# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0000811869-26-000214
**Filing Date:** 2026-5
**Character Count:** 394905
**Document Hash:** f274dd3b5f5d58bf474fe8495705abed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000811869-26-000214.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000811869-26-000214

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 261034751

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Conservative Allocation Fund (Series ID: S000001341)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003588 | Class A      | AAHYX           |
| C000003590 | Class S      | THYFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Mutual Funds

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** THRIVENT CONSERVATIVE ALLOCATION FUND

- **b. EDGAR series identifier (if any):** S000001341

- **c. LEI of Series:** 4N3KJY04WTHIJBZ2U251

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $977604285.60

**Total Liabilities:** $79610394.96

**Net Assets:** $897993890.64

**Delayed Delivery Securities:** $31412233.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13991.00000000 | **1-Year:** -3514.00000000 | **5-Year:** -27697.00000000 | **10-Year:** -49436.00000000 | **30-Year:** -170260.00000000

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

- **3-Month:** -433.00000000 | **1-Year:** -3821.00000000 | **5-Year:** -18195.00000000 | **10-Year:** -17220.00000000 | **30-Year:** -15601.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003590 | 1.14%                | 1.18%                | -2.54%               |
| Class ID C000003588 | 1.18%                | 1.15%                | -2.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2786484.39              | $4398240.64                                |
| Month 2  | $1767843.67              | $5845337.20                                |
| Month 3  | $275481.28               | $-25813618.26                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CRESCENT ENERGY CO                                            | Crescent Energy Company, Convertible                                    | CUSIP: 44952JAA2<br>LEI: 254900FBNP5A21Q39U97 | Long             | DBT              | CORP              | US        |    449000 | PA      | $515452.00    | 0.06%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through         | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2507497 | PA      | $2431630.43   | 0.27%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                            | Royalty Pharma plc                                                      | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1449 | NS      | $69508.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1415285.46   | 0.16%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                                                  | Wingstop, Inc.                                                          | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       295 | NS      | $45716.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                              | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75498.50     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                        | Berkshire Hathaway, Inc.                                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2266 | NS      | $1085867.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172820.01    | 0.02%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386359.66    | 0.04%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC2                                                   | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    768587 | PA      | $767084.44    | 0.09%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                             | General Motors Company                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2854 | NS      | $212623.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER PROPERTIES LP                                          | Tanger Properties, LP, Convertible                                      | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44035.20     | 0.00%             | 2031-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                             | Eversource Energy                                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       449 | NS      | $31106.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                                   | Ashland, Inc.                                                           | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1736 | NS      | $96538.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, Convertible, 7.250%                        | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       540 | NS      | $643442.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                       | DraftKings Holdings, Inc., Convertible                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    797000 | PA      | $717300.00    | 0.08%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, 4.950%                                                | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     13600 | NS      | $262480.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DIGITAL REALTY TRUST LP                                       | Digital Realty Trust, LP, Convertible                                   | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    201000 | PA      | $212784.67    | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL9                                                     | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1102543.97   | 0.12%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                             | Cisco Systems, Inc.                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     16834 | NS      | $1306150.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-4A                       | CUSIP: 05377RLB8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1715413.35   | 0.19%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    189000 | PA      | $203878.27    | 0.02%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144775.68    | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bills                                                     | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    300000 | PA      | $298548.00    | 0.03%             |  |  |  | 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        |   5264209 | PA      | $5246687.76   | 0.58%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC (DELAWARE)                        | Honeywell International, Inc.                                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4561 | NS      | $1030922.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                            | Exelon Corporation, Convertible                                         | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170540.37    | 0.02%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-7                                                        | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $750533.70    | 0.08%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| TIMKEN COMPANY                                                | Timken Company                                                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2000 | NS      | $201140.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316237.07    | 0.04%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL INC.                                              | ICU Medical, Inc.                                                       | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       667 | NS      | $86143.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                               | Pegasystems, Inc.                                                       | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2690 | NS      | $114486.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                   | Parker-Hannifin Corporation                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       785 | NS      | $702763.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6438637 | PA      | $5234483.19   | 0.58%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                   | Trimble, Inc.                                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      2352 | NS      | $153420.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2007-1                                           | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    362173 | PA      | $236279.83    | 0.03%             | 2046-09-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                     | Realty Income Corporation, Convertible                                  | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153075.00    | 0.02%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXELIXIS INC.                                                 | Exelixis, Inc.                                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      3454 | NS      | $148142.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                | Mastercard, Inc.                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1319 | NS      | $659051.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                               | United Therapeutics Corporation                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       208 | NS      | $123339.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                | ConocoPhillips                                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     11010 | NS      | $1453320.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN CREDIT STRATEGIES INCOME FUND                          | Nuveen Credit Strategies Income Fund                                    | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     54726 | NS      | $266515.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST                        | Banc of America Alternative Loan Trust 2005-10                          | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    439711 | PA      | $394862.84    | 0.04%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC.                          | Applied Industrial Technologies, Inc.                                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       334 | NS      | $88616.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                        | Laureate Education, Inc.                                                | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      1174 | NS      | $40902.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT HOLDINGS I LLC                                            | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                   | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $106537.50    | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                     | Warner Brothers Discovery, Inc.                                         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     20556 | NS      | $564467.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                        | Intuitive Surgical, Inc.                                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1622 | NS      | $747725.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-1A                       | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $931210.08    | 0.10%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                     | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165039.93    | 0.02%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                | Zebra Technologies Corporation                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       644 | NS      | $134647.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                            | Athene Holding, Ltd., 5.625%                                            | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      7800 | NS      | $147264.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc., Convertible                                 | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    184000 | PA      | $231380.00    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                | CBRE Group, Inc.                                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4172 | NS      | $565139.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2024-1                           | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    473014 | PA      | $478162.01    | 0.05%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                     | Aptiv plc                                                               | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      5051 | NS      | $350741.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104114.40    | 0.01%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 5.000%                               | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      8225 | NS      | $153396.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH                                          | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157236.42    | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | 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        |    852925 | PA      | $697693.19    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FASTENAL COMPANY                                              | Fastenal Company                                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     12816 | NS      | $594662.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                                           | Viavi Solutions, Inc., Convertible                                      | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    166000 | PA      | $413340.00    | 0.05%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                       | SBA Communications Corporation                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       693 | NS      | $119272.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                  | BioMarin Pharmaceutical, Inc., Convertible                              | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    228000 | PA      | $219586.80    | 0.02%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMAC Mortgage Corporation Loan Trust 2005-AR2                           | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    244902 | PA      | $220729.20    | 0.02%             | 2035-05-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                    | Zoetis, Inc., Convertible                                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    336000 | PA      | $333480.00    | 0.04%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-46                   | CUSIP: 3136AEAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     21541 | PA      | $25.67        | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      5681 | NS      | $222865.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XIV, Ltd. 2019-14A                                        | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |   1825000 | PA      | $1812980.55   | 0.20%             | 2035-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                               | Xcel Energy, Inc.                                                       | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156188.45    | 0.02%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ISHARES S&P US PREFERRED STOCK                                | iShares Preferred and Income Securities ETF                             | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |     18000 | NS      | $545760.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Alternative Loan Trust 2006-24CB                                        | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    512768 | PA      | $255762.87    | 0.03%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                            | Analog Devices, Inc.                                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       969 | NS      | $308277.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV1                                                | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1134790 | PA      | $1146847.64   | 0.13%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH FINANCIAL INC                                         | Triumph Financial, Inc.                                                 | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2036 | NS      | $121467.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME E-mini S&P Mid-Cap 400 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -16 | NC      | $-46977.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-85CB                            | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    131468 | PA      | $102849.55    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                         | Antero Midstream Corporation                                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6533 | NS      | $148952.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-6                                                        | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422269 | PA      | $422579.35    | 0.05%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3970 | NS      | $584026.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc., Convertible                      | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    102000 | PA      | $141525.00    | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| D R HORTON INC                                                | D.R. Horton, Inc.                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3280 | NS      | $450081.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                                       | CECO Environmental Corporation                                          | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       335 | NS      | $19959.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                          | Tradeweb Markets, Inc.                                                  | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $27885.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.375%                                           | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     12850 | NS      | $224232.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120621.79    | 0.01%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    176000 | PA      | $163064.00    | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170722.50    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc., Convertible                              | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    213000 | PA      | $216514.50    | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128235.72    | 0.01%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                     | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128250.00    | 0.01%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2024-NPL1                                                     | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620864 | PA      | $621629.98    | 0.07%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    473000 | PA      | $462357.50    | 0.05%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL4                                                     | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-CBDO         | CORP              | US        |   1059031 | PA      | $1060024.82   | 0.12%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                              | Ventas Realty, LP, Convertible                                          | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    156000 | PA      | $231956.40    | 0.03%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3                | CUSIP: 617960AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1425000 | PA      | $1420900.28   | 0.16%             | 2071-03-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                      | Northern Oil and Gas, Inc., Convertible                                 | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    683000 | PA      | $748973.55    | 0.08%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                        | UnitedHealth Group, Inc.                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1926 | NS      | $521156.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                                 | WD-40 Company                                                           | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       607 | NS      | $123791.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-3A                                | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $755017.28    | 0.08%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                         | Essential Properties Realty Trust, Inc.                                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     10609 | NS      | $322089.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                           | Williams-Sonoma, Inc.                                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       563 | NS      | $102651.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                              | BrightSpring Health Services, Inc.                                      | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1592 | NS      | $67835.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT C, LLC 2021-NPL9                                                   | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1912870 | PA      | $1913260.30   | 0.21%             | 2051-05-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                | JBT Marel Corporation, Convertible                                      | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    440000 | PA      | $426360.00    | 0.05%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                  | Sunnova Hestia II Issuer, LLC 2024-GRID1                                | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1114654 | PA      | $1079915.65   | 0.12%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                          | Associated Banc-Corp                                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2244 | NS      | $58029.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-2                                             | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1016443 | PA      | $997426.07    | 0.11%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-6A                                | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $739291.13    | 0.08%             | 2032-05-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                    | Neurocrine Biosciences, Inc.                                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       333 | NS      | $43869.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3722082 | PA      | $3546984.82   | 0.39%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                    | NetApp, Inc.                                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       531 | NS      | $54369.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                         | Envista Holdings Corporation, Convertible                               | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117041.25    | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                   | Popular, Inc.                                                           | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       486 | NS      | $65206.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS JET SECURITIES                                       | Business Jet Securities, LLC 2022-1A                                    | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    563479 | PA      | $557315.55    | 0.06%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                          | Howmet Aerospace, Inc.                                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1114 | NS      | $256732.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      3779 | NS      | $163101.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                                | Wintrust Financial Corporation                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       765 | NS      | $106289.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND                       | iShares Biotechnology ETF                                               | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             |  | RF                | US        |      1008 | NS      | $170200.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC                                      | Northwest Bancshares, Inc.                                              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       778 | NS      | $9872.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | Fifth Third Bancorp                                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      4446 | NS      | $206561.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-43                              | CUSIP: 12667G5Z2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    212226 | PA      | $184705.85    | 0.02%             | 2035-10-25      | Variable      | 4.13%                 | 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        |   1552298 | PA      | $1269745.19   | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     11180 | NS      | $1839892.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                           | TE Connectivity plc                                                     | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1385 | NS      | $289492.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC.                                                    | Graco, Inc.                                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       872 | NS      | $73814.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc., 6.375%                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      6425 | NS      | $146297.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ENCOMPASS HEALTH CORP                                         | Encompass Health Corporation                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1002 | NS      | $96923.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128081.29    | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-2                                             | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    469800 | PA      | $468811.26    | 0.05%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                           | Global Payments, Inc., Convertible                                      | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    344000 | PA      | $303081.56    | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-2                                                        | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1482919 | PA      | $1479418.61   | 0.16%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11400000 | PA      | $11478375.00  | 1.28%             | 2028-07-31      | Fixed         | 4.12%                 | 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        |   3291769 | PA      | $2960703.89   | 0.33%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                              | InterDigital, Inc., Convertible                                         | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $269272.50    | 0.03%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABRDN INCOME CREDIT STRATEGIES FUND                           | abrdn Income Credit Strategies Fund                                     | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |     48060 | NS      | $245106.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                       | NVR, Inc.                                                               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        23 | NS      | $151566.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED BANK                                              | Amalgamated Financial Corporation                                       | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       952 | NS      | $37004.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                               | Philip Morris International, Inc.                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1148 | NS      | $189810.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                           | Comcast Corporation                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     16764 | NS      | $481294.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                    | Sabra Health Care REIT, Inc.                                            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      4391 | NS      | $84438.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                             | TJX Companies, Inc.                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       963 | NS      | $153791.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM3                                                    | CUSIP: 69380TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1475000 | PA      | $1488338.43   | 0.17%             | 2068-11-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC                             | Tanger, Inc.                                                            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      8393 | NS      | $285194.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    165000 | PA      | $198825.00    | 0.02%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS LTD                                              | Wynn Resorts, Ltd.                                                      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      2115 | NS      | $214778.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                          | BWX Technologies, Inc., Convertible                                     | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    708000 | PA      | $733488.00    | 0.08%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                            | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    245834 | PA      | $247900.95    | 0.03%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INCOME TRUST INC                                    | BlackRock Income Trust, Inc.                                            | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |     12860 | NS      | $135930.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                                     | Adobe, Inc.                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       636 | NS      | $154598.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYSTAR HOLDING CORP                                          | Waystar Holding Corporation                                             | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |      2020 | NS      | $48702.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                           | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    282000 | PA      | $286906.46    | 0.03%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162124.79    | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| OLD NATIONAL BANCORP                                          | Old National Bancorp                                                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      3711 | NS      | $82013.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2023-3                                       | CUSIP: 46656RAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    734771 | PA      | $729750.16    | 0.08%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2023-NQM4                                                    | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    924416 | PA      | $869081.70    | 0.10%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE STRATEGIC CREDIT 2027 TERM FUND                    | Blackstone Strategic Credit 2027 Term Fund                              | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |     18780 | NS      | $209397.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                              | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     14838 | NS      | $1394475.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196435.12    | 0.02%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC (PRE-MERGER)                  | Pinnacle Financial Partners, Inc., 8.397%                               | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3500 | NS      | $89495.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                     | Apple, Inc.                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     18287 | NS      | $4641057.73   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XPQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3496658 | PA      | $3578325.91   | 0.40%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                                | Atlantic Union Bankshares Corporation                                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2212 | NS      | $79056.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO DYNAMIC INCOME FUND                                     | Pimco Dynamic Income Fund                                               | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |     12370 | NS      | $211650.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                   | OFG Bancorp                                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       484 | NS      | $19582.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                           | Onto Innovation, Inc.                                                   | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1468 | NS      | $301042.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                    | Bridgewater Bancshares, Inc.                                            | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      3945 | NS      | $69826.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                  | Apollo Global Management, Inc., Convertible, 6.750%                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      4686 | NS      | $273943.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385VY9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    500000 | PA      | $498803.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                    | Peabody Energy Corporation, Convertible                                 | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |    211000 | PA      | $387607.00    | 0.04%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                        | Rockford Tower CLO, Ltd. 2021-3A                                        | CUSIP: 77341NAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1500663.00   | 0.17%             | 2038-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | Crown Castle, Inc.                                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     10342 | NS      | $840908.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                                           | Terreno Realty Corporation                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1818 | NS      | $111661.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE ST INST US GOV MM FUND                                  | State Street Institutional U.S. Government Money Market Fund            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  27425430 | NS      | $27425429.66  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2020-89                   | CUSIP: 3136BCF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1914200 | PA      | $254439.50    | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                   | Cigna Group                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3488 | NS      | $930424.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                                         | ICF International, Inc.                                                 | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1199 | NS      | $78282.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | Countrywide Home Loan Mortgage Pass Through Trust 2005-22               | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357821 | PA      | $297851.94    | 0.03%             | 2035-11-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                     | Nokia Oyj ADR                                                           | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     31883 | NS      | $256339.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 6.200%                                                         | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      9950 | NS      | $236113.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                            | Nextera Energy, Inc., Convertible, 7.234%                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      2984 | NS      | $156779.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                           | Meritage Homes Corporation, Convertible                                 | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     96000 | PA      | $92448.00     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $165066.56    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                    | Santander Mortgage Asset Receivable Trust 2025-NQM5                     | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |    573707 | PA      | $571758.16    | 0.06%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1282937.50   | 0.14%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-11                                    | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348716 | PA      | $349846.21    | 0.04%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CASEYS GENERAL STORES INC                                     | Casey's General Stores, Inc.                                            | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       212 | NS      | $154306.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                           | Otis Worldwide Corporation                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       636 | NS      | $49022.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME E-mini S&P 500 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        48 | NC      | $-363108.14   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST             | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 2005-AR1           | CUSIP: 251510FG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248622 | PA      | $221963.68    | 0.02%             | 2035-08-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                             | Johnson & Johnson                                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6872 | NS      | $1679791.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                               | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    105000 | PA      | $124005.00    | 0.01%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                | Walt Disney Company                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2728 | NS      | $262924.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RCF1                                                     | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    893221 | PA      | $881496.48    | 0.10%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME E-mini Russell 2000 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -60 | NC      | $-16288.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                                           | Spectrum Brands, Inc., Convertible                                      | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    259000 | PA      | $258171.20    | 0.03%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                | LCI Industries, Convertible                                             | CUSIP: 501812AD3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    363000 | PA      | $436144.50    | 0.05%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $7120921.88   | 0.79%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                      | Turning Point Brands, Inc.                                              | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1357 | NS      | $117774.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                     | Linde plc                                                               | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       799 | NS      | $396112.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT XCVII, LLC 2021-NPL6                                               | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180391 | PA      | $180439.52    | 0.02%             | 2051-04-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND      | Voya Global Equity Dividend & Premium Opportunity Fund                  | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     41817 | NS      | $238356.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, Convertible, 7.500%                              | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       743 | NS      | $858165.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                        | Arch Capital Group, Ltd.                                                | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      2674 | NS      | $256677.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                               | Caterpillar, Inc.                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1879 | NS      | $1331196.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.700%                                                  | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      1275 | NS      | $22771.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                   | Cencora, Inc.                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1340 | NS      | $420947.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3176671 | PA      | $2944861.15   | 0.33%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166622.28    | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                           | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $161064.96    | 0.02%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                          | Amentum Holdings, Inc.                                                  | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     12495 | NS      | $325869.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                            | United Rentals, Inc.                                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       182 | NS      | $132597.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                                       | Warner Music Group Corporation                                          | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21922 | NS      | $559887.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58846.33     | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | 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        |       101 | NC      | $-71964.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                               | PPL Corporation, Convertible, 7.000%                                    | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |      1459 | NS      | $74832.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                        | O'Reilly Automotive, Inc.                                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3412 | NS      | $314961.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2007-QS6                         | CUSIP: 75116CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    468672 | PA      | $398855.23    | 0.04%             | 2037-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL3                                          | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $753349.73    | 0.08%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $116460.00    | 0.01%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $220115.00    | 0.02%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                | EPR Properties                                                          | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       988 | NS      | $49360.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                                          | Medpace Holdings, Inc.                                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       644 | NS      | $309242.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    206000 | PA      | $221965.00    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2025-12MPR                                   | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    814190 | PA      | $806223.32    | 0.09%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                          | Jacobs Solutions, Inc.                                                  | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      3622 | NS      | $461008.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                                         | Air Lease Corporation                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268284.58    | 0.03%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                           | Arista Networks, Inc.                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4914 | NS      | $603340.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                    | AbbVie, Inc.                                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       261 | NS      | $56764.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO INCOME STRATEGY FUND II                                 | PIMCO Income Strategy Fund II                                           | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |     18421 | NS      | $126920.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, 4.200%                                          | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     15500 | NS      | $259625.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271125.00    | 0.03%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                            | MetroNet Infrastructure Issuer, LLC 2025-2A                             | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008580.90   | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                        | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    288000 | PA      | $321408.00    | 0.04%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BATTALION CLO LTD                                             | Battalion CLO XXI, Ltd. 2021-21A                                        | CUSIP: 07134WAU7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2475000.00   | 0.28%             | 2034-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                   | PepsiCo, Inc.                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3273 | NS      | $508264.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS LOAN PARTNERS CLO LTD 2                               | Barings Loan Partners CLO, Ltd. 2 LP-2A                                 | CUSIP: 06763BAN9<br>LEI: 549300J1ZQ7BWN0H0X91 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1493313.00   | 0.17%             | 2034-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OLD SECOND BANCORP INC.                                       | Old Second Bancorp, Inc.                                                | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      1793 | NS      | $36146.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                             | Nucor Corporation                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      5121 | NS      | $865961.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4161                     | CUSIP: 3137AYPJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    201027 | PA      | $2764.24      | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                 | Synaptics, Inc., Convertible                                            | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    362000 | PA      | $373946.00    | 0.04%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    276000 | PA      | $382260.00    | 0.04%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC VALUE FUND INC                          | Cornerstone Strategic Investment Fund, Inc.                             | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |     21815 | NS      | $158813.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALPHABET INC                                                  | Alphabet, Inc., Class A                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8744 | NS      | $2514424.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.625%                                        | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     12050 | NS      | $230396.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN                      | Structured Adjustable Rate Mortgage Loan Trust 2005-15                  | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151044 | PA      | $133672.46    | 0.01%             | 2035-07-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                          | Innovative Industrial Properties, Inc.                                  | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       848 | NS      | $42535.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                   | Vistra Energy Corporation                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      4016 | NS      | $603725.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                     | Host Hotels & Resorts, Inc.                                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      6534 | NS      | $125191.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B SANFILIPPO & SON INC                                   | John B. Sanfilippo & Son, Inc.                                          | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1463 | NS      | $116059.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5092                     | CUSIP: 3137FYCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3650233 | PA      | $303895.77    | 0.03%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                               | T-Mobile US, Inc.                                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       610 | NS      | $128118.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO LIFE INSURANCE CO                                    | Sumitomo Life Insurance Company                                         | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $264596.70    | 0.03%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                    | Samsung Electronics Company, Ltd.                                       | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     14481 | NS      | $1693717.91   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc., Convertible                                  | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167040.00    | 0.02%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5051                     | CUSIP: 3137F82F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2710695 | PA      | $355783.28    | 0.04%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                          | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $292817.61    | 0.03%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    266000 | PA      | $269941.71    | 0.03%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                 | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $409020.00    | 0.05%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVIDEND CF                               | abrdn Total Dynamic Dividend Fund                                       | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |     13509 | NS      | $124417.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                 | PGIM Global High Yield Fund, Inc.                                       | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |     21682 | NS      | $252595.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED INTERNATIONAL DIVIDEND TRUST               | BlackRock Enhanced International Dividend Trust                         | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |     11668 | NS      | $63123.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                      | Eastman Chemical Company                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      3274 | NS      | $249871.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation, 4.450%                                      | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      3900 | NS      | $68952.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SYSCO CORPORATION                                             | Sysco Corporation                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     10432 | NS      | $744114.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                  | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    274000 | PA      | $284914.52    | 0.03%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      7100 | NS      | $519578.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through  | CUSIP: 01F042442<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1985594.18   | 0.22%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                                                 | Frontdoor, Inc.                                                         | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       592 | NS      | $31293.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPM CLO 3 LTD                                                 | PPM CLO 3, Ltd. 2019-3A                                                 | CUSIP: 69355EBA2<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $496290.00    | 0.06%             | 2034-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                  | Costco Wholesale Corporation                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       616 | NS      | $613800.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137417.06    | 0.02%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-147                  | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    286216 | PA      | $2990.10      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      7401 | NS      | $523398.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                                 | Lincoln Electric Holdings, Inc.                                         | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       773 | NS      | $192538.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED GLOBAL DIVIDEND TRUST                      | BlackRock Enhanced Global Dividend Trust                                | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     21332 | NS      | $233798.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                           | Newmont Corporation                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2125 | NS      | $230031.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                  | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    150000 | PA      | $36000.00     | 0.00%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2024-3                           | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381032 | PA      | $384493.67    | 0.04%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                           | Bank of Nova Scotia                                                     | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    197000 | PA      | $193524.42    | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | 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        |   7796851 | PA      | $6337069.49   | 0.71%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                            | NVIDIA Corporation                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     34790 | NS      | $6067376.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                              | DHT Holdings, Inc.                                                      | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      1926 | NS      | $35188.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP                                | Central Pacific Financial Corporation                                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       203 | NS      | $6487.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM LTD PARTNERSHIP                                           | LCM 41, Ltd. 41A                                                        | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |   2900000 | PA      | $2780351.80   | 0.31%             | 2036-04-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                | ServiceNow, Inc.                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4326 | NS      | $452283.30    | 0.05%             |  |  |  | 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        |      5062 | NS      | $326549.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                              | American International Group, Inc.                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      7177 | NS      | $540069.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2022-C17                                           | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5946685 | PA      | $354478.30    | 0.04%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19450000 | PA      | $19180163.15  | 2.14%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                       | Helios Technologies, Inc.                                               | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      1637 | NS      | $105930.27    | 0.01%             |  |  |  | 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        |    534752 | PA      | $533342.69    | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4119                     | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    812683 | PA      | $56170.02     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83928.85     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| LITTELFUSE INC                                                | Littelfuse, Inc.                                                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       427 | NS      | $144902.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                    | Northern Trust Corporation                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1547 | NS      | $215914.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                    | STERIS plc                                                              | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1268 | NS      | $280392.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP                                                    | HEICO Corporation                                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       266 | NS      | $56149.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                                  | Veralto Corporation                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1429 | NS      | $126352.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                      | Moog, Inc.                                                              | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       353 | NS      | $103301.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                    | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217987.31    | 0.02%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)      | Bell Telephone Company of Canada                                        | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $168880.64    | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1206257.09   | 0.13%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                  | Autodesk, Inc.                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2007 | NS      | $480475.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible, 7.500%                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      5566 | NS      | $317095.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA HONG KONG CO LTD                                   | SharkNinja, Inc.                                                        | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2588 | NS      | $274069.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                  | Alphabet, Inc., Class C                                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11354 | NS      | $3257008.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC.                                                   | Copart, Inc.                                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1853 | NS      | $61519.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom, Inc.                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |      6456 | NS      | $1998196.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                 | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $214930.17    | 0.02%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS INC                                              | NMI Holdings, Inc.                                                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       349 | NS      | $13090.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN ASIA-PACIFIC INCOME FUND INC                            | abrdn Asia-Pacific Income Fund, Inc.                                    | CUSIP: 003009867<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |     14380 | NS      | $207359.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127611.75    | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5417300 | PA      | $4572741.37   | 0.51%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                         | Republic Services, Inc.                                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       556 | NS      | $121775.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                             | First Industrial Realty Trust, Inc.                                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4477 | NS      | $258994.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                               | Sony Group Corporation ADR                                              | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     21426 | NS      | $443518.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| WASTE MANAGEMENT INC                                          | Waste Management, Inc.                                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       406 | NS      | $93294.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                 | PGIM High Yield Bond Fund, Inc.                                         | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |     16825 | NS      | $221417.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REDDIT INC                                                    | Reddit, Inc.                                                            | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      1035 | NS      | $139362.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT INC                           | Concentra Group Holdings Parent, Inc.                                   | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4791 | NS      | $102766.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162608.94    | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                  | Coca-Cola Company                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       590 | NS      | $44869.50     | 0.00%             |  |  |  | No            |                  1 | 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        |   4478420 | PA      | $4151254.30   | 0.46%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIKING HOLDINGS LTD                                           | Viking Holdings, Ltd.                                                   | CUSIP: G93A5A101<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |      1936 | NS      | $142257.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164527.84    | 0.02%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-1A                                | CUSIP: 69703NAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1425000 | PA      | $1401414.83   | 0.16%             | 2032-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST                            | Renaissance Home Equity Loan Trust 2006-2                               | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1429634 | PA      | $474087.93    | 0.05%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS                  | Washington Mutual Mortgage Pass-Through Certificates 2005-1             | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279290 | PA      | $244567.25    | 0.03%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES                 | First Horizon Alternative Mortgage Securities Trust 2005-AA5            | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113895 | PA      | $107828.09    | 0.01%             | 2035-07-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM1                                                    | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1124000 | PA      | $1127688.18   | 0.13%             | 2068-01-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| VIRTUS DIVIDEND INTEREST & PREMIUM STRATEGY FUND              | Virtus Dividend, Interest & Premium Strategy Fund                       | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |     17412 | NS      | $219565.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ADVISORS LLC                                        | BlackRock Capital Allocation Term Trust                                 | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |     10604 | NS      | $149834.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| US BANCORP                                                    | U.S. Bancorp, 4.000%                                                    | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     10000 | NS      | $156000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3983400 | PA      | $3419454.46   | 0.38%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                           | Shift4 Payments, Inc., Convertible                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $401250.00    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                    | Advanced Micro Devices, Inc.                                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1296 | NS      | $263645.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                 | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    163000 | PA      | $148362.60    | 0.02%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP (MICHIGAN)                              | Independent Bank Corporation/MI                                         | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $5994.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2007-QS1                         | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250975 | PA      | $199765.68    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-9INV                                       | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398466 | PA      | $361011.08    | 0.04%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                       | Extra Space Storage, Inc.                                               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1030 | NS      | $135063.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES COMPANY (THE)                                  | New York Times Company                                                  | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       147 | NS      | $12308.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc., Convertible                                                | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65415.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                             | CNH Industrial NV                                                       | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     60339 | NS      | $663729.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                             | Marriott Vacations Worldwide Corporation, Convertible                   | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    249000 | PA      | $239040.00    | 0.03%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | Elevance Health, Inc.                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       133 | NS      | $38935.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                    | CF Industries Holdings, Inc.                                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      7527 | NS      | $977305.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.125%                                                  | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     13025 | NS      | $203841.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINANCIAL SERVICES INC                               | Orrstown Financial Services, Inc.                                       | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       613 | NS      | $22117.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385WD4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99710.81     | 0.01%             |  |  |  | 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        |   3730576 | PA      | $3556374.97   | 0.40%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT 10-Yr. U.S. Treasury Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        20 | NC      | $1506.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC.                                       | IDEXX Laboratories, Inc.                                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       220 | NS      | $123615.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.250%                                     | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     15275 | NS      | $259675.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                   | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    277000 | PA      | $290983.79    | 0.03%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    158000 | PA      | $167456.62    | 0.02%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                      | Ameriprise Financial, Inc.                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       716 | NS      | $318190.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    162000 | PA      | $161276.18    | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                     | CIM Trust 2023-I1                                                       | CUSIP: 12570DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1026605 | PA      | $1023265.70   | 0.11%             | 2058-04-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | Royal Bank of Canada                                                    | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200732.00    | 0.02%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.750%                                           | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     11800 | NS      | $224200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                       | Bristol-Myers Squibb Company                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      5885 | NS      | $356925.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc.                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5029 | NS      | $361735.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP TECHNOLOGIES INC                                          | UFP Technologies, Inc.                                                  | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       336 | NS      | $65049.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.299%                               | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      4035 | NS      | $225879.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FUND INC                            | BlackRock Debt Strategies Fund, Inc.                                    | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      5762 | NS      | $55257.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                     | Palantir Technologies, Inc.                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6252 | NS      | $914542.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      8042 | NS      | $1053019.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC IMJA MORTGAGE LOAN TRUST                              | IndyMac IMJA Mortgage Loan Trust 2007-A3                                | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    951758 | PA      | $354296.37    | 0.04%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GREENBRIER CO INC                                             | Greenbrier Companies, Inc., Convertible                                 | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    303000 | PA      | $349480.20    | 0.04%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET                          | Merrill Lynch Alternative Note Asset Trust 2007-F1                      | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    887613 | PA      | $266826.20    | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3752648.43   | 0.42%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2023-PJ3                            | CUSIP: 36270FAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    729992 | PA      | $729613.71    | 0.08%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                      | Agilent Technologies, Inc.                                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3259 | NS      | $371460.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                           | Badger Infrastructure Solutions, Ltd.                                   | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      1799 | NS      | $80231.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 4.800%                               | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      3900 | NS      | $69537.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2025-12                                          | CUSIP: 81749XAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $952461.50    | 0.11%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                   | Shopify, Inc.                                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      2279 | NS      | $270334.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK TRUST                                                    | BANK 2018-BN12                                                          | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981236.10    | 0.11%             | 2061-05-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                   | MGIC Investment Corporation                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      3391 | NS      | $89013.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                             | Pinnacle West Capital Corporation, Convertible                          | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $125950.00    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                        | Louisiana-Pacific Corporation                                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       834 | NS      | $60673.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                   | Walmart, Inc.                                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5122 | NS      | $636562.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    241000 | PA      | $243114.53    | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 5.700%                                   | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      3900 | NS      | $91650.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS INC                                           | CSW Industrials, Inc.                                                   | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       269 | NS      | $70096.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                     | Avnet, Inc., Convertible                                                | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    113000 | PA      | $122492.00    | 0.01%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                 | Intercontinental Exchange, Inc.                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      7178 | NS      | $1128955.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                                   | Datadog, Inc.                                                           | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1440 | NS      | $169992.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                                   | GoDaddy, Inc.                                                           | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       316 | NS      | $26123.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMP                                | Portland General Electric Company                                       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      7213 | NS      | $380630.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                     | Taiwan Semiconductor Manufacturing Company, Ltd. ADR                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4056 | NS      | $1370725.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                          | Verisk Analytics, Inc.                                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1420 | NS      | $269445.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP LP                                          | Kite Realty Group, LP, Convertible                                      | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14017.77     | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-152                  | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    123588 | PA      | $1511.52      | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4203                     | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    548117 | PA      | $18701.44     | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160994.34    | 0.02%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                  | Crane NXT Company                                                       | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1582 | NS      | $64213.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc., 4.750%                                                   | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      3900 | NS      | $71604.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166225.31    | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                    | AMETEK, Inc.                                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2596 | NS      | $556478.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                               | Ross Stores, Inc.                                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2264 | NS      | $490450.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2007-18                                 | CUSIP: 12544JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    689468 | PA      | $276168.54    | 0.03%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117237.50    | 0.01%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                         | Flowserve Corporation                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     10807 | NS      | $794422.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                 | Carnival Corporation                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        28 | NS      | $724.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3461773 | PA      | $3355992.29   | 0.37%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD                                           | 522 Funding CLO, Ltd. 2019-5A                                           | CUSIP: 33829WAQ2<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-O            | CORP              | KY        |   1150000 | PA      | $1140452.70   | 0.13%             | 2035-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC.                                   | Vishay Intertechnology, Inc., Convertible                               | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    606000 | PA      | $581457.00    | 0.06%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                    | Intuit, Inc.                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       432 | NS      | $186788.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.625%                                                  | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      5025 | NS      | $88038.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL6                                                     | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-CBDO         | CORP              | US        |    719225 | PA      | $720331.41    | 0.08%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC.                                | CSG Systems International, Inc., Convertible                            | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |    347000 | PA      | $422125.50    | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-15                   | CUSIP: 3136BVQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2000000 | PA      | $1954617.80   | 0.22%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                       | Dryden 72 CLO, Ltd. 2019-72A                                            | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1075000 | PA      | $1075161.25   | 0.12%             | 2032-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                         | 3M Company                                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       676 | NS      | $98175.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2006-A1                                      | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311054 | PA      | $211773.45    | 0.02%             | 2036-02-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                            | MetroNet Infrastructure Issuer, LLC 2025-4A                             | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $547449.82    | 0.06%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                          | Ares Management Corporation, Convertible, 6.750%                        | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      4708 | NS      | $170335.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                  | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    119000 | PA      | $135993.20    | 0.02%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                    | Nasdaq, Inc.                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      4096 | NS      | $347709.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    166000 | PA      | $196627.00    | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                    | Lightpath Fiber Issuer, LLC 2026-1A                                     | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1545703.40   | 0.17%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5249                     | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1979483 | PA      | $1956334.54   | 0.22%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                 | Boston Scientific Corporation                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6057 | NS      | $380076.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core High Yield Bond Fund                                      | CUSIP: 88588C801<br>LEI: N/A                  | Long             |  | RF                | US        |   3962904 | NS      | $77818762.79  | 8.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                     | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      7239 | NS      | $858762.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                  | Saxon Asset Securities Trust 2004-2                                     | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567623 | PA      | $521987.83    | 0.06%             | 2035-08-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                              | Puget Energy, Inc.                                                      | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156796.11    | 0.02%             | 2056-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                               | EMCOR Group, Inc.                                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       466 | NS      | $344052.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2025-1                                                | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1302957 | PA      | $1297805.24   | 0.14%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.750%                                        | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     10750 | NS      | $209517.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                                         | Monster Beverage Corporation                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1022 | NS      | $74054.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                               | BRAVO Residential Funding Trust 2026-NQM3                               | CUSIP: 10571LAF8<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-CBDO         | CORP              | US        |    989285 | PA      | $981884.86    | 0.11%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave, Inc., Convertible                                            | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340374.00    | 0.04%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                         | Texas Instruments, Inc.                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2881 | NS      | $559317.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Short-Term Reserve Fund                                   | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2672929 | NS      | $26729286.14  | 2.98%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                          | International Business Machines Corporation                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2551 | NS      | $618336.89    | 0.07%             |  |  |  | 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        |       -21 | NC      | $65237.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARZETTI CO                                                   | Marzetti Company                                                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       338 | NS      | $46755.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4074                     | CUSIP: 3137ASKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    198612 | PA      | $2656.49      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES                 | First Horizon Alternative Mortgage Securities Trust 2005-AA2            | CUSIP: 32051GHJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    127325 | PA      | $125451.22    | 0.01%             | 2035-03-25      | Variable      | 5.48%                 | 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        |   1567553 | PA      | $1606617.85   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2007-AR5                            | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    762957 | PA      | $694517.54    | 0.08%             | 2037-04-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                   | Western Digital Corporation                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       464 | NS      | $125507.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                           | Halliburton Company                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     21969 | NS      | $856571.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc.                                          | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172312.16    | 0.02%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 L                              | Octagon Investment Partners 50, Ltd. 2020-4A                            | CUSIP: 67592MBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2150000 | PA      | $2128424.75   | 0.24%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5617                     | CUSIP: 3137HPN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1398451 | PA      | $1385476.93   | 0.15%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CREDIT ALLOCATION INCOME TRUST                      | BlackRock Credit Allocation Income Trust                                | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     28301 | NS      | $285840.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162360.16    | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1460325 | PA      | $1255528.92   | 0.14%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                     | AvalonBay Communities, Inc.                                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1165 | NS      | $190302.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVIDEND TRUST                      | BlackRock Enhanced Equity Dividend Trust                                | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      4227 | NS      | $36436.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                        | Vontive Mortgage Trust 2025-RTL1                                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1375000 | PA      | $1390921.81   | 0.15%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    196000 | PA      | $156898.00    | 0.02%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                   | Western Digital Corporation, Convertible                                | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    101000 | PA      | $722978.20    | 0.08%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193257.27    | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2025-BNK49                                                         | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7472338 | PA      | $343296.40    | 0.04%             | 2058-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                                     | Chubb, Ltd.                                                             | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2200 | NS      | $717046.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                    | PacifiCorp                                                              | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146425.17    | 0.02%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                        | U.S. Treasury Bills                                                     | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    500000 | PA      | $496889.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                    | Ecolab, Inc.                                                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1562 | NS      | $415523.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                     | Amgen, Inc.                                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       769 | NS      | $270572.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                | Amazon.com, Inc.                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     21992 | NS      | $4580273.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                    | Allstate Corporation                                                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2150 | NS      | $445781.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                           | Alliant Energy Corporation                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2201 | NS      | $157943.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                      | Ferguson Enterprises, Inc.                                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       480 | NS      | $111964.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                    | Dexcom, Inc.                                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      3161 | NS      | $198510.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                | Marsh & McLennan Companies, Inc.                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3655 | NS      | $633959.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2024-103                  | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1500000 | PA      | $1475583.60   | 0.16%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 5.000%                                     | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     11550 | NS      | $232963.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TRANSCANADA TRUST                                             | TransCanada Trust                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200211.60    | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                          | Keurig Dr Pepper, Inc.                                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     25903 | NS      | $682025.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation, Convertible                                    | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242325.50    | 0.03%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                      | Nippon Life Insurance Company                                           | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $674800.28    | 0.08%             | 2054-04-16      | Variable      | 5.95%                 | 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        |   1823003 | PA      | $1685313.69   | 0.19%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARRETT BUSINESS SERVICES INC                                 | Barrett Business Services, Inc.                                         | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      3114 | NS      | $90866.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                    | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    234000 | PA      | $265122.00    | 0.03%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| GREIF INC                                                     | Greif, Inc.                                                             | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1499 | NS      | $100537.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                              | RBC Bearings, Inc.                                                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $43449.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2021-LTV2                                    | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640381 | PA      | $550979.70    | 0.06%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                    | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    302000 | PA      | $363155.00    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-2A                                | CUSIP: 69702WAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249700.00    | 0.03%             | 2033-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                          | Boston Properties, LP, Convertible                                      | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    122000 | PA      | $110715.00    | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                  | Insulet Corporation                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       334 | NS      | $70086.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                                  | Plexus Corporation                                                      | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       478 | NS      | $96814.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc., Convertible                                  | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    203000 | PA      | $237814.50    | 0.03%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    162000 | PA      | $161994.75    | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL3                                                     | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $860692.86    | 0.10%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385XS0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99339.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA INC                                        | Banc of California, Inc.                                                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      3339 | NS      | $58699.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                          | BWX Technologies, Inc.                                                  | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       561 | NS      | $114718.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I                                 | Residential Funding Mortgage Security I Trust 2007-S7                   | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    343096 | PA      | $277575.76    | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.200%                                        | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     16000 | NS      | $280000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PATRICK INDUSTRIES INC                                        | Patrick Industries, Inc., Convertible                                   | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    208000 | PA      | $359944.00    | 0.04%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                              | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145349.62    | 0.02%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                  | Oshkosh Corporation                                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       841 | NS      | $123803.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                          | Matador Resources Company                                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1736 | NS      | $109680.48    | 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        |   2710401 | PA      | $2442039.32   | 0.27%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc.                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     21173 | NS      | $613805.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                    | TELUS Corporation                                                       | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $93034.04     | 0.01%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND                  | Nuveen Preferred Income Opportunities Fund                              | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |     19794 | NS      | $149246.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORPORATION (THE)                                 | Progressive Corporation                                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       839 | NS      | $166323.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.250%                                           | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      6500 | NS      | $112125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XI, Ltd. 2017-11A                                         | CUSIP: 07132LAY5<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1978990.00   | 0.22%             | 2034-04-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                      | Lam Research Corporation                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4942 | NS      | $1055907.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                | JB Hunt Transport Services, Inc.                                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2660 | NS      | $563654.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI CONTINENTAL CORP                                          | Tri-Continental Corporation                                             | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      3074 | NS      | $97107.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC                 | AllianceBernstein Global High Income Fund, Inc.                         | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |     27883 | NS      | $283570.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2005-QS10                        | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340705 | PA      | $302773.88    | 0.03%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD                                                | Barings CLO, Ltd. 2021-3A                                               | CUSIP: 06762TAQ4<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |   1150000 | PA      | $1142319.15   | 0.13%             | 2035-01-18      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                  | AutoZone, Inc.                                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        34 | NS      | $114844.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RCF6                                                     | CUSIP: 69393BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1339551.95   | 0.15%             | 2055-12-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                 | Automatic Data Processing, Inc.                                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2342 | NS      | $475847.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 13 LTD                                                | AGL CLO 13, Ltd. 2021-13A                                               | CUSIP: 00120JAQ6<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $496703.00    | 0.06%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FUND                           | Allspring Income Opportunities Fund                                     | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     39038 | NS      | $252966.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                        | Jazz Investments I, Ltd., Convertible                                   | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    290000 | PA      | $351770.00    | 0.04%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4162                     | CUSIP: 3137AYH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     78013 | PA      | $989.46       | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                          | Booking Holdings, Inc.                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        97 | NS      | $408401.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                      | Visa, Inc.                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2552 | NS      | $771316.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                              | IES Holdings, Inc.                                                      | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       224 | NS      | $106729.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                             | EOG Resources, Inc.                                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       726 | NS      | $104957.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132DVJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3315360 | PA      | $3461390.52   | 0.39%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                           | Procter & Gamble Company                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2381 | NS      | $343911.64    | 0.04%             |  |  |  | No            |                  1 | 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        |   1307615 | PA      | $1069627.85   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                              | Algonquin Power & Utilities Corporation                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $218830.86    | 0.02%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                     | C.H. Robinson Worldwide, Inc.                                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       944 | NS      | $156770.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                  | Illumina, Inc.                                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1400 | NS      | $172564.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                        | Advance Auto Parts, Inc.                                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1582 | NS      | $83450.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202581.00    | 0.02%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137978.37    | 0.02%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4951104 | PA      | $4732057.25   | 0.53%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385YE0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $297656.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                               | Equity Lifestyle Properties, Inc.                                       | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1409 | NS      | $87949.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME RE LTD                                                   | Home Re, Ltd. 2023-1                                                    | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1033841 | PA      | $1056706.68   | 0.12%             | 2033-10-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT CVI, LLC 2021-NP12                                                 | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    434305 | PA      | $434714.56    | 0.05%             | 2051-12-26      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL LTD                                            | Liberty Global, Ltd., Class A                                           | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |      2775 | NS      | $33549.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                    | Zimmer Biomet Holdings, Inc.                                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      7790 | NS      | $704371.80    | 0.08%             |  |  |  | No            |                  1 | 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        |   7603944 | PA      | $6538169.46   | 0.73%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                               | Zayo Issuer, LLC 2025-3A                                                | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1676803.64   | 0.19%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                    | Point Securitization Trust 2025-1                                       | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1399597 | PA      | $1399372.13   | 0.16%             | 2055-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                     | News Corporation, Class A                                               | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2551 | NS      | $63596.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORE BOND TRUST                                     | BlackRock Core Bond Trust                                               | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      8155 | NS      | $74699.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4177                     | CUSIP: 3137B15X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    387032 | PA      | $6521.72      | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2024-INV2                                                | CUSIP: 73015CAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004097.10   | 0.11%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162151.94    | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| KORN FERRY                                                    | Korn Ferry                                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1379 | NS      | $86808.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                        | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     92000 | PA      | $193844.00    | 0.02%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2026-RTL1                                       | CUSIP: 03959CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $850929.69    | 0.09%             | 2041-04-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                     | Anchorage Capital CLO 20, Ltd. 2021-20A                                 | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |    850000 | PA      | $834410.15    | 0.09%             | 2035-01-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                         | Stifel Financial Corporation                                            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       555 | NS      | $41025.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc.                                                  | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142075.34    | 0.02%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                         | NXP Semiconductors NV                                                   | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       343 | NS      | $67522.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEYD LEWIS CLO LTD                                         | Kennedy Lewis CLO 3, Ltd. 3A                                            | CUSIP: 48936JAC0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $996328.00    | 0.11%             | 2036-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORPORATION                                      | Northwestern Energy Group, Inc.                                         | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       200 | NS      | $13188.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 5.650%                                                         | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      3900 | NS      | $81120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                        | Williams Companies, Inc.                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3131 | NS      | $227874.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corporation                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       811 | NS      | $153043.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                                            | Outfront Media, Inc.                                                    | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       674 | NS      | $17861.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation, 4.750%                                    | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      7800 | NS      | $141414.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                           | Clearway Energy, Inc., Class C                                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |        27 | NS      | $1060.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                              | IDEX Corporation                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       656 | NS      | $124344.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON NATIONAL BANK (THE)                                | Huntington Bank Auto Credit-Linked Notes 2024-2                         | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121001 | PA      | $121937.53    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                     | Amcor plc                                                               | CUSIP: G0250X149<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      2965 | NS      | $117858.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                  | Monolithic Power Systems, Inc.                                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       169 | NS      | $184776.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                         | Applied Materials, Inc.                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       709 | NS      | $242329.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3132DQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7066674 | PA      | $7192314.87   | 0.80%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                           | Stryker Corporation                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       959 | NS      | $315117.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                  | Allegion plc                                                            | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       931 | NS      | $135264.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                  | CSMC Trust 2022-NQM1                                                    | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    477870 | PA      | $414390.83    | 0.05%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                | GE Vernova, Inc.                                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       677 | NS      | $590953.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV5                                                | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1314703.16   | 0.15%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                     | Keysight Technologies, Inc.                                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1123 | NS      | $317101.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                  | General Dynamics Corporation                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2204 | NS      | $756456.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible, 7.125%                                   | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      6280 | NS      | $322792.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84479.48     | 0.01%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORPORATION                                          | Repligen Corporation                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       578 | NS      | $68099.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 4.450%                                   | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      7800 | NS      | $127140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCING TRUST I                                   | Provident Financing Trust I                                             | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $128109.54    | 0.01%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                             | Clean Harbors, Inc.                                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       220 | NS      | $63080.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5537                     | CUSIP: 3137HLBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1100000 | PA      | $1069040.17   | 0.12%             | 2055-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-2                    | CUSIP: 3136AB3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    141169 | PA      | $2183.75      | 0.00%             | 2028-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CME E-mini Nasdaq 100 Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -10 | NC      | $171017.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                                  | Life Time Group Holdings, Inc.                                          | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3349 | NS      | $90222.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156589.82    | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST                                              | MortgageIT Securities Corporation Mortgage Loan Trust 2007-1            | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1458546 | PA      | $1272238.26   | 0.14%             | 2047-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                     | Federal Agricultural Mortgage Corporation                               | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       672 | NS      | $99691.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297959.10    | 0.03%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                          | Cracker Barrel Old Country Store, Inc., Convertible                     | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32477.75     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                 | Hilton Worldwide Holdings, Inc.                                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       829 | NS      | $252082.32    | 0.03%             |  |  |  | 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        |   2756402 | PA      | $2749985.62   | 0.31%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                             | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $168842.52    | 0.02%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                      | Winnebago Industries, Inc., Convertible                                 | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    251000 | PA      | $226402.00    | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82770.17     | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                | Ziff Davis, Inc., Convertible                                           | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115640.00    | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                    | Zoetis, Inc.                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1406 | NS      | $166203.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                     | Zions Bancorp NA                                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1168 | NS      | $67300.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                            | Cintas Corporation                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       796 | NS      | $134635.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                        | Progress Software Corporation, Convertible                              | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |    369000 | PA      | $327819.60    | 0.04%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                         | Element Solutions, Inc.                                                 | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      3054 | NS      | $104263.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Investment Grade Corporate Bond Fund                      | CUSIP: 88588C884<br>LEI: N/A                  | Long             |  | RF                | US        |   5249990 | NS      | $102915027.81 | 11.46%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                                        | ConnectOne Bancorp, Inc.                                                | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       374 | NS      | $10011.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                           | Delta Air Lines, Inc.                                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     15924 | NS      | $1058627.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-73                   | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    248053 | PA      | $2685.03      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                  | Lincoln National Corporation                                            | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     93000 | PA      | $76223.18     | 0.01%             | 2026-05-18      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $25851718.88  | 2.88%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms, Inc.                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5304 | NS      | $3034577.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-2A                                   | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |   1050000 | PA      | $1047012.75   | 0.12%             | 2035-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                   | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    207000 | PA      | $186921.00    | 0.02%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                        | Sempra                                                                  | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163744.25    | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| TEXAS ROADHOUSE INC                                           | Texas Roadhouse, Inc.                                                   | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       532 | NS      | $87854.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                       | S&P 100 Equal Weight USD Total Return Index Swap                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       521 | NC      | $-227190.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FABRINET                                                      | Fabrinet                                                                | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       423 | NS      | $220602.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LABCORP HOLDINGS INC                                          | Labcorp Holdings, Inc.                                                  | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3853 | NS      | $1028018.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    331000 | PA      | $342430.75    | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73021.51     | 0.01%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                        | International Paper Company                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      7565 | NS      | $270070.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3439 | NS      | $160463.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                                     | AEGON Funding Company, LLC, 5.100%                                      | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      5100 | NS      | $96645.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC4                                                   | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    718757 | PA      | $723688.14    | 0.08%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                        | Rockford Tower CLO, Ltd. 2021-2A                                        | CUSIP: 77341LAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1850000 | PA      | $1838019.40   | 0.20%             | 2034-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AON PLC                                                       | Aon plc                                                                 | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |       227 | NS      | $73271.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC.                                        | Euronet Worldwide, Inc., Convertible                                    | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    146000 | PA      | $127020.00    | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                    | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    211000 | PA      | $243283.00    | 0.03%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                          | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    174000 | PA      | $360876.00    | 0.04%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                               | UGI Corporation, Convertible                                            | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |    123000 | PA      | $172384.50    | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                | Albemarle Corporation                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       681 | NS      | $122259.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70054.23     | 0.01%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VANGUARD SHORT-TERM CORPORATE BOND INDEX FD                   | Vanguard Short-Term Corporate Bond ETF                                  | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      8602 | NS      | $681880.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC.                                   | Financial Institutions, Inc.                                            | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $14301.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    242000 | PA      | $238905.79    | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TESLA INC (PRE-REINCORPORATION)                               | Tesla, Inc.                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4502 | NS      | $1673618.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                | S&P Global, Inc.                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        59 | NS      | $25095.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      6219 | NS      | $1134532.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                             | Pinnacle West Capital Corporation                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       470 | NS      | $47352.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                            | Steel Dynamics, Inc.                                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1886 | NS      | $339480.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                     | Build-A-Bear Workshop, Inc.                                             | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      1489 | NS      | $55763.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                                  | LivaNova plc                                                            | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       691 | NS      | $43919.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                  | Hartford Insurance Group, Inc.                                          | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119755.52    | 0.01%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-3                                             | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340164 | PA      | $340171.98    | 0.04%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                | Merck & Company, Inc.                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     13091 | NS      | $1574716.39   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC                             | Donnelley Financial Solutions, Inc.                                     | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      2234 | NS      | $105310.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7182109.34   | 0.80%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RPL2                                                     | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $966238.20    | 0.11%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRTUS EQUITY & CONVERTIBLE INCOME FUND                       | Virtus Equity & Convertible Income Fund                                 | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      4754 | NS      | $111053.44    | 0.01%             |  |  |  | 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        |   8442091 | PA      | $7483297.08   | 0.83%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COHU INC                                                      | Cohu, Inc.                                                              | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |        85 | NS      | $2602.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14228663 | PA      | $13847448.58  | 1.54%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                        | Trane Technologies plc                                                  | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       141 | NS      | $58760.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FUND INC                       | BlackRock Corporate High Yield Fund, Inc.                               | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |     35125 | NS      | $299265.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2025-1A                                | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    825000 | PA      | $818145.08    | 0.09%             | 2033-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                           | Signal Peak CLO 1, Ltd. 2014-1A                                         | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $1093453.90   | 0.12%             | 2034-04-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                   | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174264.48    | 0.02%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                     | Anchorage Capital CLO 21, Ltd. 2021-21A                                 | CUSIP: 03331KAN9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |   1225000 | PA      | $1217645.10   | 0.14%             | 2034-10-20      | Floating      | 5.57%                 | 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        |   6827505 | PA      | $5822850.62   | 0.65%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                  | KKR & Company, Inc., Convertible, 6.250%                                | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      8510 | NS      | $342272.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYMPHONY CLO LTD                                              | Symphony CLO XX, Ltd. 2018-20A                                          | CUSIP: 87166VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1050000 | PA      | $1037753.85   | 0.12%             | 2032-01-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                                | Armstrong World Industries, Inc.                                        | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        67 | NS      | $11041.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL4                                                     | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1392698.10   | 0.16%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                    | Pfizer, Inc.                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1438 | NS      | $40379.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $283523.47    | 0.03%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                | TD SYNNEX Corporation                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      6069 | NS      | $1023900.99   | 0.11%             |  |  |  | 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        |   9470900 | PA      | $8398761.59   | 0.94%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL CORPORATION/IN                                | First Financial Corporation                                             | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $5182.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                                  | Fortinet, Inc.                                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      6264 | NS      | $511894.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                     | Coinbase Global, Inc., Convertible                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154720.80    | 0.02%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                | Morgan Stanley, 4.250%                                                  | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      7050 | NS      | $121048.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO HIGH INCOME FUND                                        | PIMCO High Income Fund                                                  | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |     16611 | NS      | $76908.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                               | Ulta Beauty, Inc.                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       333 | NS      | $174062.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation, Convertible, 6.500%                                 | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      8421 | NS      | $379029.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-30                   | CUSIP: 3136ADMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     96458 | PA      | $1655.16      | 0.00%             | 2028-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                          | Federal Realty OP, LP, Convertible                                      | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96075.75     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | 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        |   6406547 | PA      | $5960137.73   | 0.66%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                 | Old Dominion Freight Line, Inc.                                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       912 | NS      | $178204.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                                | Phillips 66 Company                                                     | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163263.20    | 0.02%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bills                                                     | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99424.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc., 6.250%                                                 | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      6100 | NS      | $150365.00    | 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        |   3272008 | PA      | $3049264.20   | 0.34%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL TECHNICAL INSTITUTE INC                             | Universal Technical Institute, Inc.                                     | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      2043 | NS      | $73752.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS CONVERTIBLE & INCOME FUND                              | Virtus Convertible & Income Fund                                        | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      5408 | NS      | $80471.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252109.89    | 0.03%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                 | Medtronic plc                                                           | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      7026 | NS      | $608802.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                              | Mettler-Toledo International, Inc.                                      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       167 | NS      | $210620.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                                     | Silicon Laboratories, Inc.                                              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       543 | NS      | $113025.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5107                     | CUSIP: 3137H03L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5503436 | PA      | $512386.94    | 0.06%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                     | Spire, Inc.                                                             | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1170 | NS      | $105931.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WAREHOUSE INC                                           | Chefs' Warehouse, Inc., Convertible                                     | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    219000 | PA      | $322806.00    | 0.04%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NBT BANCORP INC                                               | NBT Bancorp, Inc.                                                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $10517.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                              | Exxon Mobil Corporation                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16546 | NS      | $2807194.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1046 | NS      | $316394.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION (THE)                                         | AES Corporation                                                         | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163666.49    | 0.02%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                  | Hartford Insurance Group, Inc.                                          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       311 | NS      | $42056.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT FUNDING LLC                                              | COLT Mortgage Loan Trust 2024-INV1                                      | CUSIP: 12672RAB8<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-CBDO         | CORP              | US        |    849251 | PA      | $853905.83    | 0.10%             | 2068-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-3                                                        | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1117598 | PA      | $1114448.56   | 0.12%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                       | Kite Realty Group Trust                                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       619 | NS      | $15196.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-2                                             | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    872612 | PA      | $873783.76    | 0.10%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                           | Gilead Sciences, Inc.                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6115 | NS      | $852247.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204081.54    | 0.02%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: —       |
| LIMBACH HOLDINGS INC                                          | Limbach Holdings, Inc.                                                  | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       927 | NS      | $72352.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                  | Chevron Corporation                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1915 | NS      | $396213.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                    | Evergy, Inc.                                                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      6114 | NS      | $500858.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                              | PG&E Corporation                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7652 | NS      | $134445.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                                         | Customers Bancorp, Inc.                                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       850 | NS      | $58998.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                             | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $113594.40    | 0.01%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                          | Colgate-Palmolive Company                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       825 | NS      | $70314.75     | 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        |   1464305 | PA      | $1387570.27   | 0.15%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc., Convertible                                        | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    366000 | PA      | $396195.00    | 0.04%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                        | Jazz Investments I, Ltd., Convertible                                   | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    292000 | PA      | $413472.00    | 0.05%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2005-HYB8                               | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62027 | PA      | $61737.88     | 0.01%             | 2035-12-20      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                           | Vertex Pharmaceuticals, Inc.                                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       774 | NS      | $345621.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                                               | Morningstar, Inc.                                                       | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       269 | NS      | $45474.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc.                                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |        18 | NS      | $1262.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                          | M&T Bank Corporation                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1179 | NS      | $243722.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4046                     | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     77710 | PA      | $554.31       | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | 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        |   3460625 | PA      | $3124346.33   | 0.35%             | 2050-06-01      | Fixed         | 3.00%                 | 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        |        94 | NC      | $17623.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4084                     | CUSIP: 3137AS6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    185586 | PA      | $2406.99      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD                                                   | Home Re, Ltd. 2026-1                                                    | CUSIP: 436956AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1201612.80   | 0.13%             | 2036-01-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5334                     | CUSIP: 3137HAHQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1093350 | PA      | $921508.13    | 0.10%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                                  | Modine Manufacturing Company                                            | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       346 | NS      | $74981.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORPORATION                                            | Moody's Corporation                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       565 | NS      | $246481.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230527.85    | 0.03%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275505.52    | 0.03%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD                                | Dai-ichi Life Insurance Company, Ltd.                                   | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    165000 | PA      | $165981.92    | 0.02%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-98                   | CUSIP: 3136A8BV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    171051 | PA      | $2019.89      | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6            | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288245 | PA      | $288683.61    | 0.03%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                         | Micron Technology, Inc.                                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1739 | NS      | $587503.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        65 | NS      | $13525.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                            | Crown Holdings, Inc.                                                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      5510 | NS      | $552377.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION                                             | Fluor Corporation, Convertible                                          | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    461000 | PA      | $567721.50    | 0.06%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                                   | Hanmi Financial Corporation                                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       714 | NS      | $18821.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-1A                                   | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $745180.50    | 0.08%             | 2034-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2024-2                                                | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    628361 | PA      | $623371.59    | 0.07%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143105.26    | 0.02%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1557071 | PA      | $1267098.99   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322875.00    | 0.04%             | 2030-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                 | Affiliated Managers Group, Inc.                                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       305 | NS      | $84393.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC.                                     | Patterson-UTI Energy, Inc.                                              | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      6869 | NS      | $74391.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5519                     | CUSIP: 3137HK6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1450000 | PA      | $1438240.65   | 0.16%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY USA INC                                                | Murphy USA, Inc.                                                        | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       134 | NS      | $66191.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                          | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $263932.50    | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                | Albemarle Corporation, Convertible, 7.250%                              | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      7628 | NS      | $548071.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2005-S1                                      | CUSIP: 466247MQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64259 | PA      | $66735.87     | 0.01%             | 2035-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                            | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    172000 | PA      | $261268.00    | 0.03%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                           | Danaher Corporation                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2973 | NS      | $563680.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                     | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $192100.00    | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1794656.25   | 0.20%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                     | Edwards Lifesciences Corporation                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       101 | NS      | $8088.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                 | BlackRock, Inc.                                                         | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $348139.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2004-NCM2                           | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |     76704 | PA      | $75898.96     | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                    | Evergy, Inc., Convertible                                               | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    209000 | PA      | $281941.00    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                              | UL Solutions, Inc.                                                      | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      1963 | NS      | $168248.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                               | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    692000 | PA      | $659822.00    | 0.07%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AGREE REALTY CORPORATION                                      | Agree Realty Corporation                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1069 | NS      | $80581.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEDN ISSUER TRUST                                             | LEDN Issuer Trust 2026-1A                                               | CUSIP: 523299AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $725357.50    | 0.08%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                           | Hotwire Funding, LLC 2024-1A                                            | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517597.40   | 0.17%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                        | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207910.27    | 0.02%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                    | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    193000 | PA      | $188175.00    | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                          | Amphenol Corporation                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5281 | NS      | $667254.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI INC                                                      | GPGI, Inc.                                                              | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2956 | NS      | $50547.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                                      | Ultra Clean Holdings, Inc., Convertible                                 | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |    336000 | PA      | $355488.00    | 0.04%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                 | Blackstone Mortgage Trust, Inc., Convertible                            | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40590.00     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     36517 | NS      | $1780203.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                               | Pinnacle Financial Partners, Inc.                                       | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $14643.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                   | Community Trust Bancorp, Inc.                                           | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $42139.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                         | DuPont de Nemours, Inc.                                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1250 | NS      | $57250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC.                                          | Quanta Services, Inc.                                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       352 | NS      | $193255.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION                                             | Fluor Corporation                                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      1123 | NS      | $52387.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                                | Telephone and Data Systems, Inc., 6.000%                                | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      4250 | NS      | $75140.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                          | Healthcare Realty Trust, Inc.                                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     30335 | NS      | $515391.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                  | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236875.00    | 0.03%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EATON VANCE LTD DURATION INCOME FUND                          | Eaton Vance Limited Duration Income Fund                                | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |     26988 | NS      | $255036.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                        | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    118000 | PA      | $86140.00     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| EATON VANCE TAX MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FUND | Eaton Vance Tax-Managed Global Diversified Equity Income Fund           | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |     12368 | NS      | $107106.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                      | RTX Corporation                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3247 | NS      | $626346.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN LTD                                                | Transocean, Ltd.                                                        | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     12249 | NS      | $81210.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                            | Enterprise Financial Services Corporation                               | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       787 | NS      | $42584.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                            | Byline Bancorp, Inc.                                                    | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       833 | NS      | $26297.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                           | Cheniere Energy, Inc.                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       450 | NS      | $127692.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                              | PG&E Corporation, Convertible                                           | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    741000 | PA      | $767287.53    | 0.09%             | 2027-12-01      | Fixed         | 4.25%                 | 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        |   1054081 | PA      | $1026192.41   | 0.11%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                   | Netflix, Inc.                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13094 | NS      | $1258988.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS L.P.                             | Enterprise Products Partners, LP                                        | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     27350 | NS      | $1034924.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-1                                                 | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1205013 | PA      | $1200903.56   | 0.13%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST MID BANCSHARES INC                                      | First Mid-Illinois Bancshares, Inc.                                     | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $6013.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERCULES CAPITAL INC                                          | Hercules Capital, Inc., Convertible                                     | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22218.00     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Discount Notes                    | CUSIP: 313589XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $198758.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACUITY BRANDS INC.                                            | Acuity, Inc.                                                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       219 | NS      | $61368.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through  | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424083 | PA      | $421995.81    | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-3CB                             | CUSIP: 12667FW76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    364291 | PA      | $297859.58    | 0.03%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                    | COPT Defense Properties, LP, Convertible                                | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     62000 | PA      | $71963.46     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                           | Centene Corporation                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      5430 | NS      | $177778.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                       | Saluda Grade Alternative Mortgage Trust 2024-RTL6                       | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013227.60   | 0.22%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                  | VeriSign, Inc.                                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       572 | NS      | $142061.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT MORTGAGE INSURANCE CORP                                 | Triangle Re, Ltd. 2023-1                                                | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    491082 | PA      | $494325.83    | 0.06%             | 2033-11-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                            | Vodafone Group plc                                                      | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $421708.18    | 0.05%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                  | BioMarin Pharmaceutical, Inc.                                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1006 | NS      | $56828.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                           | CBOT 2-Yr. U.S. Treasury Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        30 | NC      | $8750.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC.                                                   | EZCORP, Inc., Convertible                                               | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    181000 | PA      | $427292.38    | 0.05%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.750%                                     | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8025 | NS      | $152715.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                           | General Electric Company                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3214 | NS      | $912036.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                             | State Street Corporation                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139205.97    | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG, Inc.                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328695.24    | 0.04%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bills                                                     | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    400000 | PA      | $396882.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                       | Millrose Properties, Inc.                                               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5872 | NS      | $164416.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-121                  | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    514595 | PA      | $6615.79      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    158000 | PA      | $167115.02    | 0.02%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                                    | Great Southern Bancorp, Inc.                                            | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       623 | NS      | $39329.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1104 | NS      | $125204.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     24215 | NS      | $1927756.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                         | Thrivent Cash Management Trust                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   6511895 | NS      | $6511895.00   | 0.73%             |  |  |  | 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        |   6315552 | PA      | $5168461.58   | 0.58%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH, 4.500%                                  | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      7800 | NS      | $132912.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2025-69                   | CUSIP: 3136BWD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1100000 | PA      | $1072473.60   | 0.12%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.700%                                           | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7800 | NS      | $147264.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2023-1                                                 | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1313017 | PA      | $1311612.80   | 0.15%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                            | Hexcel Corporation                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      8582 | NS      | $694541.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                               | FMC Corporation                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    170000 | PA      | $109456.15    | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                        | Boot Barn Holdings, Inc.                                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       559 | NS      | $81815.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                                         | CRA International, Inc.                                                 | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $41926.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                                  | Vontier Corporation                                                     | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      2461 | NS      | $87291.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                     | Boeing Company, Convertible, 6.000%                                     | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     15530 | NS      | $1007586.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164181.60    | 0.02%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                    | Curtiss-Wright Corporation                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       165 | NS      | $112384.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                       | Banc of America Mortgage Securities Trust 2005-H                        | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    241096 | PA      | $231557.92    | 0.03%             | 2035-09-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| SILA REALTY TRUST INC                                         | Sila Realty Trust, Inc.                                                 | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |      2923 | NS      | $69216.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                     | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    164000 | PA      | $202868.00    | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| WESBANCO INC                                                  | WesBanco, Inc.                                                          | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1216 | NS      | $41939.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corporation                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2164 | NS      | $237563.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                         | Eli Lilly & Company                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1614 | NS      | $1484508.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                        | Motorola Solutions, Inc.                                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       696 | NS      | $302043.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-74                   | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    117194 | PA      | $981.30       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                         | Burlington Stores, Inc., Convertible                                    | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    180000 | PA      | $297000.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| SCULPTOR CLO LTD                                              | Sculptor CLO XXVIII, Ltd. 28A                                           | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1685990.30   | 0.19%             | 2035-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MKS INCORPORATED                                              | MKS, Inc., Convertible                                                  | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    432000 | PA      | $713664.00    | 0.08%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST                        | Residential Asset Securitization Trust 2004-IP1                         | CUSIP: 45660NYL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    388145 | PA      | $372741.89    | 0.04%             | 2034-01-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY LTD                                          | Assured Guaranty, Ltd.                                                  | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       417 | NS      | $33977.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                       | Enerpac Tool Group Corporation                                          | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1481 | NS      | $54012.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                      | Devon Energy Corporation                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     18312 | NS      | $921459.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                              | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97461.00     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                   | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    220000 | PA      | $273212.50    | 0.03%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core Emerging Markets Debt Fund                                | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |   6828841 | NS      | $58932900.89  | 6.56%             |  |  |  | No            |                  2 | On Loan: No      |
| JFROG LTD                                                     | JFrog, Ltd.                                                             | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      5092 | NS      | $238967.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                                  | Teradyne, Inc.                                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       650 | NS      | $192699.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                       | WESCO International, Inc.                                               | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       274 | NS      | $74971.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                | Salesforce, Inc.                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       662 | NS      | $123575.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                              | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121916.00    | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                  | Unilever plc ADR                                                        | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     15794 | NS      | $899784.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                        | Old Republic International Corporation                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      6789 | NS      | $270881.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                    | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123700.96    | 0.01%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                          | Applied Digital Corporation, Convertible                                | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |    128000 | PA      | $339456.00    | 0.04%             | 2030-06-01      | Fixed         | 2.75%                 | 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        |    617170 | PA      | $504843.11    | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST             | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 2005-3             | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575820 | PA      | $501797.20    | 0.06%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co.                                          | CDX HY 46, 5 Year, at 5.00%, Quarterly                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  11735000 | OU      | $-88943.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                               | UGI Corporation                                                         | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     11705 | NS      | $426296.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                       | Valley National Bancorp                                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      5763 | NS      | $70769.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2024-50                   | CUSIP: 3136BSRP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1971374 | PA      | $1981871.37   | 0.22%             | 2054-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2012-139                  | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    324062 | PA      | $3683.29      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROBINHOOD MARKETS INC                                         | Robinhood Markets, Inc.                                                 | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3694 | NS      | $255994.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                     | Constellation Energy Corporation                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3524 | NS      | $984077.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                    | Allstate Corporation, 5.100%                                            | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      7000 | NS      | $138390.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association Conventional 40-Yr. Pass Through  | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8952018 | PA      | $7361084.00   | 0.82%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     10908 | NS      | $1225622.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASSET HIGH YIELD PORTFOLIO                            | Western Asset High Income Opportunity Fund, Inc.                        | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     67749 | NS      | $245928.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH STATE BANK                                              | SouthState Bank Corporation                                             | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1080 | NS      | $99921.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.375%                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      4452 | NS      | $223623.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                         | Microsoft Corporation                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     15259 | NS      | $5648424.03   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                  | Wyndham Hotels & Resorts, Inc.                                          | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      7662 | NS      | $622384.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                       | Rockwell Automation, Inc.                                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       693 | NS      | $248703.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc., 4.750%                                                      | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     24275 | NS      | $446660.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                           | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    261000 | PA      | $266490.92    | 0.03%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO LTD                                             | Park Blue CLO, Ltd. 2023-3A                                             | CUSIP: 70019AAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1694306.70   | 0.19%             | 2038-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2025-INV2                                                    | CUSIP: 36173QAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1116035.55   | 0.12%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST BANCORP (PUERTO RICO)                                   | First Bancorp/Puerto Rico                                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2890 | NS      | $61730.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                         | Thrivent Core International Equity Fund                                 | CUSIP: 88588C405<br>LEI: N/A                  | Long             |  | RF                | US        |   1109681 | NS      | $13993079.30  | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7932 | NS      | $2333277.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | Government National Mortgage Association 2012-3                         | CUSIP: 38378CK48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      1309 | PA      | $1.52         | 0.00%             | 2027-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                          | TTM Technologies, Inc.                                                  | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1502 | NS      | $146324.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LTD                                             | Bellemeade Re, Ltd. 2025-1                                              | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $542601.99    | 0.06%             | 2035-10-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                           | Eurex Euro STOXX 50 Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -158 | NC      | $148400.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201411.60    | 0.02%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5508                     | CUSIP: 3137HJG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1775000 | PA      | $1766167.25   | 0.20%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Bonds                                                     | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1166765.63   | 0.13%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385WN2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199237.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRA TRUST                                                    | ACRA Trust 2024-NQM1                                                    | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    515185 | PA      | $516145.96    | 0.06%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                          | M&T Bank Corporation                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    406000 | PA      | $393056.23    | 0.04%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: —       |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-5                                                        | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    825000 | PA      | $823559.47    | 0.09%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-4                                             | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221601 | PA      | $221427.77    | 0.02%             | 2030-10-25      | Variable      | 5.31%                 | 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        |    400496 | PA      | $399972.27    | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                    | Garmin, Ltd.                                                            | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1092 | NS      | $253354.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-1A                                | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1432776.80   | 0.16%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-NQM1                                          | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610675 | PA      | $608636.28    | 0.07%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC                              | West Pharmaceutical Services, Inc.                                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        94 | NS      | $23560.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                   | American Water Capital Corporation, Convertible                         | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70843.80     | 0.01%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 4170                     | CUSIP: 3137AYWN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    517614 | PA      | $29654.24     | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION PLC                                         | Eaton Corporation plc                                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       727 | NS      | $260026.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                      | Hometrust Bancshares, Inc.                                              | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $25973.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                      | ICON plc                                                                | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      3194 | NS      | $353448.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 5.850%                                                  | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     10400 | NS      | $243048.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                          | Freeport-McMoRan, Inc.                                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2368 | NS      | $139191.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5105544 | PA      | $4717834.87   | 0.53%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                              | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204892.38    | 0.02%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                  | Churchill Downs, Inc.                                                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       705 | NS      | $63330.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.375%                                     | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16050 | NS      | $281838.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                               | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    234000 | PA      | $301743.00    | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                             | Kinder Morgan, Inc.                                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      6030 | NS      | $202185.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                | Home Depot, Inc.                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1184 | NS      | $389405.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       377 | NS      | $19607.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                         | Twist Bioscience Corporation                                            | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      2083 | NS      | $98984.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                             | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    102000 | PA      | $141168.00    | 0.02%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                      | Flex, Ltd.                                                              | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |       498 | NS      | $32599.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | Fifth Third Bancorp, 4.950%                                             | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      7800 | NS      | $147498.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TAPESTRY INC                                                  | Tapestry, Inc.                                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1051 | NS      | $148306.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                                       | ADT, Inc.                                                               | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20353 | NS      | $133719.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation STRIPS 345                       | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1110662 | PA      | $96700.74     | 0.01%             | 2035-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                | Ziff Davis, Inc., Convertible                                           | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32340.00     | 0.00%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| GCAT TRUST                                                    | GCAT Trust 2024-INV3                                                    | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237002 | PA      | $239520.53    | 0.03%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2023-4                           | CUSIP: 92259HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640320 | PA      | $652799.38    | 0.07%             | 2053-11-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST                   | Bear Stearns ARM Trust 2005-9                                           | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64567 | PA      | $62493.26     | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc., 7.375%                                  | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      2750 | NS      | $69767.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                                       | SEI Investments Company                                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      3415 | NS      | $267975.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                  | Veros Auto Receivables Trust 2025-1                                     | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473619 | PA      | $475151.62    | 0.05%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                        | Federal Home Loan Mortgage Corporation - REMIC 5567                     | CUSIP: 3137HMF47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1413308 | PA      | $1453315.57   | 0.16%             | 2026-04-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                        | U.S. Treasury Notes                                                     | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3513261.71   | 0.39%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2026-NPL2                                                     | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478811 | PA      | $475042.14    | 0.05%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| PENUMBRA INC                                                  | Penumbra, Inc.                                                          | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       296 | NS      | $97197.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385XK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    700000 | PA      | $695858.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                           | Alliant Energy Corporation, Convertible                                 | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     93000 | PA      | $98531.04     | 0.01%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                     | Federal Home Loan Bank Discount Notes                                   | CUSIP: 313385WF9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    400000 | PA      | $398756.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                             | Ivanhoe Mines, Ltd.                                                     | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      8053 | NS      | $68830.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-8                                       | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    913891 | PA      | $817339.40    | 0.09%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                         | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216128.22    | 0.02%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                               | Napco Security Technologies, Inc.                                       | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       446 | NS      | $17567.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                              | Reinsurance Group of America, Inc.                                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       493 | NS      | $100650.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                          | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142793.93    | 0.02%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | Federal National Mortgage Association - REMIC 2013-1                    | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    732544 | PA      | $47387.77     | 0.01%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENWORTH FINANCIAL INC                                        | Genworth Financial, Inc.                                                | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      5534 | NS      | $44936.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                                             | Ralph Lauren Corporation                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       178 | NS      | $61230.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TRUST                           | BlackRock Multi-Sector Income Trust                                     | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |     24461 | NS      | $306251.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                    | Cadence Design Systems, Inc.                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       533 | NS      | $148104.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                     | L3Harris Technologies, Inc.                                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2629 | NS      | $907399.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132682.36    | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                         | Qualcomm, Inc.                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      8615 | NS      | $1109439.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344374.55    | 0.04%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: —       |
| CFST MORTGAGE TRUST                                           | CFST Mortgage Trust 2025-RTL1                                           | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $503824.15    | 0.06%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                      | CSX Corporation                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     23731 | NS      | $974157.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                | TechnipFMC plc                                                          | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      1094 | NS      | $75628.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                  | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    130000 | PA      | $31200.00     | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HOULIHAN LOKEY INC                                            | Houlihan Lokey, Inc.                                                    | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       530 | NS      | $76118.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 7.125%                                                  | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     13084 | NS      | $329324.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2025-5C37                                          | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1620182.08   | 0.18%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                      | Universal Music Group NV                                                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     17171 | NS      | $333304.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VEEVA SYSTEMS INC                                             | Veeva Systems, Inc.                                                     | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       855 | NS      | $150189.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251527.64    | 0.03%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                       | PTC, Inc.                                                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       188 | NS      | $26788.12     | 0.00%             |  |  |  | No            |                  1 | 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        |   6266134 | PA      | $5966845.81   | 0.66%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                 | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    177000 | PA      | $172663.50    | 0.02%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                 | Aircastle, Ltd.                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    249000 | PA      | $247690.43    | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FUND                         | Western Asset Diversified Income Fund                                   | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |      9220 | NS      | $123916.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RFS ASSET SECURITIZATION LLC                                  | RFS Asset Securitization V, LLC 2025-1                                  | CUSIP: 74970DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1356229.71   | 0.15%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                               | Solstice Advanced Materials, Inc.                                       | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      6327 | NS      | $481864.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-2                                                 | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    574946 | PA      | $573398.31    | 0.06%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                           | Lowe's Companies, Inc.                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3970 | NS      | $938031.60    | 0.10%             |  |  |  | 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        |   2350840 | PA      | $2183602.13   | 0.24%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES                       | WaMu Mortgage Pass-Through Certificates 2003-AR4                        | CUSIP: 929227L95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97996 | PA      | $98507.54     | 0.01%             | 2033-05-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                       | Marathon Petroleum Corporation                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      2571 | NS      | $627786.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer