $72115.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| KEYCORP                                                       | KeyCorp, 6.200%                                                         | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      2000 | NS      | $47460.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $381046.88    | 0.23%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                              | InterDigital, Inc., Convertible                                         | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $46830.00     | 0.03%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57605.43     | 0.03%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | 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        |    229820 | PA      | $209204.82    | 0.13%             | 2037-04-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2025-BNK49                                                         | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1394836 | PA      | $64081.99     | 0.04%             | 2058-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOANS TRUST                                 | MASTR Alternative Loans Trust 2004-10                                   | CUSIP: 576434VW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32899 | PA      | $27393.43     | 0.02%             | 2055-03-25      | Fixed         | 5.00%                 | 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        |    250000 | PA      | $252145.23    | 0.15%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD                                                   | Home Re, Ltd. 2026-1                                                    | CUSIP: 436956AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250336.00    | 0.15%             | 2036-01-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330037 | PA      | $314510.94    | 0.19%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRTUS CONVERTIBLE & INCOME FUND                              | Virtus Convertible & Income Fund                                        | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      2675 | NS      | $39804.00     | 0.02%             |  |  |  | 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        |     53010 | PA      | $52749.48     | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | 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        |     43000 | PA      | $43095.46     | 0.03%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.200%                                        | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3200 | NS      | $56000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25015.50     | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24673.32     | 0.01%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                  | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $38473.86     | 0.02%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-2                                                 | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    442266 | PA      | $441075.61    | 0.26%             | 2039-10-25      | Fixed         | 6.50%                 | 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        |    150000 | PA      | $150692.19    | 0.09%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                 | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60952.00     | 0.04%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27896.70     | 0.02%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM1                                                    | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200656.26    | 0.12%             | 2068-01-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD                                          | KKR Static CLO I, Ltd. 2022-1A                                          | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498570.00    | 0.30%             | 2031-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                   | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     40000 | PA      | $49675.00     | 0.03%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.700%                                                  | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       100 | NS      | $1786.00      | 0.00%             |  |  |  | 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        |    382236 | PA      | $380191.21    | 0.23%             | 2060-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                          | Federal Realty OP, LP, Convertible                                      | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13287.07     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FUND INC                       | BlackRock Corporate High Yield Fund, Inc.                               | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |     16028 | NS      | $136558.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED INTERNATIONAL DIVIDEND TRUST               | BlackRock Enhanced International Dividend Trust                         | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      8090 | NS      | $43766.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES S&P US PREFERRED STOCK                                | iShares Preferred and Income Securities ETF                             | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |      6050 | NS      | $183436.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| HOTWIRE FUNDING LLC                                           | Hotwire Funding, LLC 2024-1A                                            | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303519.48    | 0.18%             | 2054-06-20      | Fixed         | 5.89%                 | 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        |    200000 | PA      | $199265.60    | 0.12%             | 2036-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                    | COPT Defense Properties, LP, Convertible                                | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10446.31     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMJA MORTGAGE LOAN TRUST                              | IndyMac IMJA Mortgage Loan Trust 2007-A3                                | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81640 | PA      | $30390.75     | 0.02%             | 2037-11-25      | Fixed         | 6.25%                 | 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        |     57622 | PA      | $55342.36     | 0.03%             | 2035-09-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS                  | Washington Mutual Mortgage Pass-Through Certificates 2005-1             | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77580 | PA      | $67935.35     | 0.04%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                          | M&T Bank Corporation                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95843.76     | 0.06%             | 2026-09-01      | Variable      | 3.50%                 | 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        |     48609 | PA      | $552.49       | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc., 7.375%                                  | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       525 | NS      | $13319.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 7.125%                                                  | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2200 | NS      | $55374.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20658.27     | 0.01%             | 2032-05-01      | None          | 0.00%                 | 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        |    195028 | PA      | $194510.22    | 0.12%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                           | Alliant Energy Corporation, Convertible                                 | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13773.16     | 0.01%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                                     | AEGON Funding Company, LLC, 5.100%                                      | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      1125 | NS      | $21318.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through  | CUSIP: 01F042442<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $521218.47    | 0.31%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-73                   | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     23950 | PA      | $259.24       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575813 | PA      | $532086.60    | 0.32%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     47000 | PA      | $65095.00     | 0.04%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                     | Avnet, Inc., Convertible                                                | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18428.00     | 0.01%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                         | Air Lease Corporation                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51669.62     | 0.03%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-1                                                 | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    281170 | PA      | $280210.81    | 0.17%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FUND                           | Allspring Income Opportunities Fund                                     | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     18858 | NS      | $122199.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                    | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45320.00     | 0.03%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                     | Boeing Company, Convertible, 6.000%                                     | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      2459 | NS      | $159539.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV2                                                | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252013.78    | 0.15%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.375%                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       707 | NS      | $35512.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2025-RTL1                                       | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $274408.39    | 0.16%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315169 | PA      | $283471.60    | 0.17%             | 2051-05-01      | Fixed         | 3.00%                 | 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        |    125000 | PA      | $124420.41    | 0.07%             | 2055-12-20      | Fixed         | 5.16%                 | 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        |    217716 | PA      | $223141.31    | 0.13%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 40-Yr. Pass Through  | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268483 | PA      | $241900.13    | 0.15%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                 | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20024.40     | 0.01%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                        | XPLR Infrastructure, LP, Convertible                                    | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15840.00     | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66470.00     | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | 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        |    250677 | PA      | $249842.27    | 0.15%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |    200641 | PA      | $169360.77    | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Investment Grade Corporate Bond Fund                      | CUSIP: 88588C884<br>LEI: N/A                  | Long             |  | RF                | US        |   1518283 | NS      | $29762745.23  | 17.85%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible, 7.125%                                   | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       995 | NS      | $51143.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POINT SECURITIZATION TRUST                                    | Point Securitization Trust 2025-1                                       | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    186613 | PA      | $186582.94    | 0.11%             | 2055-06-25      | Fixed         | 6.25%                 | 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        |     13602 | NS      | $138332.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2024-INV3                                                    | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270860 | PA      | $273737.76    | 0.16%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      9000 | PA      | $17469.00     | 0.01%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2025-1                                                | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    314507 | PA      | $313263.33    | 0.19%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     51000 | PA      | $50347.91     | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-18                   | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     59833 | PA      | $804.15       | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | 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        |    164093 | PA      | $49328.04     | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc., Convertible                              | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37610.50     | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | 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        |    400000 | PA      | $397598.40    | 0.24%             | 2034-10-20      | Floating      | 5.57%                 | 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        |    221866 | PA      | $206082.78    | 0.12%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2007-3                                  | CUSIP: 12543RAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68635 | PA      | $30237.04     | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVIDEND TRUST                      | BlackRock Enhanced Equity Dividend Trust                                | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      2551 | NS      | $21989.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     37000 | PA      | $47711.50     | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35838.71     | 0.02%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                    | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     29000 | PA      | $33437.00     | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                | Ziff Davis, Inc., Convertible                                           | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17640.00     | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                | LCI Industries, Convertible                                             | CUSIP: 501812AD3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     54000 | PA      | $64881.00     | 0.04%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.250%                                     | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2600 | NS      | $44200.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2005-S1                                      | CUSIP: 466247MQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28747 | PA      | $29855.58     | 0.02%             | 2035-01-25      | Fixed         | 6.50%                 | 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        |       708 | NS      | $41389.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL4                                                     | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-CBDO         | CORP              | US        |    211806 | PA      | $212004.97    | 0.13%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73978.72     | 0.04%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FLUOR CORPORATION                                             | Fluor Corporation, Convertible                                          | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     70000 | PA      | $86205.00     | 0.05%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV1                                                | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    336234 | PA      | $339806.71    | 0.20%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-9INV                                       | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170771 | PA      | $154719.04    | 0.09%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XXI, Ltd. 2021-21A                                        | CUSIP: 07134WAU7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $297000.00    | 0.18%             | 2034-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV5                                                | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $223251.48    | 0.13%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37019.15     | 0.02%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                                 | Annaly Capital Management, Inc.                                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       295 | NS      | $6239.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                  | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39795.00     | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40274.38     | 0.02%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-46CB                            | CUSIP: 12667G7B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38760 | PA      | $26341.50     | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                          | Applied Digital Corporation, Convertible                                | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |     19000 | PA      | $50388.00     | 0.03%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                 | Synaptics, Inc., Convertible                                            | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55782.00     | 0.03%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NUVEEN FLOATING RATE INCOME FUND                              | Nuveen Floating Rate Income Fund/Closed-End Fund                        | CUSIP: 67072T108<br>LEI: HJXCPP3KYE3BVU373P27 | Long             |  | RF                | US        |       781 | NS      | $5873.12      | 0.00%             |  |  |  | No            |                  1 | 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        |    106164 | PA      | $86393.12     | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                          | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     21000 | PA      | $33238.76     | 0.02%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 L                              | Octagon Investment Partners 50, Ltd. 2020-4A                            | CUSIP: 67592MBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $395986.00    | 0.24%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 4.800%                               | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       725 | NS      | $12926.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-85CB                            | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24664 | PA      | $19295.19     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.750%                                        | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      2125 | NS      | $41416.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-2                                                        | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279390 | PA      | $278731.03    | 0.17%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                              | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67262.65     | 0.04%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2025-INV2                                               | CUSIP: 62957JAG6<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |    398329 | PA      | $396777.18    | 0.24%             | 2060-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                     | Realty Income Corporation, Convertible                                  | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23471.50     | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-87                   | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     67367 | PA      | $1265.93      | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRTUS EQUITY & CONVERTIBLE INCOME FUND                       | Virtus Equity & Convertible Income Fund                                 | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      2357 | NS      | $55059.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                        | Vontive Mortgage Trust 2025-RTL1                                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151736.93    | 0.09%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                  | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     64000 | PA      | $15360.00     | 0.01%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                    | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $54112.50     | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24776.87     | 0.01%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                            | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    153647 | PA      | $154938.11    | 0.09%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                                      | Ultra Clean Holdings, Inc., Convertible                                 | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56074.00     | 0.03%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55101.10     | 0.03%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2026-J1                                                  | CUSIP: 73015MAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $337894.10    | 0.20%             | 2057-01-25      | Variable      | 5.00%                 | 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        |     24000 | PA      | $33300.00     | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                              | Puget Energy, Inc.                                                      | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26794.27     | 0.02%             | 2056-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC.                                        | Euronet Worldwide, Inc., Convertible                                    | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19140.00     | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21819.60     | 0.01%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TRUST                              | IndyMac INDA Mortgage Loan Trust 2006-AR1                               | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    431210 | PA      | $332541.91    | 0.20%             | 2036-08-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2024-BPL2                                               | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $376545.45    | 0.23%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| LEDN ISSUER TRUST                                             | LEDN Issuer Trust 2026-1A                                               | CUSIP: 523299AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150073.97    | 0.09%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2005-QS10                        | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91728 | PA      | $81516.09     | 0.05%             | 2035-08-25      | Fixed         | 6.00%                 | 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        |    300000 | PA      | $295034.70    | 0.18%             | 2032-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | Fifth Third Bancorp, 4.950%                                             | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      1450 | NS      | $27419.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNNOVA HESTIA II ISSUER LLC                                  | Sunnova Hestia II Issuer, LLC 2024-GRID1                                | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245224 | PA      | $237581.44    | 0.14%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                           | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48835.14     | 0.03%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59133.59     | 0.04%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.375%                                     | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3300 | NS      | $57948.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                             | Marriott Vacations Worldwide Corporation, Convertible                   | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48000.00     | 0.03%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, 4.950%                                                | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      2875 | NS      | $55487.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RCF6                                                     | CUSIP: 69393BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $297678.21    | 0.18%             | 2055-12-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.750%                                     | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1650 | NS      | $31399.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.625%                                                  | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       668 | NS      | $11703.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                     | Apollo Commercial Real Estate Finance, Inc.                             | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |       641 | NS      | $6768.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11840.15     | 0.01%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | Hewlett Packard Enterprise Company, Convertible, 7.625%                 | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       763 | NS      | $49221.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2024-3                           | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    158763 | PA      | $160205.69    | 0.10%             | 2054-06-25      | Variable      | 6.65%                 | 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        |    250000 | PA      | $247924.50    | 0.15%             | 2035-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-8                                                        | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274676 | PA      | $273435.77    | 0.16%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410522 | PA      | $380531.63    | 0.23%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT CVI, LLC 2021-NP12                                                 | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    271441 | PA      | $271696.58    | 0.16%             | 2051-12-26      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                               | BRAVO Residential Funding Trust 2026-NQM3                               | CUSIP: 10571LAF8<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-CBDO         | CORP              | US        |    197857 | PA      | $196376.97    | 0.12%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24291.41     | 0.01%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31833.51     | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47988.79     | 0.03%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $579003.40    | 0.35%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     57000 | PA      | $65139.60     | 0.04%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2018-BN12                                                          | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $392494.44    | 0.24%             | 2061-05-15      | Variable      | 4.34%                 | 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        |    213559 | PA      | $213382.50    | 0.13%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302062.50    | 0.18%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64882.16     | 0.04%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT 10-Yr. U.S. Treasury Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -3 | NC      | $5499.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL4                                                     | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $255327.99    | 0.15%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21622.31     | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45394.83     | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                       | Chimera Investment Corporation                                          | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       615 | NS      | $7718.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.375%                                           | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2575 | NS      | $44933.75     | 0.03%             |  |  |  | No            |                  1 | 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        |    250000 | PA      | $245059.05    | 0.15%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVIDEND CF                               | abrdn Total Dynamic Dividend Fund                                       | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |      6122 | NS      | $56383.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29865.96     | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT 2-Yr. U.S. Treasury Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        15 | NC      | $4375.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-6                                                        | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337815 | PA      | $338063.48    | 0.20%             | 2029-11-25      | Variable      | 5.70%                 | 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        |    105838 | PA      | $86573.54     | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST                        | Banc of America Alternative Loan Trust 2005-10                          | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72257 | PA      | $64887.58     | 0.04%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL4                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $375879.38    | 0.23%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                            | Athene Holding, Ltd., 5.625%                                            | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      1450 | NS      | $27376.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $61448.05     | 0.04%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                               | PPL Corporation, Convertible, 7.000%                                    | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |       231 | NS      | $11847.99     | 0.01%             |  |  |  | No            |                  1 | 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        |    200000 | PA      | $199764.96    | 0.12%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                    | Zoetis, Inc., Convertible                                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49625.00     | 0.03%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2025-1A                                | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    275000 | PA      | $272715.03    | 0.16%             | 2033-02-15      | Floating      | 5.25%                 | 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        |     56403 | PA      | $46950.16     | 0.03%             | 2035-11-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-15                   | CUSIP: 3136BVQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    350000 | PA      | $342058.12    | 0.21%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14156.67     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                              | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29219.54     | 0.02%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                          | Hercules Capital, Inc., Convertible                                     | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2898.00      | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | 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        |    485812 | PA      | $397573.94    | 0.24%             | 2050-12-01      | Fixed         | 2.00%                 | 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        |    250000 | PA      | $242963.68    | 0.15%             | 2055-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH, 4.500%                                  | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      1450 | NS      | $24708.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO DYNAMIC INCOME FUND                                     | Pimco Dynamic Income Fund                                               | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |      5770 | NS      | $98724.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15267.38     | 0.01%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                           | Viavi Solutions, Inc., Convertible                                      | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     28000 | PA      | $69720.00     | 0.04%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                   | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27993.00     | 0.02%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE REIT                                       | Capital Automotive REIT 2024-3A                                         | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $362413.11    | 0.22%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM4                                            | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |    359866 | PA      | $360179.42    | 0.22%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                          | Boston Properties, LP, Convertible                                      | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16335.00     | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | 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        |    300000 | PA      | $298507.14    | 0.18%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY CO                                            | Crescent Energy Company, Convertible                                    | CUSIP: 44952JAA2<br>LEI: 254900FBNP5A21Q39U97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $80360.00     | 0.05%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, Convertible, 7.500%                              | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       103 | NS      | $118965.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                           | Bank of Nova Scotia                                                     | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $37329.58     | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | 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      | $250936.58    | 0.15%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2023-NQM4                                                    | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160768 | PA      | $151144.65    | 0.09%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| VERDE CLO LTD                                                 | VERDE CLO, Ltd. 2019-1A                                                 | CUSIP: 92338BBC8<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $398748.40    | 0.24%             | 2032-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19303.42     | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27398.28     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| PINNACLE FINANCIAL PARTNERS INC (PRE-MERGER)                  | Pinnacle Financial Partners, Inc., 8.397%                               | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       425 | NS      | $10867.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT U.S. Long Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -2 | NC      | $6213.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME RE LTD                                                   | Home Re, Ltd. 2023-1                                                    | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233448 | PA      | $238611.19    | 0.14%             | 2033-10-25      | Floating      | 8.26%                 | 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        |   1064346 | PA      | $1035041.22   | 0.62%             | 2053-09-01      | Fixed         | 4.50%                 | 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        |     60074 | PA      | $59995.87     | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2005-HYB8                               | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12381 | PA      | $12323.53     | 0.01%             | 2035-12-20      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                        | Rockford Tower CLO, Ltd. 2021-2A                                        | CUSIP: 77341LAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    325000 | PA      | $322895.30    | 0.19%             | 2034-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-2A                                   | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |    200000 | PA      | $199431.00    | 0.12%             | 2035-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                            | Rithm Capital Corporation                                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       797 | NS      | $7555.56      | 0.00%             |  |  |  | No            |                  1 | 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        |    785916 | PA      | $761900.97    | 0.46%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                         | Arroyo Mortgage Trust 2022-1                                            | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $474868.60    | 0.28%             | 2056-12-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NUVEEN CREDIT STRATEGIES INCOME FUND                          | Nuveen Credit Strategies Income Fund                                    | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     25612 | NS      | $124730.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $986406.25    | 0.59%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ADVISORS LLC                                        | BlackRock Capital Allocation Term Trust                                 | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |      4707 | NS      | $66509.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                     | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5650.00      | 0.00%             | 2028-05-01      | Fixed         | 3.38%                 | 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        |    300000 | PA      | $295116.72    | 0.18%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 40-Yr. Pass Through  | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143825 | PA      | $134033.57    | 0.08%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-152                  | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     24718 | PA      | $302.30       | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                              | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11766.00     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                | Albemarle Corporation, Convertible, 7.250%                              | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      1232 | NS      | $88519.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                    | PacifiCorp                                                              | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25506.32     | 0.02%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48802.50     | 0.03%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT XCVII, LLC 2021-NPL6                                               | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73796 | PA      | $73816.17     | 0.04%             | 2051-04-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                        | Jazz Investments I, Ltd., Convertible                                   | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     49000 | PA      | $69384.00     | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | 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        |     11000 | PA      | $15625.50     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5617                     | CUSIP: 3137HPN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    275453 | PA      | $272896.97    | 0.16%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13630.68     | 0.01%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                               | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99164.00     | 0.06%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GREENBRIER CO INC                                             | Greenbrier Companies, Inc., Convertible                                 | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     45000 | PA      | $51903.00     | 0.03%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-4                                             | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    177281 | PA      | $177142.22    | 0.11%             | 2030-10-25      | Variable      | 5.31%                 | 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        |     27575 | PA      | $230.89       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4084                     | CUSIP: 3137AS6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     39768 | PA      | $515.78       | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2021-LTV2                                    | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    168521 | PA      | $144994.66    | 0.09%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-147                  | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     63722 | PA      | $665.71       | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-2                                             | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80537 | PA      | $80367.63     | 0.05%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                           | Meritage Homes Corporation, Convertible                                 | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14445.00     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | 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        |    371154 | PA      | $371229.63    | 0.22%             | 2051-05-25      | Fixed         | 8.83%                 | 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        |    325000 | PA      | $324099.10    | 0.19%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | Nextera Energy, Inc., Convertible, 7.234%                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       598 | NS      | $31418.92     | 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        |   1583810 | NS      | $31100966.08  | 18.65%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2007-A1                                      | CUSIP: 46630GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18886 | PA      | $18321.88     | 0.01%             | 2035-07-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| PIMCO INCOME STRATEGY FUND II                                 | PIMCO Income Strategy Fund II                                           | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |      8879 | NS      | $61176.31     | 0.04%             |  |  |  | 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        |    994997 | PA      | $882360.15    | 0.53%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                         | Envista Holdings Corporation, Convertible                               | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16861.88     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-8                                       | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161275 | PA      | $144236.38    | 0.09%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                           | Shift4 Payments, Inc., Convertible                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $59062.50     | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                              | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38154.27     | 0.02%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                          | Tanger Properties, LP, Convertible                                      | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7005.60      | 0.00%             | 2031-01-15      | Fixed         | 2.38%                 | 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        |    166212 | PA      | $166435.00    | 0.10%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST                   | Bear Stearns ARM Trust 2005-9                                           | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15889 | PA      | $15378.81     | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | 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        |      9802 | NS      | $114193.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.125%                                                  | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2275 | NS      | $35603.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT MORTGAGE INSURANCE CORP                                 | Triangle Re, Ltd. 2023-1                                                | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70155 | PA      | $70617.97     | 0.04%             | 2033-11-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-2                                             | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176773 | PA      | $173465.43    | 0.10%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28017.50     | 0.02%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                   | Western Digital Corporation, Convertible                                | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     16000 | PA      | $114531.20    | 0.07%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26975.00     | 0.02%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 5.000%                               | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      1600 | NS      | $29840.00     | 0.02%             |  |  |  | No            |                  1 | 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        |     75672 | PA      | $60231.68     | 0.04%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298387 | PA      | $284135.53    | 0.17%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                         | Thrivent Cash Management Trust                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1043197 | NS      | $1043197.00   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31518.00     | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                             | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30698.64     | 0.02%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XHQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172219 | PA      | $160218.74    | 0.10%             | 2050-08-01      | Fixed         | 3.50%                 | 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        |    250000 | PA      | $247084.25    | 0.15%             | 2032-01-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Emerging Markets Debt Fund                                | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |   1532031 | NS      | $13221423.80  | 7.93%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33862.46     | 0.02%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME OWNER MORTGAGE ENHANCED SECURITIES LTD                   | HOMES Trust 2026-NQM1                                                   | CUSIP: 437922AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167768 | PA      | $165944.84    | 0.10%             | 2070-09-25      | Variable      | 5.05%                 | 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        |     84679 | PA      | $73793.71     | 0.04%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 5.650%                                                         | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       725 | NS      | $15080.00     | 0.01%             |  |  |  | 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        |    150000 | PA      | $149497.65    | 0.09%             | 2038-04-20      | Floating      | 5.85%                 | 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        |    350000 | PA      | $347917.15    | 0.21%             | 2034-04-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                    | AMSR Trust 2025-SFR1                                                    | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236009.13    | 0.14%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDUCATION FUNDING TRUST                                       | Education Funding Trust 2020-A                                          | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125959 | PA      | $120726.36    | 0.07%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2025-3                                       | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    257479 | PA      | $258525.48    | 0.16%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744230 | PA      | $634718.32    | 0.38%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15327.81     | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | 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        |    975218 | PA      | $932071.89    | 0.56%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | 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        |    300000 | PA      | $299136.90    | 0.18%             | 2071-03-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35539.71     | 0.02%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25363.00     | 0.02%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD                                                | Annisa CLO, Ltd. 2016-2A                                                | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    139652 | PA      | $139652.42    | 0.08%             | 2031-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                                          | Roc Mortgage Trust 2024-RTL1                                            | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400556.60    | 0.24%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                           | Chefs' Warehouse, Inc., Convertible                                     | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     33000 | PA      | $48642.00     | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                      | Winnebago Industries, Inc., Convertible                                 | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33374.00     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | 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        |    162537 | PA      | $11234.00     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | 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        |     30000 | PA      | $30705.57     | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | 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        |    500000 | PA      | $490829.50    | 0.29%             | 2035-01-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED GLOBAL DIVIDEND TRUST                      | BlackRock Enhanced Global Dividend Trust                                | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     10756 | NS      | $117885.76    | 0.07%             |  |  |  | No            |                  1 | 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        |    199388 | PA      | $168050.57    | 0.10%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST                            | Renaissance Home Equity Loan Trust 2006-2                               | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216611 | PA      | $71831.51     | 0.04%             | 2036-08-25      | Variable      | 5.80%                 | 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        |     25000 | PA      | $25586.93     | 0.02%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-NQM1                                          | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    366405 | PA      | $365181.76    | 0.22%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CREDIT ALLOCATION INCOME TRUST                      | BlackRock Credit Allocation Income Trust                                | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     13638 | NS      | $137743.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc.                                                  | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24495.75     | 0.01%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                        | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     16000 | PA      | $33712.00     | 0.02%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5567                     | CUSIP: 3137HMF47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    242281 | PA      | $249139.80    | 0.15%             | 2026-04-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave, Inc., Convertible                                            | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51056.10     | 0.03%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $1943602.04   | 1.17%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2023-1                                                 | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    254132 | PA      | $253860.55    | 0.15%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24619.64     | 0.01%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| BELLEMEADE RE LTD                                             | Bellemeade Re, Ltd. 2025-1                                              | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $276325.09    | 0.17%             | 2035-10-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| VIRTUS DIVIDEND INTEREST & PREMIUM STRATEGY FUND              | Virtus Dividend, Interest & Premium Strategy Fund                       | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |      8136 | NS      | $102594.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                                              | Ventas Realty, LP, Convertible                                          | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     23000 | PA      | $34198.70     | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $450158.20    | 0.27%             | 2032-11-15      | Fixed         | 4.12%                 | 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        |      4344 | NS      | $344348.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON CLO LTD                                              | Marathon CLO, Ltd. 2021-16A                                             | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $148866.30    | 0.09%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                  | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    110000 | PA      | $26400.00     | 0.02%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5107                     | CUSIP: 3137H03L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2963216 | PA      | $275884.63    | 0.17%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

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

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer