# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0000790166-25-000078
**Filing Date:** 2025-8
**Character Count:** 928315
**Document Hash:** 0d9934953ab06eeb51ed9f618e7fd9ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000790166-25-000078.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000790166-25-000078

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 251260412

**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 Conservative Allocation Portfolio (Series ID: S000001434)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003841 | 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 CONSERVATIVE ALLOCATION PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001434

- **c. LEI of Series:** 549300ZIJQKZPRFJHN13

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $620051049.48

**Total Liabilities:** $30765390.21

**Net Assets:** $589285659.27

**Delayed Delivery Securities:** $8034473.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -630.00000000 | **1-Year:** -2985.00000000 | **5-Year:** -16025.00000000 | **10-Year:** -24550.00000000 | **30-Year:** -119015.00000000

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

- **3-Month:** -35.00000000 | **1-Year:** -2585.00000000 | **5-Year:** -13957.00000000 | **10-Year:** -13460.00000000 | **30-Year:** -16764.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003841 | -0.10%               | 1.31%                | 2.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $46863.24                | $-2914655.71                               |
| Month 2  | $-256011.53              | $4386263.51                                |
| Month 3  | $3153979.41              | $7019967.73                                |

**Designated Index Information**

- **Index Name:** 5% MSCI All Country World Index ex USA, 36% Bloomberg US Mortgage Backed Securities Index, 28% Bloomberg US Corporate High Yield Bond Index,16% Bloomberg US Corporate Bond Index, 15% S&P 1500 Composite Index

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

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77024.83     | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66134.59     | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    105000 | PA      | $105866.96    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    109000 | PA      | $115525.50    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137ASKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    309787 | PA      | $6353.11      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                | Atmos Energy Corporation                                                                      | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     84000 | PA      | $76383.68     | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $145540.86    | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-RTL1 ISSUER LLC                                                                        | CAFL Issuer, LLC                                                                              | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    706160 | PA      | $705662.22    | 0.12%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 4.250%                                                                        | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      9050 | NS      | $155841.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC MD                                                                      | Northwest Bancshares, Inc.                                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1202 | NS      | $15361.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RALI SER 2007-QS6 TR                                                                             | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 75116CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183277 | PA      | $155673.83    | 0.03%             | 2037-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                                                                 | Credit Suisse Group AG                                                                        | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    110000 | PA      | $7425.00      | 0.00%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       652 | NS      | $118748.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD CTRY STORE INC                                                                | Cracker Barrel Old Country Store, Inc., Convertible                                           | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36195.00     | 0.01%             | 2026-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FIN LLC / WYNN RESORTS CAP CORP                                                     | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $202627.59    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FABRINET                                                                                         | Fabrinet                                                                                      | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       286 | NS      | $84278.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP II                                                                  | Blue Owl Technology Finance Corporation                                                       | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44872.74     | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102781.25    | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    282000 | PA      | $278729.11    | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    144000 | PA      | $138718.61    | 0.02%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90635.22     | 0.02%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS INC                                                                         | Telephone and Data Systems, Inc., 6.000%                                                      | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11250 | NS      | $199125.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    168000 | PA      | $155071.21    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                                                       | Deere & Company                                                                               | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62025.71     | 0.01%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                                | Take-Two Interactive Software, Inc.                                                           | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112076.77    | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246205.81    | 0.04%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY L P / GENESIS ENERGY FIN CORP                                                     | Genesis Energy LP/Genesis Energy Finance Corporation                                          | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $131660.84    | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $87134.53     | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                                                       | Garmin, Ltd.                                                                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       812 | NS      | $169480.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84426.58     | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    173000 | PA      | $167509.28    | 0.03%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| MATADOR RES CO                                                                                   | Matador Resources Company                                                                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       914 | NS      | $43616.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABS                                                                                      | Abbott Laboratories                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1386 | NS      | $188509.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Mortgage Passthru Tr                                                               | First Horizon Alternative Mortgage Securities Trust                                           | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83598 | PA      | $78811.64     | 0.01%             | 2035-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| EATON VANCE LTD DURATION INCOME FD                                                               | Eaton Vance Limited Duration Income Fund                                                      | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |     18986 | NS      | $194796.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                      | Ventas Realty, LP, Convertible                                                                | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $131505.00    | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TR                                                                                | AMSR Trust                                                                                    | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $750293.92    | 0.13%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91074.11     | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    116000 | PA      | $113358.72    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118143.90    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    294000 | PA      | $289487.01    | 0.05%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELEC CO                                                                          | San Diego Gas & Electric Company                                                              | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84645.71     | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                            | Antero Midstream Corporation                                                                  | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $27856.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       508 | NS      | $87584.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12667G5Z2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163192 | PA      | $139734.56    | 0.02%             | 2035-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                     | Thermo Fisher Scientific, Inc.                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       402 | NS      | $162994.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                                        | Keysight Technologies, Inc.                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       137 | NS      | $22448.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    156000 | PA      | $148313.38    | 0.03%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Iliad Holding SASU                                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    103000 | PA      | $105531.84    | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                                                  | Baker Hughes Company                                                                          | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2281 | NS      | $87453.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                             | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136179.87    | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                                    | Open Text Holdings, Inc.                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189023.00    | 0.03%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157674.90    | 0.03%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO                                                                              | Eurex Euro STOXX 50 Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -147 | NC      | $-56216.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44117.37     | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176180.46    | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME Euro Foreign Exchange Currency                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -41 | NC      | $-174205.72   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                                         | ION Trading Technologies SARL                                                                 | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     83000 | PA      | $85241.08     | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2021-2 LTD / BALBOA BAY LN FDG 2021-2 LLC                                      | Balboa Bay Loan Funding, Ltd.                                                                 | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |    675000 | PA      | $675174.83    | 0.11%             | 2035-01-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99533.23     | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2720573 | PA      | $2287040.94   | 0.39%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    123000 | PA      | $125516.84    | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHART INDS INC                                                                                   | Chart Industries, Inc.                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    189000 | PA      | $197869.01    | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HLDGS INC                                                                               | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    241000 | PA      | $247825.10    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                               | Analog Devices, Inc.                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       268 | NS      | $63789.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY L P                                                                            | Rexford Industrial Realty, LP, Convertible                                                    | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111378.00    | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                                                   | CBRE Group, Inc.                                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1266 | NS      | $177391.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEYS GEN STORES INC                                                                            | Casey's General Stores, Inc.                                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       180 | NS      | $91848.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166434.55    | 0.03%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APTS L P                                                                             | Mid-America Apartments, LP                                                                    | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    196000 | PA      | $195654.34    | 0.03%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    106000 | PA      | $101898.67    | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HECLA MNG CO                                                                                     | Hecla Mining Company                                                                          | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120939.96    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                                                                      | South Bow USA Infrastructure Holdings, LLC                                                    | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45515.16     | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                     | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69624.70     | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FIN PLC                                                                                | eG Global Finance plc                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     39000 | PA      | $43051.09     | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3612268 | PA      | $3137058.05   | 0.53%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                                | International Game Technology plc                                                             | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    193000 | PA      | $191269.59    | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHARKNINJA INC                                                                                   | SharkNinja, Inc.                                                                              | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       707 | NS      | $69985.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-6                                                                 | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust                                         | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345009 | PA      | $347234.60    | 0.06%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL3 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $502217.43    | 0.09%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98975.07     | 0.02%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193328.46    | 0.03%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                                        | Adobe, Inc.                                                                                   | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    153000 | PA      | $159932.13    | 0.03%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                          | KB Home                                                                                       | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9283.11      | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON VANCE TAX-MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FD                                      | Eaton Vance Tax-Managed Global Diversified Equity Income Fund                                 | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |      7811 | NS      | $68346.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98554.81     | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RES UTICA HLDGS LLC / ARU FIN CORP                                                        | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                  | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $58840.86     | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                                  | Caterpillar, Inc.                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       970 | NS      | $376563.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                             | Jacobs Solutions, Inc.                                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1509 | NS      | $198358.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LN FDG 2021-1 LTD / BALBOA BAY LN FDG 2021-1 LLC                                      | Balboa Bay Loan Funding, Ltd.                                                                 | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $499997.50    | 0.08%             | 2034-07-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Secs Tr                                                                              | Saxon Asset Securities Trust                                                                  | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399056 | PA      | $356036.17    | 0.06%             | 2035-08-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150117.50    | 0.03%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                                    | ING Groep NV                                                                                  | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195893.36    | 0.03%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AYPJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    257510 | PA      | $5211.93      | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP CORP MICH                                                                           | Credit Acceptance Corporation                                                                 | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $59283.95     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE L P                                                                          | Extra Space Storage, LP                                                                       | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     96000 | PA      | $83410.41     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDL PPTYS INC                                                                        | Innovative Industrial Properties, Inc.                                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       242 | NS      | $13363.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    257000 | PA      | $230766.18    | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | 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        |   2604630 | PA      | $2492495.15   | 0.42%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55494.88     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149469.91    | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT ASSET TR SER 2007-FI                                                | Merrill Lynch Alternative Note Asset Trust                                                    | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    503922 | PA      | $166266.13    | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                                                                  | Sony Group Corporation ADR                                                                    | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      8924 | NS      | $232291.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19664.23     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     98000 | PA      | $87800.14     | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                                 | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    145000 | PA      | $135357.37    | 0.02%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FIN CO                                                       | Ashton Woods USA, LLC/Ashton Woods Finance Company                                            | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16166.07     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | BNP Paribas SA                                                                                | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201200.00    | 0.03%             | 2035-06-27      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    254000 | PA      | $289209.51    | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| QUEEN MERGERCO INC                                                                               | QXO Building Products, Inc.                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92718.18     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127288.24    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VONTIVE MTG TR 2025-RTL1                                                                         | Vontive Mortgage Trust                                                                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $858502.81    | 0.15%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1672 | NS      | $72347.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     69651 | PA      | $79895.87     | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                                                         | Telenet Finance Luxembourg Notes SARL                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197896.85    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                       | Advanced Drainage Systems, Inc.                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158527.34    | 0.03%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Secs Inc                                                                   | Banc of America Mortgage Securities Trust                                                     | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195586 | PA      | $185686.12    | 0.03%             | 2035-09-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini S&P Mid-Cap 400 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -9 | NC      | $-80243.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     97000 | PA      | $84714.55     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TR 2025-1                                                                 | Veros Auto Receivables Trust                                                                  | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735028 | PA      | $735920.02    | 0.12%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55704.56     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82692.44     | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                 | Outfront Media Capital, LLC/Outfront Media Capital Corporation                                | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $82139.62     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.125%                                                                        | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      9350 | NS      | $155023.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE OPER PARTNERS LP                                                             | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20293.98     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45039.71     | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                               | Viking Cruises, Ltd.                                                                          | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    201000 | PA      | $201112.36    | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                                                                    | State Street Institutional U.S. Government Money Market Fund                                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  44202827 | NS      | $44202827.31  | 7.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                                           | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46809.05     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                    | Sinclair Television Group, Inc.                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32326.92     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                       | Advanced Micro Devices, Inc.                                                                  | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86853.29     | 0.01%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-2                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    832968 | PA      | $810399.63    | 0.14%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229026.53    | 0.04%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FIN LLC                                                                              | AstraZeneca Finance, LLC                                                                      | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133546.45    | 0.02%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WNS HOLDINGS LIMITED                                                                             | WNS Holdings, Ltd.                                                                            | CUSIP: G98196101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |      1074 | NS      | $67919.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATL BANCORP IND                                                                             | Old National Bancorp                                                                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      1955 | NS      | $41719.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY L P / GENESIS ENERGY FIN CORP                                                     | Genesis Energy LP/Genesis Energy Finance Corporation                                          | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $106054.09    | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                                                   | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850817 | PA      | $850596.15    | 0.14%             | 2051-04-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| INTEGER HLDGS CORP                                                                               | Integer Holdings Corporation, Convertible                                                     | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    268000 | PA      | $278452.00    | 0.05%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163991.93    | 0.03%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2006-2                                                             | Renaissance Home Equity Loan Trust                                                            | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130711 | PA      | $399832.82    | 0.07%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC MINN                                                                             | Xcel Energy, Inc.                                                                             | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134946.50    | 0.02%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AYWN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    427303 | PA      | $28003.71     | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    222000 | PA      | $220532.68    | 0.04%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                    | Boyne USA, Inc.                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $124203.88    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                                         | Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL                           | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $55809.11     | 0.01%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Debt Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   5155004 | NS      | $43044286.30  | 7.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $116749.10    | 0.02%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78938.57     | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS L P                                                                                     | Prologis, LP                                                                                  | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100428.62    | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL RLTY TR LP                                                                               | Digital Realty Trust, LP, Convertible                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    148000 | PA      | $155607.20    | 0.03%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                      | Paychex, Inc.                                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29976.19     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129497.55    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $194529.04    | 0.03%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    281000 | PA      | $272008.06    | 0.05%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96004.00     | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| SILVER HILL TR 2019-SBC1                                                                         | Silver Hill Trust                                                                             | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73944 | PA      | $72778.23     | 0.01%             | 2049-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                   | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60668.00     | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83739.67     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation, Convertible                                                          | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141610.00    | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc., Convertible                                                         | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      4965 | PA      | $239776.78    | 0.04%             | 2029-09-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| COOPER COS INC                                                                                   | Cooper Companies, Inc.                                                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       237 | NS      | $16864.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $445649.08    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                     | Rockies Express Pipeline, LLC                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    203000 | PA      | $199284.17    | 0.03%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                                        | Jabil, Inc.                                                                                   | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90237.01     | 0.02%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME Ultra Long Term U.S. Treasury Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-9285.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146129.91    | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TURNING PT BRANDS INC                                                                            | Turning Point Brands, Inc.                                                                    | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       632 | NS      | $47886.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-3 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297770 | PA      | $299429.39    | 0.05%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GREAT SOUTHN BANCORP INC                                                                         | Great Southern Bancorp, Inc.                                                                  | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       287 | NS      | $16869.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    237000 | PA      | $237940.89    | 0.04%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174607.21    | 0.03%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                              | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58499.14     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                                | Brown & Brown, Inc.                                                                           | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36078.21     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-2                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    511147 | PA      | $513032.92    | 0.09%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94680.68     | 0.02%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                       | Wyeth, LLC                                                                                    | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    215000 | PA      | $239690.50    | 0.04%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Societe Generale SA                                                                           | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202441.94    | 0.03%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP                                               | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                   | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74467.01     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129328.39    | 0.02%             | 2025-09-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $228792.58    | 0.04%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                             | OI European Group BV                                                                          | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    161000 | PA      | $154873.00    | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93887.56     | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                                          | Sotera Health Holdings, LLC                                                                   | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83235.44     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUT GROUP INC                                                                            | Liberty Mutual Group, Inc.                                                                    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42847.14     | 0.01%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 7.125%                                                                        | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      5100 | NS      | $128673.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIT GROUP INC                                                                                   | Uniti Group, Inc., Convertible                                                                | CUSIP: 91325VAA6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    117000 | PA      | $129051.00    | 0.02%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    129000 | PA      | $139315.23    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                                  | BANK 2025-BNK49                                                                               | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4596063 | PA      | $222384.65    | 0.04%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                   | Yum! Brands, Inc.                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    184000 | PA      | $182265.91    | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPL OPPORTUNITIES FD LP / DRAWBRIDGE SPL OPPORTUNITIES FIN CORP                       | Drawbridge Special Opportunities Fund, LP                                                     | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $260253.70    | 0.04%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOBLE FIN II LLC                                                                                 | Noble Finance II, LLC                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79421.39     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc., Class A                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1757 | NS      | $309636.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                              | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38808.23     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201358.89    | 0.03%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHS CORP                                                                | International Business Machines Corporation                                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1615 | NS      | $476069.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    444000 | PA      | $350349.46    | 0.06%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP                                         | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                            | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $162767.72    | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228636.25    | 0.04%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24711.88     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                               | Anheuser-Busch InBev Worldwide, Inc.                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    266000 | PA      | $271531.48    | 0.05%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88061.87     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                                   | S&P Global, Inc.                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       382 | NS      | $201424.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELEC CO                                                                                  | General Electric Company                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       926 | NS      | $238343.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95773.74     | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc., Convertible                                                       | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    112000 | PA      | $105140.00    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAP INC                                                                                | Accenture Capital, Inc.                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    143000 | PA      | $139169.62    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185562.72    | 0.03%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                | General Mills, Inc.                                                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35047.51     | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158754.32    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                                             | Lloyds Banking Group plc                                                                      | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $302273.29    | 0.05%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76684.05     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                                             | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $98980.93     | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CORVEL CORP                                                                                      | CorVel Corporation                                                                            | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $28367.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTNS INC                                                                             | Financial Institutions, Inc.                                                                  | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $898.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                                        | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    132000 | PA      | $139038.37    | 0.02%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AB3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    312783 | PA      | $7064.93      | 0.00%             | 2028-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $78510.58     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                                 | Pitney Bowes, Inc.                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40364.00     | 0.01%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                                    | Automatic Data Processing, Inc.                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       724 | NS      | $223281.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HLDGS INC                                                                  | Cogent Communications Holdings                                                                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       997 | NS      | $48065.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FDG LLC                                                                                 | Glencore Funding, LLC                                                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145797.19    | 0.02%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                                                          | Cushman and Wakefield plc                                                                     | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4680 | NS      | $51807.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTMT INC                                                                                   | PENN Entertainment, Inc.                                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $76908.46     | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| VOLT XCIX LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242715 | PA      | $242474.01    | 0.04%             | 2051-04-25      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      2612 | NS      | $212120.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA 2024-RTL1 TR                                                                                 | MFA Trust                                                                                     | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003336.00   | 0.17%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CAP ALLOCATION TERM TR                                                                 | BlackRock Capital Allocation Term Trust                                                       | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |      5890 | NS      | $89174.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48110.52     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                                | Marriott Vacations Worldwide Corporation, Convertible                                         | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118815.27    | 0.02%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84574.57     | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139892.24    | 0.02%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indymac Mbs Inc                                                                                  | Residential Asset Securitization Trust                                                        | CUSIP: 45660NYL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267848 | PA      | $255223.55    | 0.04%             | 2034-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45029.56     | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                | Johnson & Johnson                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3935 | NS      | $601071.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52324.06     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110285.97    | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                                                    | Medtronic plc                                                                                 | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      3241 | NS      | $282517.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                         | Agilent Technologies, Inc.                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1661 | NS      | $196014.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                                | NBN Company, Ltd.                                                                             | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    171000 | PA      | $154135.79    | 0.03%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| IES HLDGS INC                                                                                    | IES Holdings, Inc.                                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       193 | NS      | $57172.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12667G5S8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115373 | PA      | $97766.72     | 0.02%             | 2035-10-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, 4.950%                                                                      | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      6200 | NS      | $122760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERFLEX LTD                                                                                     | Enerflex, Ltd.                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $53620.32     | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    186000 | PA      | $185961.14    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                                   | ConocoPhillips                                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4393 | NS      | $394227.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                                                         | Snap, Inc., Convertible                                                                       | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65897.02     | 0.01%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SVCS LLC                                                                              | Kodiak Gas Services, LLC                                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101372.28    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                                                        | Build-A-Bear Workshop, Inc.                                                                   | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |       783 | NS      | $40371.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                                                   | TechnipFMC plc                                                                                | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      1547 | NS      | $53278.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      3045 | NS      | $111873.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding                                                                   | Avis Budget Rental Car Funding AESOP, LLC                                                     | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $555773.35    | 0.09%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                                         | Permian Resources Operating, LLC, Convertible                                                 | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     59000 | PA      | $142219.50    | 0.02%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIM TR 2023-I1                                                                                   | CIM Trust                                                                                     | CUSIP: 12570DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    786907 | PA      | $790809.18    | 0.13%             | 2058-04-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 20 LTD / ANCHORAGE CAP CLO 20 LLC                                              | Anchorage Capital CLO 20, Ltd.                                                                | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $150504.30    | 0.03%             | 2035-01-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                             | WEC Energy Group, Inc., Convertible                                                           | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $123904.00    | 0.02%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS BOOK ENTRY 144A                                   | Metropolitan Life Global Funding I                                                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    159000 | PA      | $148810.09    | 0.03%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN CORP MEDIUM TERM NTS BOOK ENTRY                                    | National Rural Utilities Cooperative Finance Corporation                                      | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90595.88     | 0.02%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                                          | NVR, Inc.                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        15 | NS      | $110784.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111878.91    | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                                       | Masco Corporation                                                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       239 | NS      | $15382.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144562.87    | 0.02%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                                   | State Street Corporation                                                                      | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89312.23     | 0.02%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                                   | Verus Securitization Trust                                                                    | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |   1067496 | PA      | $1073473.88   | 0.18%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117644.51    | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP                                               | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $187003.70    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                     | AutoZone, Inc.                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         8 | NS      | $29697.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54538.16     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68835.62     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    445000 | PA      | $300262.80    | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    110000 | PA      | $74112.50     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARRETT BUSINESS SVCS INC                                                                        | Barrett Business Services, Inc.                                                               | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      1640 | NS      | $68371.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES FING LTD                                                                      | Trane Technologies Financing, Ltd.                                                            | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    131000 | PA      | $132934.09    | 0.02%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166980 | PA      | $133261.42    | 0.02%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     88000 | PA      | $96131.15     | 0.02%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| JFROG LTD                                                                                        | JFrog, Ltd.                                                                                   | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1389 | NS      | $60949.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAP CORP                                                                                  | Sprint Capital Corporation                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    136000 | PA      | $164980.26    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATL CORP IND                                                                            | Lincoln National Corporation                                                                  | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63002.64     | 0.01%             | 2025-08-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FIN PLC                                                                             | Virgin Media Finance plc                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $88643.51     | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 TR                                                                                | CSMC Trust                                                                                    | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    342736 | PA      | $300431.92    | 0.05%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60339.81     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM3 TR                                                                                | PRPM Trust                                                                                    | CUSIP: 69380TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $914801.13    | 0.16%             | 2068-11-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                   | Halliburton Company                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      5530 | NS      | $112701.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $45618.47     | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                           | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114265.62    | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                       | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131499.04    | 0.02%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE MGMT INC DEL                                                                               | Waste Management, Inc.                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       187 | NS      | $42789.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75638.15     | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66250.34     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    328000 | PA      | $294355.34    | 0.05%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    166000 | PA      | $163409.12    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                                                  | T-Mobile US, Inc.                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       281 | NS      | $66951.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAP FDG INC                                                                                  | PPL Capital Funding, Inc.                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130037.25    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S & S HLDGS LLC                                                                                  | S&S Holdings, LLC                                                                             | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58637.57     | 0.01%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                         | Visa, Inc.                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2050 | NS      | $727852.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $130639.36    | 0.02%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ABRDN ASIA-PACIFIC INCOME FD INC                                                                 | abrdn Asia-Pacific Income Fund, Inc.                                                          | CUSIP: 003009867<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |      9010 | NS      | $143439.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS EQUITY & CONV INCOME FD                                                                   | Virtus Equity & Convertible Income Fund                                                       | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      2846 | NS      | $68019.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $155081.34    | 0.03%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                              | Avianca Midco 2 plc                                                                           | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     60000 | PA      | $55338.00     | 0.01%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LTD PARTNERSHIP                                                                | Excelerate Energy, LP                                                                         | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30570.60     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                     | Qualcomm, Inc.                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2762 | NS      | $439876.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     88000 | PA      | $91610.43     | 0.02%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                                                     | Concentra Health Services, Inc.                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68334.00     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp, 5.650%                                                                               | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      2400 | NS      | $50760.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NAT RES CO                                                                               | Pioneer Natural Resources Company                                                             | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106366.52    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98128.87     | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| WYNN RESORTS LTD                                                                                 | Wynn Resorts, Ltd.                                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       952 | NS      | $89173.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                                        | Federal Agricultural Mortgage Corporation                                                     | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       354 | NS      | $68775.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44586.92     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                                       | Nucor Corporation                                                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2558 | NS      | $331363.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RES CORP                                                                                     | CNX Resources Corporation, Convertible                                                        | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    130000 | PA      | $341510.00    | 0.06%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINL CORP                                                                             | OceanFirst Financial Corporation                                                              | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       583 | NS      | $10266.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4556000 | PA      | $4700510.63   | 0.80%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       508 | NS      | $43240.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                                            | BBCMS Mortgage Trust                                                                          | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975439 | PA      | $261826.00    | 0.04%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                                      | NVIDIA Corporation                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     21758 | NS      | $3437546.42   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS CO                                                                                  | General Motors Company                                                                        | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118778.62    | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                                         | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162112.24    | 0.03%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                                         | Dell, Inc.                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    118000 | PA      | $125692.18    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTMT CORP DEL                                                                         | Six Flags Entertainment Corporation                                                           | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      1225 | NS      | $37276.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003254 | PA      | $935575.17    | 0.16%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FD                                                              | Western Asset Diversified Income Fund                                                         | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |      3255 | NS      | $48304.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SVC INC                                                                            | United Parcel Service, Inc.                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2205 | NS      | $222572.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32005.64     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    183000 | PA      | $177751.43    | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                           | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101902.64    | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                            | Waste Connections, Inc.                                                                       | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $41998.42     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SANFILIPPO JOHN B & SON INC                                                                      | John B. Sanfilippo & Son, Inc.                                                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       948 | NS      | $59951.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE RLTY GROUP TR                                                                               | Kite Realty Group Trust                                                                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $8992.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54293.43     | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                                                             | Align Technology, Inc.                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       409 | NS      | $77435.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505731.80    | 0.09%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | ICE US mini MSCI Emerging Markets Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        22 | NC      | $41304.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98161.65     | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST CTZNS BANCSHARES INC                                                                       | First Citizens BancShares, Inc./NC                                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       116 | NS      | $226950.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2024-NPL7 LLC                                                                               | PRET, LLC                                                                                     | CUSIP: 74136TAB4<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249164.00    | 0.04%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       108 | NS      | $24848.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SVCS INC                                                                        | Prime Healthcare Services, Inc.                                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $105205.00    | 0.02%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CR INCOME CORP                                                                          | Blue Owl Credit Income Corporation                                                            | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135136.62    | 0.02%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALIA                                                                        | Commonwealth Bank of Australia                                                                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    117000 | PA      | $104329.97    | 0.02%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GREIF INC                                                                                        | Greif, Inc.                                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       789 | NS      | $51277.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC / PANTHER CO-ISSUER INC                                                | Panther Escrow Issuer, LLC                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $234757.73    | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                                         | SLM Corporation                                                                               | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18893.43     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                      | Textron, Inc.                                                                                 | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145110.35    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                      | Sunoco, LP/Sunoco Finance Corporation                                                         | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $114305.11    | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                             | Western Digital Corporation, Convertible                                                      | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $538500.00    | 0.09%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ORGANON FIN 1 LLC                                                                                | Organon & Company/Organon Foreign Debt Co-Issuer BV                                           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $146667.61    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71440.63     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    118000 | PA      | $114719.46    | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES B V                                                                         | Sensata Technologies BV                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    143000 | PA      | $136004.56    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5084730 | PA      | $4253486.36   | 0.72%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     40000 | PA      | $40926.08     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.625%                                                              | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     10000 | NS      | $195500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PARENT INC / CENT MERGER SUB INC                                                         | Central Parent, Inc./CDK Global, Inc.                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $50384.93     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90128.05     | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | Government National Mortgage Association                                                      | CUSIP: 38378CK48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     21948 | PA      | $172.57       | 0.00%             | 2027-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139044.57    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40758.61     | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201522.07    | 0.03%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158012.63    | 0.03%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                                        | Spire, Inc.                                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       615 | NS      | $44888.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINL CORP PA                                                                              | Fulton Financial Corporation                                                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      1356 | NS      | $24462.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CTRS L P                                                                                 | Regency Centers, LP                                                                           | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136965.71    | 0.02%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDGS S C A                                                                     | Medtronic Global Holdings SCA                                                                 | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     86000 | PA      | $85126.60     | 0.01%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    128000 | PA      | $142135.26    | 0.02%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385HZ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    700000 | PA      | $699108.08    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                   | Albemarle Corporation                                                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       769 | NS      | $48193.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CALIFORNIA RES CORP                                                                              | California Resources Corporation                                                              | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95462.36     | 0.02%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                              | Macquarie Group, Ltd.                                                                         | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    195000 | PA      | $188133.27    | 0.03%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37750.01     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                             | Duke Energy Ohio, Inc.                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85969.83     | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    138000 | PA      | $145173.81    | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                       | Oncor Electric Delivery Company, LLC                                                          | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112247.76    | 0.02%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO AMER INC                                                                       | Roller Bearing Company of America, Inc.                                                       | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81341.28     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47807.25     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64508.67     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BLACKROCK ENHANCED GLOBAL DIVIID TR                                                              | BlackRock Enhanced Global Dividend Trust                                                      | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     12250 | NS      | $139037.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49165.99     | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                 | Exxon Mobil Corporation                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      6184 | NS      | $666635.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc., Convertible                                                            | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    219000 | PA      | $198523.50    | 0.03%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     58000 | PA      | $46246.30     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                         | Vistra Operations Company, LLC                                                                | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162799.70    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF INDS HLDGS INC                                                                                | CF Industries Holdings, Inc.                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3781 | NS      | $347852.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MTG TR 2022-3                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650952 | PA      | $651957.67    | 0.11%             | 2067-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, Convertible                                                                 | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72360.00     | 0.01%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Vital Energy, Inc.                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49591.20     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                                            | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     29000 | PA      | $32690.95     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                                         | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220107.95    | 0.04%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      5011 | NS      | $69853.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, Convertible                                                                 | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    118000 | PA      | $130602.40    | 0.02%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38912.96     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    173000 | PA      | $172425.67    | 0.03%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                | NatWest Group plc                                                                             | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $235569.31    | 0.04%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                                                                | Pagaya AI Debt Grantor Trust                                                                  | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334373 | PA      | $334861.79    | 0.06%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                                                    | Old Dominion Freight Line, Inc.                                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       899 | NS      | $145907.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GO DADDY OPER CO LLC / GD FIN CO INC                                                             | GoDaddy Operating Company, LLC/GD Finance Company, Inc.                                       | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $73705.71     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-NQM1                                                                           | CHNGE Mortgage Trust                                                                          | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    431569 | PA      | $429961.80    | 0.07%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     93000 | PA      | $75860.42     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    179000 | PA      | $160292.12    | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| PGIM GLOBAL HIGH YIELD FD                                                                        | PGIM Global High Yield Fund, Inc.                                                             | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |     13995 | NS      | $187672.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                                                       | Kenvue, Inc.                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     12112 | NS      | $253504.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     15443 | NS      | $730762.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLT C LLC                                                                                       | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1336401 | PA      | $1335752.97   | 0.23%             | 2051-05-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILS CORP                                                                       | Algonquin Power & Utilities Corporation                                                       | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    256000 | PA      | $249682.92    | 0.04%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core International Equity Fund                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |    643667 | NS      | $7904225.22   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.750%                                                           | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      5000 | NS      | $97300.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDS INC                                                                                 | Patrick Industries, Inc., Convertible                                                         | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $155610.00    | 0.03%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD / AMERN AIRLS INC                                                      | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    104333 | PA      | $104093.95    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                              | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $74281.50     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ADMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    113388 | PA      | $2751.17      | 0.00%             | 2028-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92634.51     | 0.02%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64184.90     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD U S BORROWER LLC                                                             | Cushman & Wakefield US Borrower, LLC                                                          | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39333.10     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143410.65    | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp                                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     13296 | NS      | $231616.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                                                                  | MEG Energy Corporation                                                                        | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $64933.65     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16900000 | PA      | $16967336.02  | 2.88%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85800.25     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                       | Viasat, Inc.                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65741.16     | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HLDGS LTD                                                                          | RenaissanceRe Holdings, Ltd.                                                                  | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    175000 | PA      | $179799.45    | 0.03%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                             | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $75400.72     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp, 6.200%                                                                               | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     10750 | NS      | $260042.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCULPTOR CLO XXVIII LTD / SCULPTOR CLO XXVIII LLC                                                | Sculptor CLO XXVIII, Ltd.                                                                     | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    650000 | PA      | $648611.60    | 0.11%             | 2035-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                                  | Masterbrand, Inc.                                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      3920 | NS      | $42845.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      7551 | NS      | $688953.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28301.76     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                                   | Gray Media, Inc.                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38673.90     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.750%                                                                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      4600 | NS      | $87584.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99778.40     | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                                        | ESAB Corporation                                                                              | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65527.10     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECD FIN PLC                                                                        | Virgin Media Secured Finance plc                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $202618.00    | 0.03%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104489.06    | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137H03L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3860099 | PA      | $375078.10    | 0.06%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FIN 2019 INC / CSL CAP LLC                                          | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                               | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $241101.03    | 0.04%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86533.59     | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3349 | NS      | $395182.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLS CO                                                                               | Southwest Airlines Company                                                                    | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100893.97    | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS ESCROW CORP                                                                           | NCR Atleos Corporation                                                                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71198.60     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVID TR                                                               | BlackRock Enhanced Equity Dividend Trust                                                      | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      2666 | NS      | $23700.74     | 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        |    854909 | PA      | $683776.49    | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHSL MTG LLC                                                                              | United Wholesale Mortgage, LLC                                                                | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    212000 | PA      | $205778.88    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR SER 2024-BPL2                                                                         | NYMT Loan Trust                                                                               | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $758036.93    | 0.13%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                       | Methanex US Operations, Inc.                                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $65808.14     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                   | McDonald's Corporation                                                                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       187 | NS      | $54635.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97700.35     | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CDW CORP                                                                                         | CDW Corporation                                                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       731 | NS      | $130549.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                                                      | Trimble, Inc.                                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      3436 | NS      | $261067.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORP NEW                                                               | Great Lakes Dredge & Dock Corporation                                                         | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |        66 | NS      | $804.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO RAD LABORATORIES INC                                                                         | Bio-Rad Laboratories, Inc.                                                                    | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130437.57    | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12667FW76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296363 | PA      | $244750.83    | 0.04%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                                                         | Hometrust Bancshares, Inc.                                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       330 | NS      | $12345.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST FRASER TIMBER CO LTD                                                                        | West Fraser Timber Company, Ltd.                                                              | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       823 | NS      | $60325.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40106.96     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                     | Qualcomm, Inc.                                                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188170.13    | 0.03%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                                      | Deluxe Corporation                                                                            | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94950.26     | 0.02%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     67000 | PA      | $79367.64     | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                                 | Vail Resorts, Inc., Convertible                                                               | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150737.50    | 0.03%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK SUB NTS BOOK ENTRY 3/A2                               | KeyBank NA/Cleveland, OH                                                                      | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    147000 | PA      | $141985.57    | 0.02%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FS KKR CAP CORP                                                                                  | FS KKR Capital Corporation                                                                    | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93013.40     | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       664 | NS      | $211802.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                  | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $40203.29     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                            | Northrop Grumman Corporation                                                                  | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    177000 | PA      | $164918.28    | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                   | 1261229 B.C., Ltd.                                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    111000 | PA      | $111973.47    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                                                                                   | Trustmark Corporation                                                                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       716 | NS      | $26105.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                                                     | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    289000 | PA      | $267093.80    | 0.05%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                                         | Ryan Specialty, LLC                                                                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38688.08     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVID & PREM OPPORTUNITY FD                                                   | Voya Global Equity Dividend & Premium Opportunity Fund                                        | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     27753 | NS      | $160967.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVID FD                                                                     | abrdn Total Dynamic Dividend Fund                                                             | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |      7991 | NS      | $70800.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                                   | Verus Securitization Trust                                                                    | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    676661 | PA      | $607817.44    | 0.10%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     98000 | PA      | $87107.59     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88257.02     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149004.24    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation, 4.450%                                                         | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      4800 | NS      | $82464.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147335.46    | 0.03%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP FDG LLC / NXP USA INC                                                              | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                         | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     98000 | PA      | $97104.19     | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2007-AR5                                                                     | Citigroup Mortgage Loan Trust, Inc.                                                           | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    592252 | PA      | $533771.94    | 0.09%             | 2037-04-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                                         | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    176000 | PA      | $169120.64    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                              | Otis Worldwide Corporation                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       466 | NS      | $46143.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                                               | Expand Energy Corporation                                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1871 | NS      | $218794.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMER INC                                                                               | Aon North America, Inc.                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $173437.60    | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                                                          | Zebra Technologies Corporation                                                                | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       444 | NS      | $136911.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    194000 | PA      | $188499.23    | 0.03%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015504 | PA      | $857146.38    | 0.15%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANWICH MTG LN CO 2021-NPL-B-1 LLC                                                              | Stanwich Mortgage Loan Company, LLC                                                           | CUSIP: 85501YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       696 | PA      | $696.02       | 0.00%             | 2026-10-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $184909.05    | 0.03%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38194.87     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAP PLC                                                                                   | Diageo Capital plc                                                                            | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $87255.74     | 0.01%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TR 2025-1                                                                            | HTAP Issuer Trust                                                                             | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    879043 | PA      | $867464.76    | 0.15%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WTR CAP CORP                                                                            | American Water Capital Corporation                                                            | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124774.48    | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36173QAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    675000 | PA      | $659150.53    | 0.11%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BEST BUY INC                                                                                     | Best Buy Company, Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2047 | NS      | $137415.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LA LLC                                                                                   | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93010.74     | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121449.48    | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELL INTL L L C / EMC CORP                                                                       | Dell International, LLC/EMC Corporation                                                       | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127474.65    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $127013.70    | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                                                                   | AMETEK, Inc.                                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1042 | NS      | $188560.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC NEW                                                                                    | Aptiv plc                                                                                     | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      2104 | NS      | $143534.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AE4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     28217 | PA      | $16.43        | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FDG B V                                                                                  | Siemens Funding BV                                                                            | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205943.20    | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                           | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66786.13     | 0.01%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33686.69     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME RE 2022-1 LTD                                                                               | Home RE, Ltd.                                                                                 | CUSIP: 43730GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56120 | PA      | $56196.09     | 0.01%             | 2034-10-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                      | Tenneco, Inc.                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136467.84    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    194000 | PA      | $167227.52    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $157200.99    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM2                                                                             | A&D Mortgage Trust                                                                            | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    190958 | PA      | $193459.31    | 0.03%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Passthru Tr                                                               | First Horizon Alternative Mortgage Securities Trust                                           | CUSIP: 32051GHJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92654 | PA      | $90389.49     | 0.02%             | 2035-03-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    191930 | PA      | $3631.48      | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    176000 | PA      | $171703.79    | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163299.95    | 0.03%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                                         | Stonex Escrow Issuer, LLC                                                                     | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $103025.96    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP NEW                                                               | Brookfield Infrastructure Corporation                                                         | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |       439 | NS      | $18262.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                      | FTAI Aviation Investors, LLC                                                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78574.81     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HLDG LTD                                                                  | Credo Technology Group Holding, Ltd.                                                          | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        33 | NS      | $3055.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                                          | S&P MidCap 400 Total Return Index Swap                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -21 | NC      | $-5066.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLAYTIKA HLDG CORP                                                                               | Playtika Holding Corporation                                                                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64433.21     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc., 4.750%                                                                         | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      2400 | NS      | $46776.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61776.91     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    254421 | PA      | $256349.49    | 0.04%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                                                          | Lululemon Athletica, Inc.                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       461 | NS      | $109524.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK MARIN BANCORP                                                                               | Bank of Marin Bancorp                                                                         | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $1484.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILEAGE PLUS HLDGS LLC / MILEAGE PLUS INTELLECTUAL PPTY ASSETS LTD                               | Mileage Plus Holdings, LLC/Mileage Plus Intellectual Property Assets, Ltd.                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99200 | PA      | $99330.54     | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                                 | AMC Networks, Inc.                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107818.36    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ACRA TR 2024-NQM1                                                                                | ACRA Trust                                                                                    | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    419106 | PA      | $420247.97    | 0.07%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       898 | NS      | $167144.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       876 | NS      | $147763.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                              | Carrier Global Corporation                                                                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136609.50    | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199112.55    | 0.03%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                                     | Fortinet, Inc.                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2596 | NS      | $274449.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                                                       | Zoetis, Inc.                                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       798 | NS      | $124448.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D R HORTON INC                                                                                   | D.R. Horton, Inc.                                                                             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2051 | NS      | $264414.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        37 | NS      | $6897.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                                                                  | Star Parent, Inc.                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     84000 | PA      | $88352.78     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52010.82     | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $56248.76     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    334000 | PA      | $332099.41    | 0.06%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FING TR I                                                                              | Provident Financing Trust I                                                                   | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $119589.31    | 0.02%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1296 | NS      | $26036.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HLDGS CORP                                                                               | Envista Holdings Corporation, Convertible                                                     | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     76000 | PA      | $70442.50     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-1                                                                   | Verus Securitization Trust                                                                    | CUSIP: 92539BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430217 | PA      | $430265.38    | 0.07%             | 2067-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Tr                                                                       | Citigroup Mortgage Loan Trust, Inc.                                                           | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |    201974 | PA      | $199651.23    | 0.03%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KORN FERRY                                                                                       | Korn Ferry                                                                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       727 | NS      | $53310.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $146515.89    | 0.02%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85085.70     | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                                   | Open Text Corporation                                                                         | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $90424.62     | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT INC                                                                              | Church & Dwight Company, Inc.                                                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1109 | NS      | $106585.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                       | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171926.38    | 0.03%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178931.31    | 0.03%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134631.89    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK ONT                                                                          | Toronto-Dominion Bank                                                                         | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $69198.03     | 0.01%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                    | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    111000 | PA      | $84676.74     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589KL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99460.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc., 6.375%                                                            | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      4050 | NS      | $93150.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS CAP CORP                                                                                | Novartis Capital Corporation                                                                  | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    204000 | PA      | $182694.56    | 0.03%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ADOBE SYS INC                                                                                    | Adobe, Inc.                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       105 | NS      | $40622.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-6 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    463814 | PA      | $464898.08    | 0.08%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                              | Prairie Acquiror, LP                                                                          | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135410.09    | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PORTLAND GEN ELEC CO                                                                             | Portland General Electric Company                                                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1426 | NS      | $57938.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    194000 | PA      | $196758.90    | 0.03%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86519.86     | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55943.02     | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A8BV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    269964 | PA      | $5184.61      | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG RES INC                                                                                      | EOG Resources, Inc.                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       755 | NS      | $90305.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100377.14    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    357000 | PA      | $366109.87    | 0.06%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33622.61     | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL INC NEW                                                                            | Marriott International, Inc./MD                                                               | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84476.93     | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XX LTD / SYMPHONY CLO XX LLC                                                        | Symphony CLO XX, Ltd.                                                                         | CUSIP: 87166VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $701206.80    | 0.12%             | 2032-01-16      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2018-1 LTD / TCW CLO 2018-1 LLC                                                          | TCW CLO, Ltd.                                                                                 | CUSIP: 87240UBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $750435.75    | 0.13%             | 2035-10-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                       | Penske Truck Leasing Company, LP/PTL Finance Corporation                                      | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $93382.79     | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                               | MetroNet Infrastructure Issuer, LLC                                                           | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021860.20   | 0.17%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                           | International Flavors & Fragrances, Inc.                                                      | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54466.70     | 0.01%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| KNIGHT-SWIFT TRANSN HLDGS INC                                                                    | Knight-Swift Transportation Holdings, Inc.                                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1266 | NS      | $55995.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107326.63    | 0.02%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| M & T BK CORP                                                                                    | M&T Bank Corporation                                                                          | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280060.51    | 0.05%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2021-LTV2                                                                      | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    428041 | PA      | $369830.78    | 0.06%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137HAHQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    908174 | PA      | $736695.94    | 0.13%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                               | SunCoke Energy, Inc.                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159145.88    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                                   | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    132000 | PA      | $138851.85    | 0.02%             | 2033-01-13      | Fixed         | 5.77%                 | 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        |   2305318 | PA      | $2161596.20   | 0.37%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129383.09    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84665.47     | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LPL HLDGS INC                                                                                    | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149124.55    | 0.03%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                                          | Schlumberger Holdings Corporation                                                             | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60981.07     | 0.01%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    191000 | PA      | $186119.26    | 0.03%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CURTISS WRIGHT CORP                                                                              | Curtiss-Wright Corporation                                                                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        76 | NS      | $37129.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Mutual Mortgage Secs Corp                                                             | Washington Mutual Mortgage Pass-Through Certificates                                          | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229677 | PA      | $199732.28    | 0.03%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                   | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86087.08     | 0.01%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                 | Welltower OP, LLC, Convertible                                                                | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    231000 | PA      | $376068.00    | 0.06%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       609 | NS      | $474733.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INCOME TR INC                                                                          | BlackRock Income Trust, Inc.                                                                  | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      5735 | NS      | $67386.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                                             | Associated Banc-Corp                                                                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       573 | NS      | $13975.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188131.27    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       830 | NS      | $242077.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHSL CORP NEW                                                                             | Costco Wholesale Corporation                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        62 | NS      | $61376.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                                                                                | Terreno Realty Corporation                                                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $53771.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                                                         | Moog, Inc.                                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       307 | NS      | $55557.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                                                                    | Allstate Corporation                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       867 | NS      | $174535.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187221.56    | 0.03%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.375%                                                           | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     10000 | NS      | $179600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77611.76     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                                     | Assurant, Inc.                                                                                | CUSIP: 04621XAP3<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128683.43    | 0.02%             | 2026-02-27      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    297000 | PA      | $315973.55    | 0.05%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                         | FMC Corporation                                                                               | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90056.89     | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                       | First Quantum Minerals, Ltd.                                                                  | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $61558.13     | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.750%                                                              | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      6925 | NS      | $139054.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    764947 | PA      | $15560.32     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECD FING DESIGNATED ACTIVITY CO                                                         | LCPR Senior Secured Financing DAC                                                             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    117000 | PA      | $78810.03     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-3                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    324214 | PA      | $326919.95    | 0.06%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                     | Alimentation Couche-Tard, Inc.                                                                | CUSIP: 01626PAV8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    144000 | PA      | $136452.43    | 0.02%             | 2054-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100883.91    | 0.02%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $151508.01    | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    277000 | PA      | $276556.86    | 0.05%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                           | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $223654.55    | 0.04%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NT BUTTERFIELD & SON LTD                                                                 | Bank of N.T. Butterfield & Son, Ltd.                                                          | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      1162 | NS      | $51453.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100670.38    | 0.02%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                               | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64945.32     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc., Convertible                                                            | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    283000 | PA      | $252719.00    | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc., Convertible                                            | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     99000 | PA      | $112563.00    | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HLDGS INC                                                                              | Equitable Holdings, Inc., 5.250%                                                              | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      6200 | NS      | $126666.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162142.07    | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98604.19     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82087.59     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    392000 | PA      | $385848.97    | 0.07%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184168.60    | 0.03%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    124000 | PA      | $124047.24    | 0.02%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| Cwmbs Inc                                                                                        | CHL Mortgage Pass-Through Trust                                                               | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68760 | PA      | $67330.18     | 0.01%             | 2035-12-20      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                       | Intel Corporation                                                                             | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    237000 | PA      | $201022.21    | 0.03%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99541.26     | 0.02%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TR                                                                 | BlackRock Multi-Sector Income Trust                                                           | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |     11523 | NS      | $168235.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK NTS BOOK ENTRY 3/A2                                   | KeyBank NA/Cleveland, OH                                                                      | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    166000 | PA      | $163807.57    | 0.03%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817856 | PA      | $657313.72    | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                               | Brookfield Finance, Inc.                                                                      | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    106000 | PA      | $103656.39    | 0.02%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                             | Sonic Automotive, Inc.                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90295.25     | 0.02%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                            | Amrize Finance US, LLC                                                                        | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75084.93     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANOFI                                                                                           | Sanofi SA ADR                                                                                 | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      5528 | NS      | $267057.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PPTYS TR                                                                                 | Service Properties Trust                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     62000 | PA      | $66561.46     | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                           | Motorola Solutions, Inc.                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       433 | NS      | $182059.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATLS INC                                                                                | Applied Materials, Inc.                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1024 | NS      | $187463.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                                        | Light & Wonder International, Inc.                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56664.06     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $222546.75    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGER HLDGS CORP                                                                               | Integer Holdings Corporation, Convertible                                                     | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     84000 | PA      | $125706.00    | 0.02%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    577220 | PA      | $22559.18     | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTL INC                                                                          | Mettler-Toledo International, Inc.                                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        27 | NS      | $31717.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAP FDG INC                                                                                  | PPL Capital Funding, Inc., Convertible                                                        | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    131000 | PA      | $141486.91    | 0.02%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LIGHTNING PWR LLC                                                                                | Lightning Power, LLC                                                                          | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75776.45     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3476 | NS      | $114916.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM INTL CAP PTE LTD                                                                             | IBM International Capital Private, Ltd.                                                       | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    137000 | PA      | $128187.54    | 0.02%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVS INC                                                                        | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129724.03    | 0.02%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                 | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    172000 | PA      | $149595.84    | 0.03%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                                         | RLI Corporation                                                                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1194 | NS      | $86230.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.625%                                                                        | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3775 | NS      | $68931.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LN TR 2025-INV1                                                                              | PMT Loan Trust                                                                                | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    819457 | PA      | $826680.87    | 0.14%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                       | Penske Truck Leasing Company, LP/PTL Finance Corporation                                      | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $109549.64    | 0.02%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ENEL FIN INTL N V                                                                                | Enel Finance International NV                                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203723.07    | 0.03%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2012.37      | 0.00%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK SR MEDIUM TERM BK NTS BOOK ENTRY                                             | Toronto-Dominion Bank                                                                         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $89325.03     | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                             | TTM Technologies, Inc.                                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2360 | NS      | $96335.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD / AMERN AIRLS INC                                                      | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    116920 | PA      | $116817.43    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM PWR OPER LLC                                                                           | TerraForm Power Operating, LLC                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311791.63    | 0.05%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                                    | CommScope, LLC                                                                                | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65974.39     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $111716.28    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PPTYS L P                                                                       | COPT Defense Properties, LP, Convertible                                                      | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     49000 | PA      | $55301.32     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini Russell 2000 Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -38 | NC      | $-64182.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                        | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1940972 | PA      | $1716783.09   | 0.29%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172487.38    | 0.03%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Iliad Holding SASU                                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $80221.88     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $159891.86    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGREE RLTY CORP                                                                                  | Agree Realty Corporation                                                                      | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $19287.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNAL PEAK CLO 1 LTD / SIGNAL PEAK CLO 1 LLC                                                    | Signal Peak CLO 1, Ltd.                                                                       | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250188.25    | 0.04%             | 2034-04-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| WIND RIV 2013-1 CLO LTD / WIND RIV 2013-1 CLO LLC                                                | Wind River CLO, Ltd.                                                                          | CUSIP: 97316FAE1<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-O            | CORP              | KY        |    409549 | PA      | $409645.63    | 0.07%             | 2030-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                            | Kinder Morgan, Inc.                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1589 | NS      | $46716.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      3259 | NS      | $304064.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83932.29     | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| OLD SECOND BANCORP INC DEL                                                                       | Old Second Bancorp, Inc.                                                                      | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |       832 | NS      | $14759.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO ESCROW SUB LLC                                                                               | RXO, Inc.                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62441.61     | 0.01%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91579.30     | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64679.57     | 0.01%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    176000 | PA      | $182807.68    | 0.03%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132E0P71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310887 | PA      | $249867.01    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RANGE RES CORP                                                                                   | Range Resources Corporation                                                                   | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136179.93    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | 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        |   3563668 | PA      | $3366719.14   | 0.57%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vanguard Scottsdale Fds                                                                          | Vanguard Short-Term Corporate Bond ETF                                                        | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      8044 | NS      | $639498.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS L P / SUBN ENERGY FIN CORP                                             | Suburban Propane Partners, LP/Suburban Energy Finance Corporation                             | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $77977.54     | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HLF FING SARL LLC / HERBALIFE INTL INC                                                           | HLF Financing SARL, LLC/Herbalife International, Inc.                                         | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $62222.72     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    689782 | PA      | $676268.52    | 0.11%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PTS INC                                                                             | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1136 | NS      | $52812.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                             | Neptune Bidco US, Inc.                                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    118000 | PA      | $114894.83    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $209254.86    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8570 | NS      | $594586.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146017.60    | 0.02%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CONCENTRA GROUP HLDGS PARENT INC                                                                 | Concentra Group Holdings Parent, Inc.                                                         | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1829 | NS      | $37622.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     97000 | PA      | $104525.17    | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XBZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4736531 | PA      | $3990695.16   | 0.68%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                                   | Global Aircraft Leasing Company, Ltd.                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     64000 | PA      | $65607.10     | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3081 | NS      | $301260.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     89000 | PA      | $93800.78     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                              | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126830.21    | 0.02%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                           | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    176000 | PA      | $169859.72    | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BK COLUMBUS GA                                                                           | Synovus Bank                                                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87942.74     | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MTG TR INC                                                                            | Blackstone Mortgage Trust, Inc., Convertible                                                  | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25246.00     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3317000 | PA      | $2705428.13   | 0.46%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34257.83     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47144.82     | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                                                                   | Flowserve Corporation                                                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      3458 | NS      | $181026.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security One Ms Inc                                                                        | ADT Security Corporation                                                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82498.34     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                    | DTE Energy Company                                                                            | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81175.74     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    197000 | PA      | $203402.50    | 0.03%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation                                                                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1599 | NS      | $96691.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $148401.32    | 0.03%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 5.000%                                                           | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     10000 | NS      | $203100.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                            | Goldman Sachs BDC, Inc.                                                                       | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81867.73     | 0.01%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FD INC                                                      | AllianceBernstein Global High Income Fund, Inc.                                               | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |     17145 | NS      | $189109.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT                                                                                           | Intuit, Inc.                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        91 | NS      | $71674.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AYH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    114905 | PA      | $2130.92      | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    254000 | PA      | $241979.43    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                                 | Campbell's Company                                                                            | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    286000 | PA      | $290457.14    | 0.05%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164028.39    | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORGANON FIN 1 LLC                                                                                | Organon & Company/Organon Foreign Debt Co-Issuer BV                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $101947.83    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    276000 | PA      | $263451.67    | 0.04%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WESTPAC BKG CORP                                                                                 | Westpac Banking Corporation                                                                   | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    147000 | PA      | $142055.52    | 0.02%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HLDGS INC                                                                       | Hilton Worldwide Holdings, Inc.                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       680 | NS      | $181111.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WHSE INC                                                                                   | Chefs' Warehouse, Inc., Convertible                                                           | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    191000 | PA      | $297196.00    | 0.05%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $133869.95    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2319382 | PA      | $2113120.39   | 0.36%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                | Progress Residential Trust                                                                    | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1462438.20   | 0.25%             | 2039-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                             | Federal Realty OP, LP, Convertible                                                            | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52655.50     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589LX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    400000 | PA      | $396220.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                       | Nasdaq, Inc.                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      2309 | NS      | $206470.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94132.19     | 0.02%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                                      | Moody's Corporation                                                                           | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        98 | NS      | $49155.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                                            | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $271307.50    | 0.05%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77748.58     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATL BK COLUMBUS OH                                                                   | Huntington Bank Auto Credit-Linked Notes                                                      | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183812 | PA      | $185538.35    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    172000 | PA      | $168187.64    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S A                                                                              | Credit Agricole SA                                                                            | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     98000 | PA      | $91313.87     | 0.02%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                              | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122094.19    | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      4841 | NS      | $140098.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                                                                  | Match Group Holdings II, LLC                                                                  | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     64000 | PA      | $59851.92     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                                           | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74701.01     | 0.01%             | 2025-09-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3557317 | PA      | $3099378.64   | 0.53%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128070.60    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                               | Cascade Funding Mortgage Trust, LLC                                                           | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228956 | PA      | $226768.58    | 0.04%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502721.95    | 0.09%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| VIEMED HEALTHCARE INC                                                                            | Viemed Healthcare, Inc.                                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1684 | NS      | $11636.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                                                          | Helios Technologies, Inc.                                                                     | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      1453 | NS      | $48486.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC MTG TR 2021-RTL1                                                                             | Roc Mortgage Trust                                                                            | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44405 | PA      | $44253.34     | 0.01%             | 2026-08-25      | Variable      | 3.49%                 | 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        |    702579 | PA      | $564680.85    | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Discount Notes                                         | CUSIP: 313397MA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    500000 | PA      | $495100.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     93000 | PA      | $107489.91    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banc America AlternatIVe Loan Tr                                                                 | Banc of America Alternative Loan Trust                                                        | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    646515 | PA      | $580413.60    | 0.10%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2023-III LTD / PK BLUE CLO 2023-III LLC                                            | Park Blue CLO, Ltd.                                                                           | CUSIP: 70019AAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    450000 | PA      | $452367.00    | 0.08%             | 2038-04-20      | Floating      | 6.50%                 | 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        |   3645404 | PA      | $3310773.15   | 0.56%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLT XCIII LLC                                                                                   | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1029013 | PA      | $1028909.06   | 0.17%             | 2051-02-27      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251199.66    | 0.04%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186681.75    | 0.03%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                                          | Precision Drilling Corporation                                                                | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $76066.24     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAM RESH CORP                                                                                    | Lam Research Corporation                                                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       124 | NS      | $12070.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HLDGS INC                                                                                | Amentum Holdings, Inc.                                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      4523 | NS      | $106788.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53625.76     | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                                   | Columbia Pipelines Holding Company, LLC                                                       | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $182211.97    | 0.03%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation, Convertible                                                       | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55720.00     | 0.01%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                           | USA Compression Partners, LP/USA Compression Finance Corporation                              | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $141440.62    | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FD INC                                                            | BlackRock Corporate High Yield Fund, Inc.                                                     | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |     16974 | NS      | $165496.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MGMT INC NEW                                                                       | Apollo Global Management, Inc., Convertible, 6.750%                                           | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      3592 | NS      | $268861.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37884.71     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MARATHON PETE CORP                                                                               | Marathon Petroleum Corporation                                                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1071 | NS      | $177903.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP NEW                                                                                | Amphenol Corporation                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3237 | NS      | $319653.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                                                                       | Phinia, Inc.                                                                                  | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55857.09     | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP / ATLAS LUXCO 4 S A R L                            | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    294000 | PA      | $285377.63    | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP / MEDLINE CO-ISSUER INC                                                      | Medline Borrower, LP/Medline Co-Issuer, Inc.                                                  | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $80128.15     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31706.91     | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| REPLIGEN CORP                                                                                    | Repligen Corporation                                                                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       376 | NS      | $46766.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                                     | Danaher Corporation                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2101 | NS      | $415031.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MTG TR 2007-1                                                                            | Sequoia Mortgage Trust                                                                        | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296623 | PA      | $195337.10    | 0.03%             | 2046-09-20      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                           | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70480.39     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46947.84     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                           | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37533.10     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FIN INC                                                   | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                                         | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $97343.67     | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| VOLT CVI LLC                                                                                     | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283843 | PA      | $279934.37    | 0.05%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2834 | NS      | $291136.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47432.34     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40017.92     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNA FINL CORP                                                                                    | CNA Financial Corporation                                                                     | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176273.14    | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                              | Clearway Energy, Inc., Class C                                                                | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       527 | NS      | $16864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO LIFE INS CO                                                                             | Sumitomo Life Insurance Company                                                               | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $238702.09    | 0.04%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                                          | DraftKings Holdings, Inc., Convertible                                                        | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    432000 | PA      | $386424.00    | 0.07%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     93000 | PA      | $98319.39     | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILLROSE PPTYS INC                                                                               | Millrose Properties, Inc.                                                                     | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1159 | NS      | $33043.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162149.57    | 0.03%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ADMA BIOLOGICS INC                                                                               | ADMA Biologics, Inc.                                                                          | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2719 | NS      | $49512.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                                                        | Six Flags Entertainment Corporation                                                           | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53000.00     | 0.01%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109454.95    | 0.02%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                         | Acadia Healthcare Company, Inc.                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77267.40     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                           | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87360.00     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC NEW                                                                                    | Linde plc                                                                                     | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       514 | NS      | $241158.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55017.79     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49004.41     | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                                         | Ryder System, Inc.                                                                            | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78895.90     | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FDG MEDIUM TERM SR SECD NTS BOOK ENTRY 144A                                           | RGA Global Funding                                                                            | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85606.16     | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 5.850%                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      7800 | NS      | $182520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERNATIVE LN TR 2006 24CB                                                                      | Alternative Loan Trust                                                                        | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    349948 | PA      | $178144.89    | 0.03%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELL CDA                                                                                         | Bell Telephone Company of Canada                                                              | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $87071.34     | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                                 | Taseko Mines, Ltd.                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    162000 | PA      | $169594.26    | 0.03%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AIR CDA                                                                                          | Air Canada                                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $67313.14     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Energy Corporation                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1480 | NS      | $286838.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                   | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110791.16    | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc., Convertible                                                              | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    379000 | PA      | $432628.50    | 0.07%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                          | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205903.78    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| RESIDEO FDG INC                                                                                  | Resideo Funding, Inc.                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    158000 | PA      | $161869.74    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                                                     | UGI Corporation                                                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      6927 | NS      | $252281.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAP CORP                                                                                   | Rithm Capital Corporation                                                                     | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58290.00     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINL SVCS INC                                                                          | Provident Financial Services, Inc.                                                            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      1290 | NS      | $22613.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED INTL DIVID TR                                                                 | BlackRock Enhanced International Dividend Trust                                               | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      7542 | NS      | $43668.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49567.78     | 0.01%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106178.73    | 0.02%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| REXFORD INDL RLTY L P                                                                            | Rexford Industrial Realty, LP, Convertible                                                    | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62370.00     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                                         | American Electric Power Company, Inc.                                                         | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88406.44     | 0.02%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OFG BANCORP                                                                                      | OFG Bancorp                                                                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       289 | NS      | $12369.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                                         | CSX Corporation                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     14444 | NS      | $471307.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDS INC NEW                                                                     | Armstrong World Industries, Inc.                                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        38 | NS      | $6172.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEINZ H J FIN CO                                                                                 | Kraft Heinz Foods Company                                                                     | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $95817.25     | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    312000 | PA      | $347050.02    | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77763.20     | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS PLC                                                                     | Santander UK Group Holdings plc                                                               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194270.67    | 0.03%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                           | Fairfax Financial Holdings, Ltd.                                                              | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $133689.32    | 0.02%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HLDGS LP / SCIENTIFIC GAMES US FINCO INC                                        | Scientific Games Holdings, LP/Scientific Games US FinCo, Inc.                                 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $31800.73     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2575 | NS      | $547857.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $191921.18    | 0.03%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     88000 | PA      | $96335.00     | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $76564.89     | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FIN UNLIMITED CO                                                                         | Perrigo Finance Unlimited Company                                                             | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    136000 | PA      | $133712.33    | 0.02%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Structured Adj Rate Mortgage Loan Tr                                                             | Structured Adjustable Rate Mortgage Loan Trust                                                | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120745 | PA      | $105887.74    | 0.02%             | 2035-07-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65009.61     | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $86692.62     | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129771.97    | 0.02%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| AVALONBAY CMNTYS INC                                                                             | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       486 | NS      | $98901.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64733.93     | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S A / JBS USA FOOD CO / JBS USA FIN INC                                              | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                            | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    114000 | PA      | $104240.43    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77766.45     | 0.01%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52225.81     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174773.50    | 0.03%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SVCS INC                                                                                | Republic Services, Inc.                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       256 | NS      | $63132.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                                                                     | Dayforce, Inc., Convertible                                                                   | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |    244000 | PA      | $234728.00    | 0.04%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYS DUTCH HLDG B B V                                                              | Axalta Coating Systems Dutch Holding B BV                                                     | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $110700.15    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation, Convertible                                                             | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    244000 | PA      | $536678.00    | 0.09%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2990 | NS      | $2206889.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUBERGER BERMAN CLO XV LTD / NEUBERGER BERMAN CLO XV LLC                                        | Neuberger Berman CLO, Ltd.                                                                    | CUSIP: 64129KBL0<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | DBT              | CORP              | KY        |   1225000 | PA      | $1226127.00   | 0.21%             | 2029-10-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY S A                                                                           | Spotify Technology SA                                                                         | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       259 | NS      | $198741.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      3083 | NS      | $247934.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    243000 | PA      | $238306.08    | 0.04%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182551.71    | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                                        | Timken Company                                                                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2218 | NS      | $160915.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC NEW                                                                                | BlackRock Funding, Inc.                                                                       | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $84392.70     | 0.01%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US LLC                                 | Brookfield Residential Properties, Inc./Brookfield Residential US, LLC                        | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    114000 | PA      | $101755.50    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                                  | Ross Stores, Inc.                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        50 | NS      | $6379.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVANHOE MINES LTD                                                                                | Ivanhoe Mines, Ltd.                                                                           | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      3723 | NS      | $27968.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RFMSI SER 2007-S7 TR                                                                             | Residential Funding Mortgage Security I Trust                                                 | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425984 | PA      | $343974.12    | 0.06%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARK INTER HLDGS LLC / PK DOMESTIC PPTY LLC / PK FIN CO-ISSUER INC /                             | Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, Inc.          | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $203470.01    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    144000 | PA      | $126915.99    | 0.02%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS1 TR                                                                             | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179147 | PA      | $142477.47    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     46000 | PA      | $50228.14     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | 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        |   2061504 | PA      | $1992687.84   | 0.34%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDPACE HLDGS INC                                                                                | Medpace Holdings, Inc.                                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       112 | NS      | $35152.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                                                                       | Vishay Intertechnology, Inc., Convertible                                                     | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    297000 | PA      | $265815.00    | 0.05%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16166.18     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ABRDN INCOME CR STRATEGIES FD                                                                    | abrdn Income Credit Strategies Fund                                                           | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |     27032 | NS      | $159488.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT L P                                                                        | American Homes 4 Rent, LP                                                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75765.41     | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KILROY RLTY L P                                                                                  | Kilroy Realty, LP                                                                             | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    127000 | PA      | $122665.23    | 0.02%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL PAC FINL CORP                                                                            | Central Pacific Financial Corporation                                                         | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       116 | NS      | $3251.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QSLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2831753 | PA      | $2801267.47   | 0.48%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     99000 | PA      | $83283.75     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                           | Northern Oil and Gas, Inc.                                                                    | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92744.55     | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                                                     | DoorDash, Inc.                                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1001 | NS      | $246756.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       527 | NS      | $64626.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                                                   | Salesforce, Inc.                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       839 | NS      | $228786.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                   | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    217000 | PA      | $202767.30    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95634.78     | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                          | UKG, Inc.                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91306.60     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                            | DuPont de Nemours, Inc.                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      2644 | NS      | $181351.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74446.21     | 0.01%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| AMALGAMATED FINL CORP                                                                            | Amalgamated Financial Corporation                                                             | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       758 | NS      | $23649.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                                                               | Byline Bancorp, Inc.                                                                          | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       107 | NS      | $2860.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON LIFE INS CO                                                                               | Nippon Life Insurance Company                                                                 | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $428180.36    | 0.07%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167221.26    | 0.03%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     28000 | PA      | $30404.17     | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94932.67     | 0.02%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112863.81    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SVCS INC                                                                    | Harley-Davidson Financial Services, Inc.                                                      | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136308.86    | 0.02%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                 | Black Hills Corporation                                                                       | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       141 | NS      | $7910.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                                       | Berkshire Hathaway, Inc.                                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       535 | NS      | $259886.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                                                  | AdaptHealth, LLC                                                                              | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $225291.65    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc.                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86054.17     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company, Convertible, 6.000%                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     10224 | NS      | $695232.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                                  | Taiwan Semiconductor Manufacturing Company, Ltd. ADR                                          | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      1364 | NS      | $308932.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                                                               | Houlihan Lokey, Inc.                                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       280 | NS      | $50386.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91190.88     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                                          | Extra Space Storage, Inc.                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $68117.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                                                       | Bridgewater Bancshares, Inc.                                                                  | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      3642 | NS      | $57944.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110358.56    | 0.02%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                           | Fair Isaac Corporation                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103944.08    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                       | Sysco Corporation                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      4782 | NS      | $362188.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON CLO 2021-16 LTD / MARATHON CLO 2021-16 LLC                                              | Marathon CLO, Ltd.                                                                            | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $600000.00    | 0.10%             | 2034-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation, 5.000%                                                     | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      9875 | NS      | $186637.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38958.04     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                                                          | Enerpac Tool Group Corporation                                                                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       780 | NS      | $31636.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $36538.39     | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83368.24     | 0.01%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: —       |
| RYAN SPECIALTY LLC                                                                               | Ryan Specialty, LLC                                                                           | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52409.03     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     87000 | PA      | $97257.47     | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2023-4                                                                   | Velocity Commercial Capital Loan Trust                                                        | CUSIP: 92259HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537498 | PA      | $549784.60    | 0.09%             | 2053-11-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS L P / ALBERTSONS LLC                           | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                   | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $247266.13    | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DONNELLEY FINL SOLUTIONS INC                                                                     | Donnelley Financial Solutions, Inc.                                                           | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1176 | NS      | $72500.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTL WASH INC                                                                         | Expeditors International of Washington, Inc.                                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       784 | NS      | $89572.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    114000 | PA      | $118997.23    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                                                                 | Zillow Group, Inc., Class C                                                                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       571 | NS      | $39998.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS CONV & INCOME FD                                                                          | Virtus Convertible & Income Fund                                                              | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      3393 | NS      | $48180.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       144 | NS      | $119223.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2024-NPL4 LLC                                                                               | PRET, LLC                                                                                     | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |    881936 | PA      | $883316.29    | 0.15%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                            | Devon Energy Corporation                                                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      8213 | NS      | $261255.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78861.83     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S A / JBS USA FOOD CO / JBS USA FIN INC                                              | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                            | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    231000 | PA      | $224697.86    | 0.04%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR SER 2024-BPL1                                                                         | NYMT Loan Trust                                                                               | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $653693.76    | 0.11%             | 2029-02-25      | Variable      | 7.15%                 | 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        |        10 | NC      | $8255.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTL LTD                                                                                     | HUB International, Ltd.                                                                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107638.61    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    639000 | PA      | $596619.67    | 0.10%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180021.43    | 0.03%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                                 | Teine Energy, Ltd.                                                                            | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | NUSS              | CA        |    190000 | PA      | $188953.75    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $77054.80     | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107115.40    | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                             | WEC Energy Group, Inc., Convertible                                                           | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    119000 | PA      | $137028.50    | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOOT BARN HLDGS INC                                                                              | Boot Barn Holdings, Inc.                                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       294 | NS      | $44688.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FD INC                                                                 | BlackRock Debt Strategies Fund, Inc.                                                          | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      1742 | NS      | $18395.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRS INC                                                                                 | Texas Instruments, Inc.                                                                       | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82928.59     | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137B15X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    420858 | PA      | $9399.45      | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    666894 | PA      | $48031.47     | 0.01%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92538.54     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                           | Array Technologies, Inc., Convertible                                                         | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    269000 | PA      | $213032.23    | 0.04%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cwmbs Inc                                                                                        | Countrywide Home Loan Mortgage Pass Through Trust                                             | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216814 | PA      | $179341.77    | 0.03%             | 2035-11-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59890.63     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc., Convertible                                                              | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $156492.00    | 0.03%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation, Convertible                                                                 | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    477000 | PA      | $473327.10    | 0.08%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30805.26     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81106.09     | 0.01%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc., Convertible                                                          | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    114000 | PA      | $120783.00    | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                       | Kenvue, Inc.                                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163948.52    | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    339000 | PA      | $338900.01    | 0.06%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC NEW                                                                            | Owens & Minor, Inc.                                                                           | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54482.21     | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| EZCORP INC                                                                                       | EZCORP, Inc., Convertible                                                                     | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     83000 | PA      | $120246.25    | 0.02%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185241.62    | 0.03%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                          | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $51825.02     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                        | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    272000 | PA      | $261590.20    | 0.04%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                                 | Radian Group, Inc.                                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      2971 | NS      | $107015.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WTR PRODS INC                                                                            | Mueller Water Products, Inc.                                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    161000 | PA      | $154566.21    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151499.88    | 0.03%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     43000 | PA      | $46097.96     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                               | Baytex Energy Corporation                                                                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90054.56     | 0.02%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SAC / CANPACK US LLC                                                                     | Canpack SA/Canpack US, LLC                                                                    | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    236000 | PA      | $221045.10    | 0.04%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                                     | Autodesk, Inc.                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       930 | NS      | $287900.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                                                    | B&G Foods, Inc.                                                                               | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56804.43     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BJS WHSL CLUB HLDGS INC                                                                          | BJ's Wholesale Club Holdings, Inc.                                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       890 | NS      | $95968.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTL INC                                                                                 | Brinker International, Inc.                                                                   | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     58000 | PA      | $61815.70     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385JS6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    900000 | PA      | $897081.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87765.06     | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| VICI PPTYS L P / VICI NT CO INC                                                                  | VICI Properties, LP/VICI Note Company, Inc.                                                   | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $330509.36    | 0.06%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43886.25     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-4                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    417166 | PA      | $418623.49    | 0.07%             | 2057-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87041.12     | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| HARTFORD INS GROUP INC                                                                           | Hartford Insurance Group, Inc.                                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92184.14     | 0.02%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155878.41    | 0.03%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1634 | NS      | $201390.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                        | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79292.46     | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS HLDGS INC                                                                                 | Leidos Holdings, Inc.                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       771 | NS      | $121632.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                                        | Constellation Energy Corporation                                                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1113 | NS      | $359231.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $67639.60     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL INC NEW                                                                            | Marriott International, Inc./MD                                                               | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68766.15     | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                                                            | Victoria's Secret & Company                                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    192000 | PA      | $179168.89    | 0.03%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| STERIS PLC                                                                                       | STERIS plc                                                                                    | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       381 | NS      | $91523.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109325.11    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                                       | Samsung Electronics Company, Ltd.                                                             | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      7474 | NS      | $330512.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     14000 | PA      | $14017.50     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TR                                                                   | National Storage Affiliates Trust                                                             | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |      2083 | NS      | $66635.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2272821 | PA      | $2119506.56   | 0.36%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                               | Forestar Group, Inc.                                                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48364.08     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63069.78     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM1 TR                                                                                | PRPM Trust                                                                                    | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680000 | PA      | $676593.27    | 0.11%             | 2068-01-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC INVT FD INC                                                                | Cornerstone Strategic Investment Fund, Inc.                                                   | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |     12946 | NS      | $105121.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEXX LABS INC                                                                                   | IDEXX Laboratories, Inc.                                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       427 | NS      | $229017.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131951.78    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK TIMES CO                                                                                | New York Times Company                                                                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        84 | NS      | $4702.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-3                                                                   | Velocity Commercial Capital Loan Trust                                                        | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326571 | PA      | $331869.59    | 0.06%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    223236 | PA      | $3611.53      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109380.42    | 0.02%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1179 | NS      | $261584.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                             | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $97646.90     | 0.02%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201491.10    | 0.03%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82985.17     | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    657990 | PA      | $619739.59    | 0.11%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| LABCORP HLDGS INC                                                                                | Labcorp Holdings, Inc.                                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1242 | NS      | $326037.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                  | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     44000 | PA      | $46232.87     | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | NextEra Energy, Inc., Convertible, 7.299%                                                     | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      3900 | NS      | $183651.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTL INC                                                                                    | CACI International, Inc.                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39214.02     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                                  | American Honda Finance Corporation                                                            | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133585.97    | 0.02%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTMT INC                                                                                 | Jacobs Entertainment, Inc.                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152075.00    | 0.03%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                            | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    349000 | PA      | $335392.19    | 0.06%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                                               | Cloud Software Group, Inc.                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    353000 | PA      | $356287.49    | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., Convertible                                                       | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182652.00    | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation, 4.800%                                                     | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      2400 | NS      | $42648.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.700%                                                                 | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      4800 | NS      | $90384.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                                       | CommScope Technologies, LLC                                                                   | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56489.34     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       842 | NS      | $235094.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., Convertible, 7.500%                                               | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      3972 | NS      | $264694.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127286.56    | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $143027.99    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC ENTERPRISE GROUP INC                                                                  | Public Service Enterprise Group, Inc.                                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      3149 | NS      | $265082.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                                                                      | Datadog, Inc.                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       783 | NS      | $105180.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110123.01    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30472.50     | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC NEW                                                                      | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3090 | NS      | $278501.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87785.10     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24680.64     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL4 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $795682.71    | 0.14%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PIMCO INCOME STRATEGY FD II                                                                      | PIMCO Income Strategy Fund II                                                                 | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |     10595 | NS      | $78297.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Vital Energy, Inc.                                                                            | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     89000 | PA      | $78598.94     | 0.01%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HAT HLDGS I LLC / HAT HLDGS II LLC                                                               | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                                         | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $55392.00     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103895.26    | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON CTLS INTL PLC                                                                            | Johnson Controls International plc                                                            | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       190 | NS      | $20067.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                                                      | Valaris, Ltd.                                                                                 | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    172000 | PA      | $176467.53    | 0.03%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMAC Mortgage Corporation Loan Trust                                                          | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300188 | PA      | $265996.21    | 0.05%             | 2035-05-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                      | FTAI Aviation Investors, LLC                                                                  | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49561.34     | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEMED CORP NEW                                                                                  | Chemed Corporation                                                                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        90 | NS      | $43823.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Tr                                                                                       | iShares Russell 2000 Index Fund                                                               | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             |  | RF                | US        |       321 | NS      | $69268.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAP GROUP CORP                                                                          | Aviation Capital Group, LLC                                                                   | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95950.89     | 0.02%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDS INC                                                                               | Winnebago Industries, Inc., Convertible                                                       | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    218000 | PA      | $187480.00    | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184537.42    | 0.03%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210938.27    | 0.04%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                      | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137896.91    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    122000 | PA      | $127116.02    | 0.02%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     83000 | PA      | $79797.04     | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89517.84     | 0.02%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                  | Cascades, Inc./Cascades USA, Inc.                                                             | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    102000 | PA      | $102500.82    | 0.02%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       724 | NS      | $225526.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC                                                              | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $885182.81    | 0.15%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                            | MidAmerican Energy Company                                                                    | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    357000 | PA      | $339574.86    | 0.06%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                   | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    122000 | PA      | $123222.20    | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WATERS CORP                                                                                      | Waters Corporation                                                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       349 | NS      | $121814.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN B V                                                                    | Deutsche Telekom International Finance BV                                                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    244000 | PA      | $288062.74    | 0.05%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                 | Entergy Corporation                                                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      5393 | NS      | $448266.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                                                    | Consensus Cloud Solutions, Inc.                                                               | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39800.00     | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                                     | Walgreens Boots Alliance, Inc.                                                                | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    106000 | PA      | $101237.03    | 0.02%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1252000 | PA      | $1240653.75   | 0.21%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                              | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129310.80    | 0.02%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                                                                        | Monster Beverage Corporation                                                                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       437 | NS      | $27373.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                                                              | Meritage Homes Corporation                                                                    | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136386.24    | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115015.98    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VITERRA FIN B V                                                                                  | Viterra Finance BV                                                                            | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    178000 | PA      | $163465.12    | 0.03%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLACIER BANCORP INC NEW                                                                          | Glacier Bancorp, Inc.                                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      1344 | NS      | $57899.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA VENDOR FING NTS IV DESIGNATED ACTIVITY CO                                           | Virgin Media Vendor Financing Notes IV DAC                                                    | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $39159.42     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                                    | II-VI, Inc.                                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81516.96     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77282.44     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                      | FTAI Aviation Investors, LLC                                                                  | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53842.62     | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCI INDS                                                                                         | LCI Industries, Convertible                                                                   | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182771.25    | 0.03%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63441.32     | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                              | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    174000 | PA      | $198828.06    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company                                                            | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114702.32    | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PENUMBRA INC                                                                                     | Penumbra, Inc.                                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       256 | NS      | $65697.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT CO                                                                                     | Crane NXT Company                                                                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1133 | NS      | $61068.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WTR CAP CORP                                                                            | American Water Capital Corporation, Convertible                                               | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162631.80    | 0.03%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FMG RES AUGUST 2006 PTY LTD                                                                      | FMG Resources August 2006, Pty. Ltd.                                                          | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     76000 | PA      | $76951.06     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRH                                                                           | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    136000 | PA      | $122410.64    | 0.02%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                                        | Crocs, Inc.                                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       974 | NS      | $98646.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                                     | Clarivate Science Holdings Corporation                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $82433.11     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                       | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47872.34     | 0.01%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BK GLOBAL BK SUB NT PROGRAM BOOK ENTRY                                                    | Truist Bank                                                                                   | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     99000 | PA      | $89128.00     | 0.02%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2498511 | PA      | $2396748.68   | 0.41%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-1                                                                   | Velocity Commercial Capital Loan Trust                                                        | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401370 | PA      | $406175.71    | 0.07%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $107379.35    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60063.70     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       453 | NS      | $241779.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146661.71    | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92453.86     | 0.02%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TREX CO INC                                                                                      | Trex Company, Inc.                                                                            | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $45733.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                                                         | Snap, Inc., Convertible                                                                       | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    263000 | PA      | $223024.00    | 0.04%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| ROCKCLIFF ENERGY II LLC                                                                          | TGNR Intermediate Holdings, LLC                                                               | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179280.71    | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation, Convertible                                                              | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    149000 | PA      | $209260.71    | 0.04%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GATES INDL CORP PLC                                                                              | Gates Industrial Corporation plc                                                              | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |      2712 | NS      | $62457.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                                                                     | Coca-Cola Company                                                                             | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85622.70     | 0.01%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     89000 | PA      | $94816.09     | 0.02%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation                                                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1684 | NS      | $88258.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Societe Generale SA                                                                           | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    133000 | PA      | $131063.79    | 0.02%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $42642.87     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc., Convertible                                                          | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    126000 | PA      | $150822.00    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RES UTICA HLDGS LLC / ARU FIN CORP                                                        | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $78132.60     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55007.86     | 0.01%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS P L C                                                                                | BP Capital Markets plc                                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $163290.11    | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| PMT LN TR 2025-INV5                                                                              | PMT Loan Trust                                                                                | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $779806.72    | 0.13%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                           | Northern Oil and Gas, Inc., Convertible                                                       | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    184000 | PA      | $191820.00    | 0.03%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                                                  | Uniti Group, Inc.                                                                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     11424 | NS      | $49351.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT HLDGS LLC                                                                                    | ITT Holdings, LLC                                                                             | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133133.15    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | 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        |   1201781 | PA      | $1092761.92   | 0.19%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TR 2024-2                                                                            | HTAP Issuer Trust                                                                             | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414134 | PA      | $410558.79    | 0.07%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERINT SYS INC                                                                                   | Verint Systems, Inc., Convertible                                                             | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |    114000 | PA      | $109041.00    | 0.02%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    114000 | PA      | $86248.50     | 0.01%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                                       | NetApp, Inc.                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       271 | NS      | $28875.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD CTRY STORE INC                                                                | Cracker Barrel Old Country Store, Inc., Convertible                                           | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45526.25     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                                       | Evergy, Inc., Convertible                                                                     | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    144000 | PA      | $168408.00    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                       | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81374.54     | 0.01%             | 2035-01-15      | Fixed         | 5.25%                 | 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        |   3153377 | PA      | $2867021.85   | 0.49%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     56000 | PA      | $54786.14     | 0.01%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                                    | Ingevity Corporation                                                                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1070 | NS      | $46106.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                                                       | TELUS Corporation                                                                             | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90537.82     | 0.02%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                                     | Illumina, Inc.                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       844 | NS      | $80526.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     98000 | PA      | $106510.37    | 0.02%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BELROSE FDG TR II                                                                                | Belrose Funding Trust II                                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $129818.20    | 0.02%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                               | Bunge, Ltd. Finance Corporation                                                               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46572.87     | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICOLD RLTY OPER PARTNERSHIP LP                                                               | Americold Realty Operating Partnership, LP                                                    | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125611.93    | 0.02%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                                     | KKR & Company, Inc., Convertible, 6.250%                                                      | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      6837 | NS      | $366463.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CASH INC                                                                                   | FirstCash, Inc.                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189457.15    | 0.03%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $153353.03    | 0.03%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CITADEL LTD PARTNERSHIP                                                                          | Citadel, LP                                                                                   | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106510.88    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92358.24     | 0.02%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                                                     | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160201.26    | 0.03%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101852.37    | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPER PARTNERSHIP LP                                                             | Invitation Homes Operating Partnership, LP                                                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123460.22    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $416635.74    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36668.75     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                             | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $120250.38    | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                                 | PayPal Holdings, Inc.                                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172623.78    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    196000 | PA      | $195075.08    | 0.03%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                       | First Quantum Minerals, Ltd.                                                                  | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $46063.43     | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    165000 | PA      | $163317.15    | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    513819 | PA      | $9742.53      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                          | Central Garden & Pet Company                                                                  | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81183.32     | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| HUDBAY MINERALS INC                                                                              | Hudbay Minerals, Inc.                                                                         | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $126210.54    | 0.02%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK INC                                                                                     | Archrock, Inc.                                                                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |       559 | NS      | $13879.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX AVIATION CAP LTD                                                                         | Phoenix Aviation Capital, Ltd.                                                                | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     91000 | PA      | $94252.11     | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY TR INC                                                                           | Healthcare Realty Trust, Inc.                                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     12497 | NS      | $198202.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    188000 | PA      | $195263.51    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRESHWORKS INC                                                                                   | Freshworks, Inc.                                                                              | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      1143 | NS      | $17042.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    136000 | PA      | $140296.43    | 0.02%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AS6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    237357 | PA      | $4845.94      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    191000 | PA      | $188052.33    | 0.03%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385HY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99884.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    168000 | PA      | $152757.86    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98842.17     | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32198.69     | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $49073.16     | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172728.36    | 0.03%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                                                        | Prosperity Bancshares, Inc.                                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $53593.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP INC                                                                      | Berkshire Hills Bancorp, Inc.                                                                 | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       398 | NS      | $9965.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERS CARE CO                                                                            | Edgewell Personal Care Company                                                                | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80590.55     | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89193.35     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDS INC                                                                      | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143653.18    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                                         | American Electric Power Company, Inc.                                                         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    161000 | PA      | $167864.55    | 0.03%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                                                     | UGI Corporation, Convertible                                                                  | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |    108000 | PA      | $148821.11    | 0.03%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385LU8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $297270.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RCO IX MTG LLC 2025-2                                                                            | RCO IX Mortgage, LLC                                                                          | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    633388 | PA      | $636112.86    | 0.11%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                                         | Coty, Inc.                                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     23139 | NS      | $107596.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10528 | NS      | $2309737.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218694.29    | 0.04%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Secs Inc                                                                          | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust                                          | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460724 | PA      | $401732.97    | 0.07%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                                       | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    315260 | PA      | $283743.08    | 0.05%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL1                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $604992.48    | 0.10%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2145726 | PA      | $1911274.48   | 0.32%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83480.51     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                                        | Qorvo, Inc.                                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1690 | NS      | $143497.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                                                 | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    167000 | PA      | $161860.15    | 0.03%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation, 5.700%                                                         | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      2700 | NS      | $64449.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CAP CLO 21 LTD / ANCHORAGE CAP CLO 21 LLC                                              | Anchorage Capital CLO 21, Ltd.                                                                | CUSIP: 03331KAN9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |    875000 | PA      | $875169.75    | 0.15%             | 2034-10-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                                                                                 | Jazz Investments I, Ltd., Convertible                                                         | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    235000 | PA      | $249100.00    | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.375%                                                                 | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     10000 | NS      | $175600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                                                 | Vail Resorts, Inc.                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40000.00     | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95817.96     | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | 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        |  11170330 | PA      | $10760989.62  | 1.83%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GTCR W-2 MERGER SUB LLC                                                                          | Boost Newco Borrower, LLC                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    197000 | PA      | $209118.46    | 0.04%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LANCASTER COLONY CORP                                                                            | Lancaster Colony Corporation                                                                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       315 | NS      | $54422.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND FGN ASSET CO / DIAMOND FIN LLC                                                           | Diamond Foreign Asset Company/Diamond Finance, LLC                                            | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     64000 | PA      | $66639.17     | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                                  | Alumina, Pty. Ltd.                                                                            | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     52000 | PA      | $52783.07     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC                                                                                 | United Airlines, Inc.                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169866.41    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                       | Sysco Corporation                                                                             | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     84000 | PA      | $88928.25     | 0.02%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc., Convertible                                                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30345.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     25782 | PA      | $26443.78     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                                      | ICE mini MSCI EAFE Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        66 | NC      | $140901.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc., Convertible                                                  | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $244687.50    | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74486.58     | 0.01%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                             | Kraft Heinz Foods Company                                                                     | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136779.87    | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $138552.84    | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                                   | Ziff Davis, Inc., Convertible                                                                 | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21821.25     | 0.00%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FIN CO INC                                                        | Clarios Global, LP/Clarios US Finance Company, Inc.                                           | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $53375.56     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                                                        | Warner Brothers Discovery, Inc.                                                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     18991 | NS      | $217636.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD / PALMER SQUARE LN FDG 2024-2 LLC                                | Palmer Square Loan Funding, Ltd.                                                              | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250284.75    | 0.04%             | 2033-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMJA MTG LN TR 2007-A3                                                                   | IndyMac IMJA Mortgage Loan Trust                                                              | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    563737 | PA      | $221092.98    | 0.04%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SVC INC                                                                            | United Parcel Service, Inc.                                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64881.39     | 0.01%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Tr                                                                              | Bear Stearns ARM Trust                                                                        | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18016 | PA      | $17055.80     | 0.00%             | 2035-10-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                  | Quanta Services, Inc.                                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       416 | NS      | $157281.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA PWR CO                                                                                   | Georgia Power Company                                                                         | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54418.29     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PLEXUS CORP                                                                                      | Plexus Corporation                                                                            | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       251 | NS      | $33962.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STENA INTL S A                                                                                   | Stena International SA                                                                        | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    129000 | PA      | $129399.64    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153599.80    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    193000 | PA      | $188669.67    | 0.03%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORE BD TR                                                                             | BlackRock Core Bond Trust                                                                     | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      4112 | NS      | $39968.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    147000 | PA      | $154436.56    | 0.03%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                           | Array Technologies, Inc., Convertible                                                         | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192424.98    | 0.03%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36380.03     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                    | Smyrna Ready Mix Concrete, LLC                                                                | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    224000 | PA      | $234854.33    | 0.04%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                                      | BioMarin Pharmaceutical, Inc.                                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1850 | NS      | $101694.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84188.65     | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| MARS INC DEL                                                                                     | Mars, Inc.                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15036.27     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                                           | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     67000 | PA      | $73120.05     | 0.01%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102959.99    | 0.02%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                      | Saudi Arabian Oil Company                                                                     | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    130000 | PA      | $121537.00    | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64341.02     | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97975.97     | 0.02%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AAG FH UK LTD & GLOBAL AUTO HLDGS UK LTD                                                         | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                    | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     52000 | PA      | $44330.00     | 0.01%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    123000 | PA      | $106756.38    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    222000 | PA      | $232593.40    | 0.04%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET HIGH INCOME OPPORTUNITY FD INC                                                     | Western Asset High Income Opportunity Fund, Inc.                                              | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     42572 | NS      | $169436.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       714 | NS      | $236034.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLS CO                                                                               | Southwest Airlines Company                                                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      2984 | NS      | $96800.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      6557 | NS      | $322473.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                                           | XPLR Infrastructure, LP, Convertible                                                          | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63029.90     | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255577.48    | 0.04%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG LUX S A R L /JBS USA FOOD CO / JBS USA FOODS GROUP HLDGS INC                        | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Company              | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    160000 | PA      | $161179.20    | 0.03%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET MTG LLC / ROCKET MTG CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $36681.39     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192878.79    | 0.03%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| J P Morgan Mortgage Tr                                                                           | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    236984 | PA      | $165328.10    | 0.03%             | 2036-02-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH, 4.500%                                                        | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      4800 | NS      | $84288.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Corp                                                                                       | Nokia Oyj ADR                                                                                 | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      2791 | NS      | $14457.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                                                               | Mattamy Group Corporation                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    116000 | PA      | $115441.96    | 0.02%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                              | Station Casinos, LLC                                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69318.29     | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN STS PWR CO MINN                                                                         | Northern States Power Company/MN                                                              | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84838.18     | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                      | Beach Acquisition Bidco, LLC                                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66336.96     | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC                                                                        | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30398.28     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137663.37    | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC NEW                                                                                | Tidewater, Inc.                                                                               | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28808.07     | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                                   | JBT Marel Corporation, Convertible                                                            | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174609.60    | 0.03%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    138000 | PA      | $148064.62    | 0.03%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2022-1 LLC                                                                     | Business Jet Securities, LLC                                                                  | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549888 | PA      | $540502.21    | 0.09%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TARGA RES PARTNERS LP / TARGA RES PARTNERS FIN CORP                                              | Targa Resources Partners, LP                                                                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $231130.98    | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                   | Transocean, Inc.                                                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     88000 | PA      | $90494.27     | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HLDGS INC NEW                                                              | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127532.49    | 0.02%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1133165 | PA      | $1117468.40   | 0.19%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99895.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                                                                                 | Jazz Investments I, Ltd., Convertible                                                         | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    212000 | PA      | $214014.00    | 0.04%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation, Convertible                                                          | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    245000 | PA      | $259210.00    | 0.04%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        88 | NS      | $38430.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    264000 | PA      | $256545.47    | 0.04%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                      | Ovintiv, Inc.                                                                                 | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    124000 | PA      | $133973.03    | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                          | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    117000 | PA      | $116601.56    | 0.02%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                           | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                              | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $56734.41     | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76654.94     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                                      | Ameren Corporation                                                                            | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91428.15     | 0.02%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                            | Northrop Grumman Corporation                                                                  | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41871.15     | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2007-AR4                                                                     | Citigroup Mortgage Loan Trust, Inc.                                                           | CUSIP: 17311WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47387 | PA      | $48258.97     | 0.01%             | 2037-03-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1243 | NS      | $271757.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                                   | Columbia Pipelines Holding Company, LLC                                                       | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $78950.81     | 0.01%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Short-Term Reserve Fund                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    650000 | NS      | $6500000.00   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                   | U.S. Bancorp                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       166 | NS      | $7511.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDAY COM LTD                                                                                   | Monday.com, Ltd.                                                                              | CUSIP: M7S64H106<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       226 | NS      | $71072.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168365.83    | 0.03%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC / SIMMONS PREPARED FOODS INC / SIMMONS PET FOOD INC / SIMMONS FEED             | Simmons Foods, Inc.                                                                           | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $175616.23    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      4405 | NS      | $171574.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $75827.21     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc.                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56999.07     | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                                           | XPLR Infrastructure, LP, Convertible                                                          | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $345237.56    | 0.06%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                  | CMS Energy Corporation, Convertible                                                           | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     94000 | PA      | $99922.00     | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                                           | GE HealthCare Technologies, Inc.                                                              | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    136000 | PA      | $146528.36    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BELRON UK FIN PLC                                                                                | Belron UK Finance plc                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     81000 | PA      | $81675.81     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134261.05    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                                                                      | Corteva, Inc.                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2732 | NS      | $203615.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                                                              | Onto Innovation, Inc.                                                                         | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       196 | NS      | $19782.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151923.23    | 0.03%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                                | Marriott Vacations Worldwide Corporation, Convertible                                         | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    191000 | PA      | $177821.00    | 0.03%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       184 | NS      | $57809.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MFG CO                                                                                    | Modine Manufacturing Company                                                                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       388 | NS      | $38218.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123499.98    | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDWESTONE FINL GROUP INC NEW                                                                    | MidWestOne Financial Group, Inc.                                                              | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $20023.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                                       | BNP Paribas SA                                                                                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    122000 | PA      | $108596.23    | 0.02%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| SIMON PPTY GROUP L P                                                                             | Simon Property Group, LP                                                                      | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94396.11     | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation, Convertible                                                          | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52286.00     | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    146000 | PA      | $130170.30    | 0.02%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    171000 | PA      | $174191.09    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                                          | MKS, Inc., Convertible                                                                        | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    501000 | PA      | $493735.50    | 0.08%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc., Convertible                                                            | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    106000 | PA      | $384515.00    | 0.07%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2685 | NS      | $108312.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5373489 | PA      | $4692166.49   | 0.80%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53334.90     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131260.47    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP AMER                                                                              | Packaging Corporation of America                                                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       209 | NS      | $39386.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FIN LLC                                                                          | Crescent Energy Finance, LLC                                                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146460.03    | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137153.26    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.250%                                                           | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     12300 | NS      | $212790.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                                            | AECOM                                                                                         | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17051.49     | 0.00%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                                  | BANK 2018-BNK12                                                                               | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $638770.02    | 0.11%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Disney Walt Co                                                                                   | Walt Disney Company                                                                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       878 | NS      | $108880.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    273000 | PA      | $273394.38    | 0.05%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| TALOS PRODTN INC                                                                                 | Talos Production, Inc.                                                                        | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34811.38     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PMTS INC                                                                                  | Shift4 Payments, Inc., Convertible                                                            | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $285325.00    | 0.05%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5029.30      | 0.00%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192981.52    | 0.03%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                         | MSCI, Inc.                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       391 | NS      | $225505.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93755.05     | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                              | Xerox Holdings Corporation, Convertible                                                       | CUSIP: 98421MAE6<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    276000 | PA      | $156630.00    | 0.03%             | 2030-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127049.79    | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                                      | Moody's Corporation                                                                           | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91801.41     | 0.02%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1259117 | PA      | $1259096.40   | 0.21%             | 2051-02-27      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83880.59     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LINCOLN ELEC HLDGS INC                                                                           | Lincoln Electric Holdings, Inc.                                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       463 | NS      | $95989.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation STRIPS                                                 | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1009108 | PA      | $93766.82     | 0.02%             | 2035-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $93527.66     | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                               | Archrock Partners, LP/Archrock Partners Finance Corporation                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84278.07     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HERBALIFE NUTRITION LTD / HLF FING INC                                                           | Herbalife Nutrition, Ltd./HLF Financing, Inc.                                                 | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    101000 | PA      | $101031.01    | 0.02%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385ME3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    400000 | PA      | $395893.33    | 0.07%             |  |  |  | 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        |   4381190 | PA      | $4005531.19   | 0.68%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                                                | OneSky Flight, LLC                                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110371.55    | 0.02%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VI-C LTD / CARVAL CLO VI-C LLC                                                        | CarVal CLO, Ltd.                                                                              | CUSIP: 14686FAG3<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-O            | CORP              | XX        |   1250000 | PA      | $1252187.50   | 0.21%             | 2034-04-21      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     96000 | PA      | $95935.49     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COLGATE PALMOLIVE CO                                                                             | Colgate-Palmolive Company                                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       894 | NS      | $81264.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                             | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $207772.54    | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPER PARTNERS LP                                                             | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20363.76     | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                                                                                    | AppLovin Corporation                                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142141.38    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                                 | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206902.98    | 0.04%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1000000 | PA      | $949475.10    | 0.16%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112817.12    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEGASYSTEMS INC                                                                                  | Pegasystems, Inc.                                                                             | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1688 | NS      | $91371.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M & T BK CORP                                                                                    | M&T Bank Corporation                                                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       811 | NS      | $157325.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PMTS LLC / SHIFT4 PMTS FIN SUB INC                                                        | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $116319.73    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                                   | BankUnited, Inc.                                                                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       222 | NS      | $7900.98      | 0.00%             |  |  |  | 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        |    351034 | PA      | $347331.15    | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121393.29    | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                                        | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    110000 | PA      | $7425.00      | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $250402.80    | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTL INC                                                                               | Honeywell International, Inc.                                                                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    176000 | PA      | $166967.48    | 0.03%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                                   | Whirlpool Corporation                                                                         | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100320.23    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CR ALLOCATION INCOME TR                                                                | BlackRock Credit Allocation Income Trust                                                      | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     19260 | NS      | $210319.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTRA HLDGS LLC / VICTRA FIN CORP                                                               | Victra Holdings, LLC/Victra Finance Corporation                                               | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39812.03     | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SERVICENOW INC                                                                                   | ServiceNow, Inc.                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       538 | NS      | $553107.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103891.96    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                           | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    161000 | PA      | $164031.84    | 0.03%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                  | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43164.47     | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                              | Gilead Sciences, Inc.                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92072.85     | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132DVJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145983 | PA      | $150865.99    | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1348 | NS      | $100641.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HLDGS INC                                                                                | Fortrea Holdings, Inc.                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24439.74     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| NEXSTAR BROADCASTING INC                                                                         | Nexstar Media, Inc.                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98379.66     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    387440 | PA      | $6843.63      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131187.16    | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB L L C / EMERALD CO-ISSUER INC                                            | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                    | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $167636.21    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FASTENAL CO                                                                                      | Fastenal Company                                                                              | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      8251 | NS      | $346542.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $178845.59    | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97335.69     | 0.02%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                                                       | Neurocrine Biosciences, Inc.                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       979 | NS      | $123050.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    267000 | PA      | $245033.52    | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAP HLDGS LTD                                                                       | Aston Martin Capital Holdings, Ltd.                                                           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    114000 | PA      | $107945.29    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                               | Owens-Brockway Glass Container, Inc.                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140063.98    | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129388.53    | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    133000 | PA      | $143926.98    | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I L P                                                                          | Harvest Midstream I, LP                                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198322.02    | 0.03%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENT PWR & LT CO                                                                          | Jersey Central Power & Light Company                                                          | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    185000 | PA      | $162179.00    | 0.03%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP INC                                                                    | Northwestern Energy Group, Inc.                                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       458 | NS      | $23495.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SATURN OIL & GAS INC                                                                             | Saturn Oil & Gas, Inc.                                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $35778.57     | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| BRUNDAGE-BONE CONCRETE PUMPING HLDGS INC                                                         | Brundage-Bone Concrete Pumping Holdings, Inc.                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47577.17     | 0.01%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                                     | Magnera Corporation                                                                           | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108433.50    | 0.02%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRACO INC                                                                                        | Graco, Inc.                                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       154 | NS      | $13239.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                                      | BioMarin Pharmaceutical, Inc., Convertible                                                    | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    214000 | PA      | $201437.37    | 0.03%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NUVEEN PFD & INCOME OPPORTUNITIES FD                                                             | Nuveen Preferred Income Opportunities Fund                                                    | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |     11861 | NS      | $95125.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        46 | NS      | $21304.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT 2024-INV1 MTG LN TR                                                                         | COLT Mortgage Loan Trust                                                                      | CUSIP: 12672RAB8<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-CBDO         | CORP              | US        |    673058 | PA      | $677914.39    | 0.12%             | 2068-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & PWR CO                                                                           | Virginia Electric and Power Company                                                           | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    119000 | PA      | $111775.48    | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPER PARTNERSHIP LP                                                                      | Brixmor Operating Partnership, LP                                                             | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    159000 | PA      | $150402.26    | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112027.90    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                              | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $121455.09    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147624.43    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                     | Synopsys, Inc.                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108374.16    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3650 | NS      | $38398.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6018150 | PA      | $5221890.40   | 0.89%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129128.68    | 0.02%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     97000 | PA      | $86954.32     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    300000 | PA      | $297451.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88540.79     | 0.02%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                 | Altria Group, Inc.                                                                            | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92891.36     | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL6                                                        | Saluda Grade Alternative Mortgage Trust                                                       | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1205832.12   | 0.20%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| PROGYNY INC                                                                                      | Progyny, Inc.                                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5778 | NS      | $127116.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                                                               | New Enterprise Stone and Lime Company, Inc.                                                   | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233617.68    | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                        | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142361.62    | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPER PARTNERS LP                                                                  | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    214000 | PA      | $209076.35    | 0.04%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                       | Ecolab, Inc.                                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1181 | NS      | $318208.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                                                                 | InterDigital, Inc., Convertible                                                               | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $192225.00    | 0.03%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                                                     | Sunnova Hestia II Issuer, LLC                                                                 | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694269 | PA      | $693525.50    | 0.12%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                                   | State Street Corporation                                                                      | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91897.70     | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| ALBION FING 1 S A R L / AGGREKO HLDGS INC                                                        | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                                | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     59000 | PA      | $60211.11     | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                   | U.S. Bancorp, 4.000%                                                                          | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      9000 | NS      | $144990.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37421.31     | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59232.69     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       919 | NS      | $336942.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MKTS INC                                                                               | Robinhood Markets, Inc.                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1607 | NS      | $150463.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO DYNAMIC INCOME FD                                                                          | Pimco Dynamic Income Fund                                                                     | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |      5565 | NS      | $105568.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $77364.23     | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNH INDL N V                                                                                     | CNH Industrial NV                                                                             | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     21383 | NS      | $277123.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                       | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    111000 | PA      | $108852.19    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP MED TERM NTS BOOK ENTRY                                                           | Air Lease Corporation                                                                         | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     98000 | PA      | $90560.10     | 0.02%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A73W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    172696 | PA      | $1162.24      | 0.00%             | 2027-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133474.40    | 0.02%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION                                                                             | Zions Bancorp NA                                                                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2700 | NS      | $140238.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PMTS INC                                                                                  | Shift4 Payments, Inc., Convertible                                                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $212930.00    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECHNOLOGIES INC                                                                        | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1095 | NS      | $274669.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    117000 | PA      | $103947.39    | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                             | Las Vegas Sands Corporation                                                                   | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90928.30     | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SVCS INC                                                                                | Republic Services, Inc.                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91798.35     | 0.02%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                                      | Avantor, Inc.                                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6254 | NS      | $84178.84     | 0.01%             |  |  |  | No            |                  1 | 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        |   1554703 | PA      | $1418107.97   | 0.24%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                                               | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     98000 | PA      | $93304.10     | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BK CINCINNATI OHIO MEDIUM TERM SUB BK NTS BOOK ENTRY                                 | Fifth Third Bank NA                                                                           | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235501.89    | 0.04%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, Convertible                                                                 | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $242002.42    | 0.04%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385JW7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1200000 | PA      | $1195498.67   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    176000 | PA      | $164471.98    | 0.03%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $225980.55    | 0.04%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    176000 | PA      | $177384.85    | 0.03%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36967.07     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc., Convertible                                                  | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    189000 | PA      | $290304.00    | 0.05%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105620.67    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                 | Boyd Gaming Corporation                                                                       | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89135.50     | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 TR                                                                               | PRKCM Trust                                                                                   | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650525 | PA      | $662145.02    | 0.11%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COS INC                                                                             | Williams Companies, Inc.                                                                      | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166263.41    | 0.03%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                        | Bank of New York Mellon Corporation                                                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      2847 | NS      | $259390.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90861.18     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                                                  | Roche Holdings, Inc.                                                                          | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    136000 | PA      | $118377.24    | 0.02%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                                        | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    131000 | PA      | $127226.12    | 0.02%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP NEW                                                                      | SBA Communications Corporation                                                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       744 | NS      | $174720.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wamu Mortgage Pass-Through Ctfs                                                                  | WaMu Mortgage Pass-Through Certificates                                                       | CUSIP: 929227L95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86868 | PA      | $86493.03     | 0.01%             | 2033-05-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| NESCO HLDGS II INC                                                                               | Nesco Holdings II, Inc.                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180243.59    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HLDGS LLC                                                                      | Raven Acquisition Holdings, LLC                                                               | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $67002.82     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78378.19     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                                   | Rocket Companies, Inc.                                                                        | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $89018.45     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    214000 | PA      | $222018.58    | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                              | Rocket Software, Inc.                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98957.29     | 0.02%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                                  | Rand Parent, LLC                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165686.40    | 0.03%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS OPER LLC                                                                        | Enterprise Products Operating, LLC                                                            | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213667.99    | 0.04%             | 2077-08-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SIXTH STR LENDING PARTNERS                                                                       | Sixth Street Lending Partners                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86552.97     | 0.01%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    332000 | PA      | $328641.87    | 0.06%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO I LTD / WHITEBOX CLO I LLC                                                          | Whitebox CLO I, Ltd.                                                                          | CUSIP: 96467FBA7<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250186.50    | 0.04%             | 2036-07-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                      | Netflix, Inc.                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       360 | NS      | $482086.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                                             | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97148.55     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2023-3                                                                         | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46656RAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    539593 | PA      | $536076.58    | 0.09%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG LUX S A R L /JBS USA FOOD CO / JBS USA FOODS GROUP HLDGS INC                        | JBS USA LUX SARL/JBS USA Food Company/JBS USA Foods Group                                     | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134677.40    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320525.64    | 0.05%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                                            | Six Flags Entertainment Corporation                                                           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39052.06     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                 | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136080.61    | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    147000 | PA      | $141974.95    | 0.02%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.250%                                                                 | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7500 | NS      | $129375.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $170998.94    | 0.03%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                            | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96406.92     | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TANGER INC                                                                                       | Tanger, Inc.                                                                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      2413 | NS      | $73789.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                | Johnson & Johnson                                                                             | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174596.62    | 0.03%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                   | Albemarle Corporation, Convertible, 7.250%                                                    | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      5605 | NS      | $179920.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76011.26     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc., 4.750%                                                                            | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     14875 | NS      | $284112.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FIN LTD                                                                                   | Azorra Finance, Ltd.                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    168000 | PA      | $175181.66    | 0.03%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Cork & Seal Company, Inc.                                                               | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95569.51     | 0.02%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                                                     | Unilever plc ADR                                                                              | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      4300 | NS      | $263031.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                  | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     65000 | PA      | $66469.07     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                                   | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207937.84    | 0.04%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                        | IQVIA, Inc.                                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119041.31    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89350.53     | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                                          | Rockwell Automation, Inc.                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       534 | NS      | $177378.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                                           | Champ Acquisition Corporation                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $107325.33    | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                                            | Long Ridge Energy, LLC                                                                        | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99720.32     | 0.02%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209613.89    | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                                          | Zimmer Biomet Holdings, Inc.                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      2609 | NS      | $237966.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1591 | NS      | $99930.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       476 | NS      | $104072.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAV ACQUISITION CORP                                                                             | McGraw-Hill Education, Inc.                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    228000 | PA      | $229373.47    | 0.04%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS OPER LLC                                                                        | Enterprise Products Operating, LLC                                                            | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110943.95    | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                          | ATI, Inc.                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    172000 | PA      | $180239.32    | 0.03%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                                       | Ciena Corporation                                                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       582 | NS      | $47334.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON FDG CO LLC                                                                                 | AEGON Funding Company, LLC, 5.100%                                                            | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      7525 | NS      | $146888.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                                   | Microsoft Corporation                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7850 | NS      | $3904668.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc New                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     76000 | PA      | $57524.57     | 0.01%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84704.62     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U S ACUTE CARE SOLUTIONS LLC                                                                     | US Acute Care Solutions, LLC                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $78389.29     | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                             | Parker-Hannifin Corporation                                                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       487 | NS      | $340154.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $30049.83     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    111000 | PA      | $94891.97     | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156347.34    | 0.03%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95961.71     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31458.15     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                                    | Life Time, Inc.                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95499.30     | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SVCS LLC / WINDSTREAM ESCROW FIN CORP                                                 | Windstream Services, LLC/Windstream Escrow Finance Corporation                                | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $91113.88     | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246976.03    | 0.04%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56652.65     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, Convertible, 7.250%                                              | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       375 | NS      | $454875.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                   | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $129413.71    | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    139000 | PA      | $139986.90    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLDGS INC / GARRETT LX I S A R L                                                  | Garrett Motion Holdings, Inc./Garrett LX I SARL                                               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $113483.17    | 0.02%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875367 | PA      | $874379.79    | 0.15%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc., Class C                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8605 | NS      | $1526440.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418570 | PA      | $414063.53    | 0.07%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER NATL INC WIS                                                                           | Schneider National, Inc.                                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      2095 | NS      | $50594.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CDA                                                                                         | Bell Telephone Company of Canada                                                              | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $94329.57     | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                                         | Ferguson Enterprises, Inc.                                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       907 | NS      | $197499.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.700%                                                                        | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       958 | NS      | $17646.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR ESCROW INC                                                                               | Nexstar Media, Inc.                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92782.43     | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC NEW                                                                               | Merck & Company, Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5701 | NS      | $451291.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP / NEWCREST FIN PTY LTD                                                              | Newmont Corporation/Newcrest Finance, Pty. Ltd.                                               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $133358.19    | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2024-1                                                                             | Toorak Mortgage Trust                                                                         | CUSIP: 89053DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003098.80   | 0.17%             | 2031-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      8385 | NS      | $299260.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                                                                     | Dayforce, Inc.                                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      1080 | NS      | $59821.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                         | New York Life Global Funding                                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81231.03     | 0.01%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                                                        | Palantir Technologies, Inc.                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      3092 | NS      | $421501.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYMILES IP LTD & DELTA AIR LINES INC                                                            | Delta Air Lines, Inc./SkyMiles IP, Ltd.                                                       | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37116 | PA      | $37026.55     | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc.                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85683.56     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DRYDEN 72 CLO LTD / DRYDEN 72 CLO LLC                                                            | Dryden 72 CLO, Ltd.                                                                           | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    650000 | PA      | $651368.25    | 0.11%             | 2032-05-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| AAG FH UK PLC / GLOBAL AUTO HLDGS PLC                                                            | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                    | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     29000 | PA      | $28375.31     | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SEALED AIR CORP / SEALED AIR CORP US                                                             | Sealed Air Corporation/Sealed Air Corporation (US)                                            | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $122774.10    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH3 TR                                                                                | CSMC Trust                                                                                    | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370343 | PA      | $370542.92    | 0.06%             | 2067-08-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90917.52     | 0.02%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TR                                                                             | Pebblebrook Hotel Trust, Convertible                                                          | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    487000 | PA      | $460255.16    | 0.08%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UFP INDS INC                                                                                     | UFP Industries, Inc.                                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       476 | NS      | $47295.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84374.70     | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131087.42    | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                              | Gilead Sciences, Inc.                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2082 | NS      | $230831.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                             | RLJ Lodging Trust, LP                                                                         | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65320.23     | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    219000 | PA      | $198382.81    | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99976.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMUNITY TR BANCORP INC                                                                         | Community Trust Bancorp, Inc.                                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       320 | NS      | $16934.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE INC                                                                         | Broadstone Net Lease, Inc.                                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       851 | NS      | $13658.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181600.14    | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE STRATEGIC CR FD                                                                       | Blackstone Strategic Credit 2027 Term Fund                                                    | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |     14848 | NS      | $179957.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                                                                   | Littelfuse, Inc.                                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       225 | NS      | $51014.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88616.57     | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINL CORP                                                                                | Synovus Financial Corporation, 8.397%                                                         | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      2675 | NS      | $68399.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                                           | Bank of New York Mellon Corporation                                                           | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128393.52    | 0.02%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| HERCULES CAP INC                                                                                 | Hercules Capital, Inc., Convertible                                                           | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28028.50     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc., Convertible                                                         | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    132000 | PA      | $142824.00    | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                           | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                              | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $181629.35    | 0.03%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VZ SECD FING BV                                                                                  | VZ Secured Financing BV                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    128000 | PA      | $113869.88    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                         | APA Corporation                                                                               | CUSIP: 03743QAD0<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125999.32    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112031.80    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    176415 | PA      | $2587.49      | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PPTYS LP                                                                                 | Cousins Properties, LP                                                                        | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40416.30     | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FIN CO                                                       | Ashton Woods USA, LLC/Ashton Woods Finance Company                                            | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $171900.00    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                                                              | Arista Networks, Inc.                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2505 | NS      | $256286.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO B V                                                                                        | Ziggo BV                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     86000 | PA      | $80326.03     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUB SVC CO                                                                               | Arizona Public Service Company                                                                | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89036.43     | 0.02%             | 2033-08-01      | Fixed         | 5.55%                 | 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        |   2637029 | PA      | $2531468.59   | 0.43%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    391000 | PA      | $387123.54    | 0.07%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TR 2007-1                                                                             | MortgageIT Securities Corporation Mortgage Loan Trust                                         | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1082842 | PA      | $946557.01    | 0.16%             | 2047-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100583.61    | 0.02%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NUVEEN CR STRATEGIES INCOME FD                                                                   | Nuveen Credit Strategies Income Fund                                                          | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     31444 | NS      | $169483.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    127000 | PA      | $130529.67    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HLDG LTD                                                                                  | Athene Holding, Ltd., 5.625%                                                                  | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      4800 | NS      | $95808.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK MONTREAL QUE                                                                                | Bank of Montreal                                                                              | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $79450.94     | 0.01%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                                       | Mattel, Inc.                                                                                  | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    272000 | PA      | $268061.41    | 0.05%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90929.30     | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                                                      | K Hovnanian Enterprises, Inc.                                                                 | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21681.20     | 0.00%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144468.01    | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PPTY GROUP L P                                                                             | Simon Property Group, LP                                                                      | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    159000 | PA      | $146673.51    | 0.02%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                             | Global Net Lease, Inc.                                                                        | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50384.66     | 0.01%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLER INDS INC TENN                                                                             | Miller Industries, Inc.                                                                       | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       423 | NS      | $18806.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67055.20     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ERP OPER LTD PARTNERSHIP                                                                         | ERP Operating, LP                                                                             | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141597.54    | 0.02%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179449.50    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.200%                                                              | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     10400 | NS      | $186264.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINL SVCS CORP                                                                        | Enterprise Financial Services Corporation                                                     | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       602 | NS      | $33170.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company, Convertible, 7.625%                                       | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |      4223 | NS      | $248650.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120000.00    | 0.02%             | 2025-07-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MTR CO DEL                                                                                  | Ford Motor Company, Convertible                                                               | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    328000 | PA      | $324064.00    | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDSTAR SYS INC                                                                                 | Landstar System, Inc.                                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       332 | NS      | $46154.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143951.80    | 0.02%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1720 | NS      | $220177.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc., Convertible                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    176000 | PA      | $251064.00    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    266000 | PA      | $274438.32    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                                                  | BCPE Flavor Debt Merger Sub, LLC/BCPE Flavor Issuer, Inc.                                     | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $72631.19     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90818.42     | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    779188 | PA      | $777059.93    | 0.13%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPER L P / ALLIANCE RESOURCE FIN CORP                                          | Alliance Resource Operating Partners, LP/Alliance Resource Finance Corporation                | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $114790.82    | 0.02%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                                                                               | Greenbrier Companies, Inc., Convertible                                                       | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    129000 | PA      | $136907.70    | 0.02%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENDO FIN HLDGS INC                                                                               | Endo Finance Holdings, Inc.                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $82567.52     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| VERISIGN INC                                                                                     | VeriSign, Inc.                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       368 | NS      | $106278.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                                    | Camelot Return Merger Sub, Inc.                                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $105131.94    | 0.02%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation, Convertible                                                          | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166980.00    | 0.03%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                                                                  | Sprint Capital Corporation                                                                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    286000 | PA      | $307031.63    | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-1 LTD / PALMER SQUARE LN FDG 2025-1 LLC                                | Palmer Square Loan Funding, Ltd.                                                              | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    525000 | PA      | $520411.50    | 0.09%             | 2033-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                  | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $75155.47     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS L P / ALBERTSONS LLC                           | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                   | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $60616.49     | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | 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        |   4995923 | PA      | $3959245.13   | 0.67%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129427.87    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRTUS DIVID INT & PREM STRATEGY FD                                                              | Virtus Dividend, Interest & Premium Strategy Fund                                             | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |     12463 | NS      | $154541.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236395.68    | 0.04%             | 2026-06-01      | Variable      | 4.00%                 | 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        |   2021496 | PA      | $1792512.18   | 0.30%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42401.71     | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SRM ESCROW ISSUER LLC                                                                            | SRM Escrow Issuer, LLC                                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65839.01     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6347950 | PA      | $5051214.00   | 0.86%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1355 | NS      | $422719.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                    | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     82000 | PA      | $87201.50     | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92670.37     | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                                | MFA Trust                                                                                     | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461153 | PA      | $462390.29    | 0.08%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PGIM HIGH YIELD BD FD INC                                                                        | PGIM High Yield Bond Fund, Inc.                                                               | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |     14060 | NS      | $199230.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                                | Tractor Supply Company                                                                        | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89828.32     | 0.02%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132DQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5451319 | PA      | $5491226.66   | 0.93%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                         | KLA Corporation                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        50 | NS      | $44787.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82109.46     | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA INC                                                                               | Outfront Media, Inc.                                                                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1429 | NS      | $23321.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc., Convertible                                                    | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165540.00    | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                         | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112844.94    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                          | KB Home                                                                                       | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233727.84    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                          | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     78000 | PA      | $71691.85     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRADEWEB MKTS INC                                                                                | Tradeweb Markets, Inc.                                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1856 | NS      | $271718.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132455.30    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FING I PLC                                                                            | VMED O2 UK Financing I plc                                                                    | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $83131.76     | 0.01%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-5 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485199 | PA      | $485512.08    | 0.08%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PIMCO HIGH INCOME FD                                                                             | PIMCO High Income Fund                                                                        | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |     10417 | NS      | $50001.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    182000 | PA      | $190584.79    | 0.03%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49341.29     | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN HLDGS INC                                                                                  | Crown Holdings, Inc.                                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1101 | NS      | $113380.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT J B TRANS SVCS INC                                                                          | JB Hunt Transport Services, Inc.                                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1108 | NS      | $159108.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                                                            | Burlington Stores, Inc., Convertible                                                          | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    109000 | PA      | $140555.50    | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OPTICS BIDCO S P A                                                                               | FiberCop SPA                                                                                  | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    178000 | PA      | $166579.70    | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                         | Allison Transmission, Inc.                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46744.37     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation, 4.750%                                                          | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      4800 | NS      | $91008.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                                          | Mirion Technologies, Inc., Convertible                                                        | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    256000 | PA      | $294528.00    | 0.05%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                                                              | Badger Infrastructure Solutions, Ltd.                                                         | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      3189 | NS      | $111424.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90978.70     | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                                                     | Semtech Corporation, Convertible                                                              | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    131000 | PA      | $188369.53    | 0.03%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TRIANGLE RE 2023-1 LTD                                                                           | Triangle Re, Ltd.                                                                             | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    714884 | PA      | $722777.50    | 0.12%             | 2033-11-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, Convertible, 7.500%                                                    | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       574 | NS      | $673950.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116872.15    | 0.02%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                   | TD SYNNEX Corporation                                                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2522 | NS      | $342235.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS JET SECS 2024-1 LLC                                                                     | Business Jet Securities, LLC                                                                  | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    979697 | PA      | $1000758.71   | 0.17%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FIRST BANCORP P R                                                                                | First Bancorp/Puerto Rico                                                                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       560 | NS      | $11664.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-18                                                                  | CHL Mortgage Pass-Through Trust                                                               | CUSIP: 12544JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    548043 | PA      | $235214.59    | 0.04%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation                                                                  | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311593.07    | 0.05%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                 | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104882.51    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLDGS INC                                                                            | Lamb Weston Holdings, Inc.                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61808.97     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2300022.47   | 0.39%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc., Convertible                                                            | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123768.75    | 0.02%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79189.46     | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $195475.80    | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BURFORD CAP GLOBAL FIN LLC                                                                       | Burford Capital Global Finance, LLC                                                           | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195757.37    | 0.03%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                                                            | Twist Bioscience Corporation                                                                  | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      1109 | NS      | $40800.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MGMT CORP                                                                                   | Ares Management Corporation, Convertible, 6.750%                                              | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      3891 | NS      | $206223.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28215.00     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89190.75     | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AGREE LTD PARTNERSHIP                                                                            | Agree, LP                                                                                     | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93280.44     | 0.02%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| J & J SNACK FOODS CORP                                                                           | J & J Snack Foods Corporation                                                                 | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |       334 | NS      | $37878.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP NEW                                                                                  | Hexcel Corporation                                                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      3166 | NS      | $178847.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                                               | United Rentals, Inc.                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       214 | NS      | $161227.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESH SYS INC                                                                             | FactSet Research Systems, Inc.                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       105 | NS      | $46964.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     10841 | NS      | $2224247.97   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185245.77    | 0.03%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                               | Bausch + Lomb Corporation                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $50100.00     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FDG LLC                                                                                  | Hotwire Funding, LLC                                                                          | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1015012.20   | 0.17%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    101000 | PA      | $110396.14    | 0.02%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    317000 | PA      | $312632.07    | 0.05%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                    | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14921.33     | 0.00%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                                     | Calpine Corporation                                                                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128946.17    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                    | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    117000 | PA      | $114368.47    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Thrivent Mutual Funds                                                                            | Thrivent Cash Management Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   5598870 | NS      | $5598870.00   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    370000 | PA      | $327495.96    | 0.06%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OH                                                                              | Progressive Corporation                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       652 | NS      | $173992.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                                                                                     | NNN REIT, Inc.                                                                                | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     98000 | PA      | $89235.95     | 0.02%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                                         | FirstKey Homes Trust                                                                          | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $887569.11    | 0.15%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTL INC                                                                               | Honeywell International, Inc.                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1494 | NS      | $347922.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                  | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    128000 | PA      | $135426.18    | 0.02%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation, 4.450%                                                            | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      2400 | NS      | $45456.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55533.47     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TR CORP                                                                                 | Northern Trust Corporation                                                                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1283 | NS      | $162671.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation, Convertible                                                       | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90376.00     | 0.02%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $44989.70     | 0.01%             | 2042-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $119321.35    | 0.02%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRI CONTL CORP                                                                                   | Tri-Continental Corporation                                                                   | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      1827 | NS      | $57842.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                                                                      | Popular, Inc.                                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       224 | NS      | $24687.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PPTYS TR                                                                                 | Service Properties Trust                                                                      | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66383.49     | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186915.46    | 0.03%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                         | New York Life Global Funding                                                                  | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89590.14     | 0.02%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PPTYS RLTY TR INC                                                                      | Essential Properties Realty Trust, Inc.                                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6582 | NS      | $210031.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                              | Procter & Gamble Company                                                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1729 | NS      | $275464.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                                           | Arch Capital Group, Ltd.                                                                      | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1957 | NS      | $178184.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW HOME CO INC                                                                                  | New Home Company, Inc.                                                                        | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59070.99     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATLS INC                                                                        | Martin Marietta Materials, Inc.                                                               | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70325.08     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                                    | Synaptics, Inc., Convertible                                                                  | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160212.17    | 0.03%             | 2031-12-01      | Fixed         | 0.75%                 | 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        |   3380844 | PA      | $2702589.79   | 0.46%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COVERT MERGECO INC                                                                               | Reworld Holding Corporation                                                                   | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68496.75     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    167000 | PA      | $152513.49    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                            | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158983.44    | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                    | CommScope, LLC                                                                                | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61505.84     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2023-1                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864945 | PA      | $867259.39    | 0.15%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                                  | Best Buy Company, Inc.                                                                        | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     98000 | PA      | $85908.09     | 0.01%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC NEW                                                                          | BellRing Brands, Inc.                                                                         | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46860.71     | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                                                                        | Chubb, Ltd.                                                                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1042 | NS      | $301888.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER BK NEW CASTLE DEL                                                                       | Capital One NA                                                                                | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200813.72    | 0.03%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREAS UNLIMITED CO                                                                 | Smurfit Kappa Treasury, ULC                                                                   | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    136000 | PA      | $134203.08    | 0.02%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAP INC                                                             | Genting New York, LLC/GENNY Capital, Inc.                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35275.38     | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                            | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77842.85     | 0.01%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       362 | NS      | $143218.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                                                                    | Cable One, Inc., Convertible                                                                  | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    176000 | PA      | $166513.60    | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2024-RTL1                                                                             | Roc Mortgage Trust                                                                            | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $799572.96    | 0.14%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122505.47    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO N Y INC                                                                   | Consolidated Edison Company of New York, Inc.                                                 | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    264000 | PA      | $263546.94    | 0.04%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                        | FORVIA SE                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     87000 | PA      | $89138.98     | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $60191.05     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                                | Marriott Vacations Worldwide Corporation                                                      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       116 | NS      | $8387.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J P Morgan Mortgage Tr                                                                           | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 466247MQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53011 | PA      | $55256.51     | 0.01%             | 2035-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                 | Entergy Corporation                                                                           | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90708.37     | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132541.50    | 0.02%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                                                       | Sabra Health Care REIT, Inc.                                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      5565 | NS      | $102618.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     81000 | PA      | $85675.24     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TR                                                                                   | TransCanada Trust                                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $313493.49    | 0.05%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| STEVANATO GROUP S P A                                                                            | Stevanato Group SPA                                                                           | CUSIP: T9224W109<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |      2032 | NS      | $49641.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BK ONT                                                                          | Toronto-Dominion Bank                                                                         | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $130550.88    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                 | Centene Corporation                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2147 | NS      | $116539.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                 | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71693.80     | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138504.47    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA                                                                                     | Royal Bank of Canada                                                                          | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150111.00    | 0.03%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                                    | CME Group, Inc.                                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       170 | NS      | $46855.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUT LIFE INS CO                                                                     | Northwestern Mutual Life Insurance Company                                                    | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    148000 | PA      | $154550.23    | 0.03%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    195000 | PA      | $181000.81    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                                           | Intuitive Surgical, Inc.                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       597 | NS      | $324415.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79742.85     | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| KITE RLTY GROUP L P                                                                              | Kite Realty Group, LP, Convertible                                                            | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9292.56      | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42858.31     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    392000 | PA      | $391507.40    | 0.07%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439802 | PA      | $353480.52    | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212393.38    | 0.04%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126228.75    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61187.58     | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                        | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5394368 | PA      | $4282069.01   | 0.73%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                              | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     88000 | PA      | $77049.65     | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148903.03    | 0.03%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11099 | NS      | $889251.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                                                        | Tesla, Inc.                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2463 | NS      | $782396.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                                           | Trane Technologies plc                                                                        | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       734 | NS      | $321058.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC BK N A PITTSBURGH PA MEDIUM TERM SUB BK NTS BOOK ENTRY                                       | PNC Bank NA                                                                                   | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91445.56     | 0.02%             | 2029-10-22      | Fixed         | 2.70%                 | 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        |   3323347 | PA      | $2757595.46   | 0.47%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65669.57     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    294000 | PA      | $291413.57    | 0.05%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     98000 | PA      | $93131.95     | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW MTN FIN CORP                                                                                 | New Mountain Finance Corporation, Convertible                                                 | CUSIP: 647551AE0<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25063.72     | 0.00%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                                | Brown & Brown, Inc.                                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35690.80     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                                           | Bank of New York Mellon Corporation                                                           | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     91000 | PA      | $100206.66    | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                                                                   | Fluor Corporation, Convertible                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    241000 | PA      | $316192.00    | 0.05%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                   | ITC Holdings Corporation                                                                      | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94000.41     | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HLDGS LLC                                                                     | Eastern Energy Gas Holdings, LLC                                                              | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    153000 | PA      | $159214.49    | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    716328 | PA      | $55419.91     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                           | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    208000 | PA      | $193070.40    | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | 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        |   4505928 | PA      | $4448216.70   | 0.75%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                                        | Shell plc ADR                                                                                 | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      1968 | NS      | $138566.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTMT CORP / SIX FLAGS THEME PKS INC                                                   | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company   | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $40225.95     | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                                                                     | United Therapeutics Corporation                                                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       218 | NS      | $62642.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     39000 | PA      | $43011.19     | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PPTYS L P                                                                       | COPT Defense Properties, LP                                                                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    192000 | PA      | $188338.49    | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                             | BWX Technologies, Inc.                                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       418 | NS      | $60217.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    471201 | PA      | $8208.46      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VORNADO RLTY L P                                                                                 | Vornado Realty, LP                                                                            | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51740.50     | 0.01%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100090.77    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $66312.80     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    172000 | PA      | $178327.98    | 0.03%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2501000 | PA      | $2525326.13   | 0.43%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP NEW                                                                          | Peabody Energy Corporation, Convertible                                                       | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |    218000 | PA      | $224213.00    | 0.04%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FELLS PT FDG TR                                                                                  | Fells Point Funding Trust                                                                     | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $161422.53    | 0.03%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                              | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64958.47     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME E-mini S&P 500 Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       162 | NC      | $1134126.27   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD PKS & ENTMT INC                                                                         | SeaWorld Parks and Entertainment, Inc.                                                        | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    189000 | PA      | $184726.20    | 0.03%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TR 2025-1                                                                   | Point Securitization Trust                                                                    | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648029 | PA      | $646376.33    | 0.11%             | 2055-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91808.22     | 0.02%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                                       | Vertex Pharmaceuticals, Inc.                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       497 | NS      | $221264.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MKTS INC                                                                             | Cboe Global Markets, Inc.                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       491 | NS      | $114506.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HLDGS INC                                                                                | Booking Holdings, Inc.                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        54 | NS      | $312618.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62617.41     | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142715.83    | 0.02%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                       | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    124000 | PA      | $126902.59    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                            | GFL Environmental, Inc.                                                                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $136759.48    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QS2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741332 | PA      | $714413.07    | 0.12%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151049.09    | 0.03%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    286000 | PA      | $288052.70    | 0.05%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZEGONA FIN PLC                                                                                   | Zegona Finance plc                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     77000 | PA      | $82197.50     | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TRIUMPH BANCORP INC                                                                              | Triumph Financial, Inc.                                                                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      1097 | NS      | $60455.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |      4143 | NS      | $1142017.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS ESCROW ISSUER S A U                                                                      | Grifols SA                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     25000 | PA      | $24033.18     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | Nextera Energy, Inc., Convertible, 7.234%                                                     | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       819 | NS      | $36240.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    199000 | PA      | $184867.02    | 0.03%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                                   | Ziff Davis, Inc., Convertible                                                                 | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71802.50     | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS PARTNERS L P                                                                    | Enterprise Products Partners, LP                                                              | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     10562 | NS      | $327527.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    178000 | PA      | $178754.31    | 0.03%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97653.39     | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                                                                   | Noble Corporation plc                                                                         | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |       218 | NS      | $5787.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LA Z BOY INC                                                                                     | La-Z-Boy, Inc.                                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1320 | NS      | $49064.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $74363.18     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1384 | NS      | $256898.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                                                           | Columbia Sportswear Company                                                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1078 | NS      | $65844.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225994.78    | 0.04%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                       | Zoetis, Inc.                                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    131000 | PA      | $138310.61    | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                                                     | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    209000 | PA      | $247435.10    | 0.04%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                 | Welltower OP, LLC, Convertible                                                                | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $9278.50      | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AEAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     99682 | PA      | $925.01       | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAGIC MERGECO INC                                                                                | Michaels Companies, Inc.                                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27982.56     | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139838.08    | 0.02%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC & GLOBAL NET LEASE OPER PARTNERSHIP L P                                     | Global Net Lease, Inc./Global Net Lease Operating Partnership, LP                             | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $97412.53     | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                          | Energizer Holdings, Inc.                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    151000 | PA      | $142817.99    | 0.02%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                        | Sunoco, LP                                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    234000 | PA      | $243683.62    | 0.04%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENACT HLDGS INC                                                                                  | Enact Holdings, Inc.                                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |        12 | NS      | $445.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CDX HY 44, 5 Year, at 5.00%, Quarterly                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   7350000 | OU      | $-143444.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113156.97    | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                                      | Lennar Corporation                                                                            | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130407.18    | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87121.91     | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $89248.45     | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S A                                                                              | Banco Santander SA                                                                            | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     82000 | PA      | $79493.13     | 0.01%             | 2026-11-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2023-PJ3                                                                   | GS Mortgage-Backed Securities Trust                                                           | CUSIP: 36270FAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    564617 | PA      | $565726.30    | 0.10%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       552 | NS      | $165517.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2025-NPL2 LLC                                                                               | PRET, LLC                                                                                     | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $942305.38    | 0.16%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                           | Boston Scientific Corporation                                                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2765 | NS      | $296988.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATLS CO                                                                                  | Vulcan Materials Company                                                                      | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       187 | NS      | $48773.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                           | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $166137.33    | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LCM 41 LTD / LCM 41 LLC                                                                          | LCM 41, Ltd.                                                                                  | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |   1400000 | PA      | $1400000.00   | 0.24%             | 2036-04-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                                                  | Roche Holdings, Inc.                                                                          | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126082.51    | 0.02%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     52000 | PA      | $52321.26     | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                                                        | Amcor plc                                                                                     | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      8887 | NS      | $81671.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18022.01     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                                                     | Frontier Communications Holdings, LLC                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $83031.46     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                                               | PRET, LLC                                                                                     | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |    491316 | PA      | $493821.02    | 0.08%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86965.59     | 0.01%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2024-2                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405165 | PA      | $403002.08    | 0.07%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                    | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3095 | NS      | $567839.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNLOCK HEA TR 2024-1                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782896 | PA      | $785671.00    | 0.13%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155182.29    | 0.03%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                         | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119227.35    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    191000 | PA      | $196853.96    | 0.03%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139900.88    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                                                                     | DocuSign, Inc.                                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      2548 | NS      | $198463.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154255.98    | 0.03%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                    | Allstate Corporation, 5.100%                                                                  | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      7500 | NS      | $154500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133714.96    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36693.02     | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP & BIP-V CHINOOK HOLDCO L L C                                                       | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                      | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $105704.89    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP                                                     | Plains All American Pipeline, LP/PAA Finance Corporation                                      | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $190951.71    | 0.03%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                       | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105637.72    | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                      | Asbury Automotive Group, Inc.                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    136000 | PA      | $129399.72    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BK CORP MICH                                                                         | Independent Bank Corporation/MI                                                               | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $5088.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4092286 | PA      | $3697367.35   | 0.63%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION V LLC                                                                   | RFS Asset Securitization V, LLC                                                               | CUSIP: 74970DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $805972.16    | 0.14%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7489320.29   | 1.27%             | 2028-07-31      | Fixed         | 4.12%                 | 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        |   1111842 | PA      | $1124499.48   | 0.19%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42086.28     | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KINSALE CAP GROUP INC                                                                            | Kinsale Capital Group, Inc.                                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       324 | NS      | $156783.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                                                                        | TEGNA, Inc.                                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133142.08    | 0.02%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                              | Meritage Homes Corporation, Convertible                                                       | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116187.00    | 0.02%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                  | CMS Energy Corporation, 4.200%                                                                | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     14250 | NS      | $244530.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95092.53     | 0.02%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| ENABLE MIDSTREAM PARTNERS LP                                                                     | Energy Transfer, LP                                                                           | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86991.88     | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR LTD                                                                                   | Nissan Motor Company, Ltd.                                                                    | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     93000 | PA      | $85320.13     | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102957.41    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ADR                                                                                    | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       529 | NS      | $160868.90    | 0.03%             |  |  |  | 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        |       -16 | NC      | $-23672.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    264000 | PA      | $246791.75    | 0.04%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc., 7.375%                                                        | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      1775 | NS      | $46043.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMER INC                                                                            | Willis North America, Inc.                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87466.82     | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHN CORP                                                                              | Norfolk Southern Corporation                                                                  | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133061.02    | 0.02%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAP CORP                                                                           | Pinnacle West Capital Corporation, Convertible                                                | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86640.00     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST MID BANCSHARES INC                                                                         | First Mid-Illinois Bancshares, Inc.                                                           | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $3374.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     88000 | PA      | $82498.23     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TRIPADVISOR INC                                                                                  | Tripadvisor, Inc.                                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       342 | NS      | $4463.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC NEW                                                                                | BlackRock, Inc.                                                                               | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $52462.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146938.54    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    182000 | PA      | $172263.00    | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS P L C                                                                                | BP Capital Markets plc                                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    177000 | PA      | $180939.84    | 0.03%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FDS TR                                                            | Allspring Income Opportunities Fund                                                           | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     24503 | NS      | $172991.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WTR WKS CO INC NEW                                                                      | American Water Works Company, Inc.                                                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       324 | NS      | $45071.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                                  | KeHE Distributors, LLC/KeHE Finance Corporation/NextWave Distribution, Inc.                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $80780.93     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                                         | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178962.41    | 0.03%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    138000 | PA      | $119292.97    | 0.02%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176050.01    | 0.03%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                       | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    215000 | PA      | $218036.42    | 0.04%             | 2029-09-15      | Fixed         | 5.62%                 | 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        |   3834827 | PA      | $3588588.75   | 0.61%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                 | ERAC USA Finance, LLC                                                                         | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    179000 | PA      | $182387.31    | 0.03%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149877.88    | 0.03%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                                     | Hess Midstream Operations, LP                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $168257.74    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83335.39     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158312.43    | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63628.67     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                                  | RingCentral, Inc.                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    167000 | PA      | $178688.00    | 0.03%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NESTLE CAP CORP                                                                                  | Nestle Capital Corporation                                                                    | CUSIP: 64105MAD3<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141573.24    | 0.02%             | 2054-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                                          | SNF Group SACA                                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    148000 | PA      | $136565.99    | 0.02%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHAMPION HOMES INC                                                                               | Champion Homes, Inc.                                                                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2226 | NS      | $139369.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                      | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $97291.29     | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    183000 | PA      | $183672.16    | 0.03%             | 2025-08-10      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                              | Diebold Nixdorf, Inc.                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51983.86     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3740 | NS      | $1084263.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                                                                    | News Corporation, Class A                                                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       350 | NS      | $10402.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       335 | NS      | $81579.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127223.88    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                                   | DCLI Bidco, LLC                                                                               | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60777.49     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       555 | NS      | $311876.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                  | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $68156.50     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148094.74    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                                            | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    199000 | PA      | $259794.50    | 0.04%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                                          | CVR Partners, LP/CVR Nitrogen Finance Corporation                                             | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55929.28     | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192668.54    | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     98000 | PA      | $108113.21    | 0.02%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP                                                                                | TotalEnergies Capital SA                                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    264000 | PA      | $254050.94    | 0.04%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INS CO                                                                             | Dai-ichi Life Insurance Company, Ltd.                                                         | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $206860.17    | 0.04%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc.                                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55876.74     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150095.71    | 0.03%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC                                    | Barings Loan Partners CLO, Ltd. 2                                                             | CUSIP: 06763BAN9<br>LEI: 549300J1ZQ7BWN0H0X91 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $999768.00    | 0.17%             | 2034-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90509.99     | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                                           | Capital Southwest Corporation, Convertible                                                    | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11797.50     | 0.00%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    227000 | PA      | $235034.32    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2726 | NS      | $233318.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75431.46     | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304127 | PA      | $300909.35    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS FIN PLC                                                                                    | INEOS Finance plc                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    227000 | PA      | $227470.34    | 0.04%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1542 | NS      | $79567.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp, 4.950%                                                                   | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      4800 | NS      | $94368.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION CLO XXI LTD / BATTALION CLO XXI LLC                                                    | Battalion CLO XXI, Ltd.                                                                       | CUSIP: 07134WAU7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $1300000.00   | 0.22%             | 2034-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                                         | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119636.99    | 0.02%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINL SVCS INC NEW                                                                       | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90999.83     | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Lns Inc Mortgage Pass Through Ctf                                           | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    256657 | PA      | $227443.45    | 0.04%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                              | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95166.75     | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138606.98    | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                                       | Tronox, Inc.                                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     81000 | PA      | $69895.63     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                             | Howard Midstream Energy Partners, LLC                                                         | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $228218.47    | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / RWLV CAP INC                                                       | Resorts World Las Vegas, LLC/RWLV Capital, Inc.                                               | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $28346.66     | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49276.95     | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST FINL CORP IND                                                                              | First Financial Corporation                                                                   | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $2492.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112464.40    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $32199.55     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213334.80    | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85392.19     | 0.01%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| HOME RE 2023-1 LTD                                                                               | Home RE, Ltd.                                                                                 | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1027709.60   | 0.17%             | 2033-10-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FDG TR III                                                                          | Five Corners Funding Trust III                                                                | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103864.33    | 0.02%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78339.45     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | NextEra Energy, Inc., Convertible, 6.926%                                                     | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      3525 | NS      | $140083.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                        | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1977053 | PA      | $1825543.18   | 0.31%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSG SYS INTL INC                                                                                 | CSG Systems International, Inc., Convertible                                                  | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |    164000 | PA      | $184746.00    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    248000 | PA      | $256746.71    | 0.04%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN S A                                                                      | Consolidated Energy Finance SA                                                                | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    189000 | PA      | $162023.65    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1247 | NS      | $103725.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                                                                         | Southern California Edison Company                                                            | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179078.79    | 0.03%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                 | Centene Corporation                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    361000 | PA      | $322561.09    | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174493.59    | 0.03%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNX RES CORP                                                                                     | CNX Resources Corporation                                                                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101406.32    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                                    | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88943.00     | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    194000 | PA      | $187633.21    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104310.17    | 0.02%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39564.91     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC2 TR                                                                               | PRKCM Trust                                                                                   | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660161 | PA      | $662459.34    | 0.11%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| FIRST INDL RLTY TR INC                                                                           | First Industrial Realty Trust, Inc.                                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2471 | NS      | $118929.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

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

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer