# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0000790166-26-000365
**Filing Date:** 2026-5
**Character Count:** 1069963
**Document Hash:** 6a5f8bbbd8a7e5f183e581a5362503f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000790166-26-000365.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000790166-26-000365

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 261035022

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

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

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

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

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

## Series and Classes Contracts Data

### Thrivent Moderate Allocation Portfolio (Series ID: S000001438)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003845 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** THRIVENT MODERATE ALLOCATION PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001438

- **c. LEI of Series:** 56BJ1HYZVTUEBNQIE908

**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:** $8764181864.86

**Total Liabilities:** $444633993.83

**Net Assets:** $8319547871.03

**Delayed Delivery Securities:** $52993113.17

**Cash Not Reported:** $7359231.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21627.00000000 | **1-Year:** -18741.00000000 | **5-Year:** -113767.00000000 | **10-Year:** -181040.00000000 | **30-Year:** -432429.00000000

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

- **3-Month:** -47.00000000 | **1-Year:** -9743.00000000 | **5-Year:** -85512.00000000 | **10-Year:** -37779.00000000 | **30-Year:** -18664.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003845 | 1.31%                | 0.92%                | -4.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $68165731.85             | $60427966.02                               |
| Month 2  | $20538374.79             | $66343745.85                               |
| Month 3  | $41545117.93             | $-384969711.60                             |

**Designated Index Information**

- **Index Name:** 10% MSCI All Country World Index ex USA, 32%  Bloomberg US Aggregate Bond Index, 8% Bloomberg US Corporate High Yield Bond Index, 50% S&P 1500 Composite Index

- **Index Identifier:** M1WDU, LBUSTRUU, LF98TRUU, 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                       | Santander Mortgage Asset Receivable Trust 2025-NQM5                                            | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |   1912357 | PA      | $1905860.54    | 0.02%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DQPX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6149472 | PA      | $5678518.24    | 0.07%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                    | Discovery Global Holdings, Inc.                                                                | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    314000 | PA      | $277890.00     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | American Express Company                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     41087 | NS      | $12427995.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                                         | ASGN, Inc.                                                                                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      4324 | NS      | $167382.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                    | Blackstone Reg Finance Company, LLC                                                            | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173719.88     | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                        | Constellation Energy Corporation                                                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     38689 | NS      | $10803903.25   | 0.13%             |  |  |  | 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        |   2750000 | PA      | $2705236.60    | 0.03%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORPORATION                                           | OGE Energy Corporation                                                                         | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1147 | NS      | $55010.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties, Inc.                                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $173744.58     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                     | Central Garden & Pet Company                                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211684.43     | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAYMENTUS HOLDINGS INC                                           | Paymentus Holdings, Inc.                                                                       | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1276 | NS      | $32410.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                                   | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $206329.48     | 0.00%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | Entergy Corporation                                                                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8177 | NS      | $918767.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    519000 | PA      | $469262.67     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet, Inc., Class C                                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    189039 | NS      | $54227727.54   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $132578.92     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                            | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    384000 | PA      | $390485.40     | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                        | Stonepeak Nile Parent, LLC                                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    131000 | PA      | $136252.71     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                          | RXO, Inc.                                                                                      | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220686.82     | 0.00%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                         | Flex, Ltd.                                                                                     | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     15810 | NS      | $1034922.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                      | BBCMS Mortgage Trust 2025-C39                                                                  | CUSIP: 05556YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9319871 | PA      | $638742.05     | 0.01%             | 2058-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    107143 | NS      | $7840724.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                              | GS Mortgage-Backed Securities Trust 2026-DSC1                                                  | CUSIP: 36276BAB2<br>LEI: 254900D34P4JFEYPLX58 | Long             | ABS-CBDO         | CORP              | US        |   2297462 | PA      | $2276263.96    | 0.03%             | 2066-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85678.66      | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL CORPORATION/IN                                   | First Financial Corporation                                                                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3657 | NS      | $231122.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC.                                                      | CarMax, Inc.                                                                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3975 | NS      | $165280.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HOLDINGS LLC                                | Kingpin Intermediate Holdings, LLC                                                             | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    352000 | PA      | $311018.40     | 0.00%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY INC                                    | Hawaiian Electric Company, Inc.                                                                | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88887.09      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                          | KB Home                                                                                        | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438193.13     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INCORPORATED                                      | Ingles Markets, Inc.                                                                           | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       215 | NS      | $19326.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health, Inc.                                                                          | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    820000 | PA      | $718008.42     | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     91337 | NS      | $4452678.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                             | Celanese Corporation                                                                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      6743 | NS      | $443487.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings plc                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    661000 | PA      | $668469.64     | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                     | Churchill Downs, Inc.                                                                          | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146991.23     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                 | CMFT Net Lease Master Issuer, LLC 2021-1                                                       | CUSIP: 12575AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1699926 | PA      | $1583563.28    | 0.02%             | 2051-07-20      | Fixed         | 2.09%                 | 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        | -37952000 | OU      | $259330.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $160134.02     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                              | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    310000 | PA      | $330807.56     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                              | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183500.00     | 0.00%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                           | Radiology Partners, Inc.                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166274.68     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                           | Ardagh Metal Packaging Finance USA, LLC/Ardagh Metal Packaging Finance plc                     | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    111000 | PA      | $110046.83     | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $544483.66     | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                     | Concentra Health Services, Inc.                                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150944.14     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    438000 | PA      | $444239.22     | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARROW FINANCIAL CORPORATION                                      | Arrow Financial Corporation                                                                    | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      2359 | NS      | $79191.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFST MORTGAGE TRUST                                              | CFST Mortgage Trust 2025-RTL1                                                                  | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $856501.06     | 0.01%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                | Expedia Group, Inc.                                                                            | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $441469.43     | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays plc                                                                                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $924066.39     | 0.01%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                   | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504000 | PA      | $501379.00     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | 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        |  10500000 | PA      | $10467359.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $515127.65     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMUNITY FINANCIAL SYSTEM INC                                   | Community Financial System, Inc.                                                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |        72 | NS      | $4222.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                         | KLA Corporation                                                                                | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    923000 | PA      | $628661.33     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                              | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336364.35     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                              | Vertex Pharmaceuticals, Inc.                                                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     10638 | NS      | $4750292.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                     | Insulet Corporation                                                                            | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107173.71     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG Resources, Inc.                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9972 | NS      | $1441652.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                         | RTX Corporation                                                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    859000 | PA      | $762276.74     | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                         | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    176000 | PA      | $175104.69     | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    177000 | PA      | $175184.51     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTREPID POTASH INC                                              | Intrepid Potash, Inc.                                                                          | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2412 | NS      | $103161.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB BANCORP                                                      | PCB Bancorp                                                                                    | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      3557 | NS      | $79996.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                         | Endo Finance Holdings, LP                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $341346.12     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                         | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $380270.74     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                  | Alumina, Pty. Ltd.                                                                             | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $306118.50     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                 | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1260028.54    | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation - SLST 2025-1                                           | CUSIP: 35564CUE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1975000 | PA      | $1701756.97    | 0.02%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                                                   | API Group Corporation                                                                          | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      4205 | NS      | $170386.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131534.19     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                            | Industrial Logistics Properties Trust                                                          | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     53907 | NS      | $306191.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                              | Prairie Acquiror, LP                                                                           | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273741.29     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners, LP                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    228000 | PA      | $224231.78     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $165846.30     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131738.70     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK PLC                                             | Smurfit WestRock plc                                                                           | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      3017 | NS      | $120227.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | Southern Company                                                                               | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    885000 | PA      | $860928.94     | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                      | Tenneco, Inc.                                                                                  | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    354000 | PA      | $352740.93     | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    640000 | PA      | $650793.66     | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DTHZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3050965 | PA      | $2855997.53    | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    923000 | PA      | $923636.87     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP                         | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1231973.79    | 0.01%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer, LP                                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1055890.91    | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICHOR HOLDINGS LTD                                               | Ichor Holdings, Ltd.                                                                           | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |       375 | NS      | $17478.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    642000 | PA      | $645565.69     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN B SANFILIPPO & SON INC                                      | John B. Sanfilippo & Son, Inc.                                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1839 | NS      | $145887.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                        | Indiana Michigan Power Company                                                                 | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212204.57     | 0.00%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    259000 | PA      | $255371.88     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | Exelon Corporation                                                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6524 | NS      | $319806.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                                       | goeasy, Ltd.                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $285599.24     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | 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        |   1925000 | PA      | $1909018.65    | 0.02%             | 2035-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NBT BANCORP INC                                                  | NBT Bancorp, Inc.                                                                              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6318 | NS      | $269020.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                                         | Roku, Inc.                                                                                     | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1210 | NS      | $114490.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                               | Unitil Corporation                                                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3781 | NS      | $197519.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    172000 | PA      | $166389.76     | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EASTERN BANKSHARES INC                                           | Eastern Bankshares, Inc.                                                                       | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      1678 | NS      | $32821.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    298000 | PA      | $300624.06     | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                     | Central Garden & Pet Company, Class A                                                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      7059 | NS      | $228852.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                                  | Zurn Elkay Water Solutions Corporation                                                         | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      4166 | NS      | $186803.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    915000 | PA      | $901384.84     | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                             | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $262996.12     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | Organon & Company/Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $171752.56     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKBAUD INC                                                    | Blackbaud, Inc.                                                                                | CUSIP: 09227Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1292 | NS      | $49884.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works, Inc.                                                                        | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132196.55     | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Small Cap Value ETF                                                                   | CUSIP: 88588G406<br>LEI: 2549003L6ICAC1IIRA46 | Long             |  | RF                | US        |    708730 | NS      | $19819421.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DAC                                             | Flutter Treasury DAC                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    216000 | PA      | $213989.04     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HANCOCK WHITNEY CORP                                             | Hancock Whitney Corporation                                                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       885 | NS      | $56277.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC                                           | Northfield Bancorp, Inc.                                                                       | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6590 | NS      | $89228.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                         | Eastman Chemical Company                                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4206 | NS      | $321001.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings, Inc.                                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    397000 | PA      | $369135.12     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | Chemours Company                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    560000 | PA      | $525142.91     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $277911.76     | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                   | AutoNation, Inc.                                                                               | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $25969.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORPORATION                                                | Ciena Corporation                                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       389 | NS      | $151021.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                   | Home Depot, Inc.                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     49331 | NS      | $16224472.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                               | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    383000 | PA      | $345657.50     | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                | Battalion CLO XIV, Ltd. 2019-14A                                                               | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $1291438.20    | 0.02%             | 2035-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND                       | Oak Street Investment 2020-1A                                                                  | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1770386 | PA      | $1611561.22    | 0.02%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corporation                                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93836.63      | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    480000 | PA      | $475784.10     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285466.94     | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4040032 | PA      | $3640020.85    | 0.04%             | 2061-07-01      | Fixed         | 3.50%                 | 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        |   6481308 | PA      | $6178661.09    | 0.07%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                                                     | Wingstop, Inc.                                                                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      4847 | NS      | $751139.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                       | Advanced Micro Devices, Inc.                                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     54276 | NS      | $11041366.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | Lincoln National Corporation                                                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      3270 | NS      | $116085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM LP                                                | Hess Midstream, LP                                                                             | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1079 | NS      | $41940.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    470000 | PA      | $427074.95     | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                   | TD SYNNEX Corporation                                                                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      6508 | NS      | $1097964.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corporation                                                                      | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    184000 | PA      | $179193.29     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                              | CME E-mini S&P 500 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      2654 | NC      | $-20225046.84  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                        | California Resources Corporation                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    122000 | PA      | $127639.82     | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    805000 | PA      | $817674.89     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | 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        |   1085763 | PA      | $1086786.40    | 0.01%             | 2051-12-26      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                        | Orange SA                                                                                      | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1075000 | PA      | $1054501.49    | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                     | Bread Financial Holdings, Inc.                                                                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       564 | NS      | $42237.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                              | CME E-mini Nasdaq 100 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -155 | NC      | $2650771.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SRM Escrow Issuer, LLC                                                                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129019.58     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | U.S. Bancorp                                                                                   | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    954000 | PA      | $981265.03     | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| TIMKEN COMPANY                                                   | Timken Company                                                                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3527 | NS      | $354710.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                     | Synopsys, Inc.                                                                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2498 | NS      | $990407.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    452000 | PA      | $450347.93     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | 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        |  15000000 | PA      | $14964100.05   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                     | Unilever plc ADR                                                                               | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     11866 | NS      | $676006.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                       | U.S. Bancorp                                                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    244000 | PA      | $254670.21     | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| IES HOLDINGS INC                                                 | IES Holdings, Inc.                                                                             | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       287 | NS      | $136746.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDINGS INC                                               | Roche Holdings, Inc.                                                                           | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540445.38     | 0.01%             | 2035-12-02      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company    | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79807.85      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6469191 | PA      | $5306085.22    | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREIF INC                                                        | Greif, Inc.                                                                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2857 | NS      | $191618.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | Match Group Holdings II, LLC                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    361000 | PA      | $334550.02     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | 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        |   4897752 | PA      | $642838.21     | 0.01%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | Darling Ingredients, Inc.                                                                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      7326 | NS      | $453113.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                  | United Therapeutics Corporation                                                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       618 | NS      | $366461.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                                         | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    374000 | PA      | $368728.49     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORION SA                                                         | Orion SA                                                                                       | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     14015 | NS      | $91097.50      | 0.00%             |  |  |  | No            |                  1 | 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        |   6325000 | PA      | $6237251.00    | 0.07%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XJC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4094179 | PA      | $3896177.93    | 0.05%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                              | Chefs' Warehouse, Inc.                                                                         | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     14175 | NS      | $842703.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                        | IQVIA, Inc.                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    352000 | PA      | $357452.83     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428147.98     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                              | Clearway Energy, Inc., Class C                                                                 | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     11034 | NS      | $433525.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                                     | Teradyne, Inc.                                                                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     11287 | NS      | $3346144.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPERATING LP                                                 | ERP Operating, LP                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    515000 | PA      | $518431.90     | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | Cisco Systems, Inc.                                                                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     12653 | NS      | $981746.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC                                | Allison Transmission Holdings, Inc.                                                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1146 | NS      | $134150.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                                      | Zscaler, Inc.                                                                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       856 | NS      | $120088.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC.                                   | Selective Insurance Group, Inc.                                                                | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       691 | NS      | $52094.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       314 | NS      | $119288.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                               | Vertiv Holdings Company                                                                        | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      6918 | NS      | $1733512.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | Texas Instruments, Inc.                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     39585 | NS      | $7685031.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO COMPANY (THE)                                               | Toro Company                                                                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      4669 | NS      | $436271.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia                                                                            | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    424000 | PA      | $417979.56     | 0.01%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                     | BioMarin Pharmaceutical, Inc.                                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246139.13     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                            | Novartis Capital Corporation                                                                   | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    516000 | PA      | $450774.79     | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                       | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    262000 | PA      | $271653.13     | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    353000 | PA      | $331482.14     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corporation                                                                         | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365858.74     | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83257.61      | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321403.90     | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                       | Anglo American Capital plc                                                                     | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $586668.53     | 0.01%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings, Inc.                                                                            | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    357000 | PA      | $349576.61     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON EDUCATION INC                                       | Grand Canyon Education, Inc.                                                                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1196 | NS      | $203355.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237613.80     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                             | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $350871.38     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                         | Etsy, Inc.                                                                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1652 | NS      | $82566.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet, Inc.                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419874.66     | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group plc                                                                              | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $646087.38     | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                           | Church & Dwight Company, Inc.                                                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1785 | NS      | $166576.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QVAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12755557 | PA      | $13348253.13   | 0.16%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CORP                                        | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    597000 | PA      | $568700.64     | 0.01%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA INC                                               | Outfront Media, Inc.                                                                           | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     27407 | NS      | $726285.50     | 0.01%             |  |  |  | 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        |   1724448 | PA      | $1726763.15    | 0.02%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                  | FMC Corporation                                                                                | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    192000 | PA      | $118813.15     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                                          | Consolidated Edison, Inc.                                                                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       749 | NS      | $84771.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS NATIONAL BANC CORP                                       | Farmers National Banc Corporation                                                              | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       646 | NS      | $8501.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | Georgia Power Company                                                                          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    523000 | PA      | $527124.56     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                               | Countrywide Alternative Loan Trust 2007-24                                                     | CUSIP: 02151GAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1610948 | PA      | $503352.50     | 0.01%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                               | SunCoke Energy, Inc.                                                                           | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    261000 | PA      | $235516.85     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                         | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     87000 | PA      | $79477.11      | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| STAR LEASING COMPANY LLC                                         | Star Leasing Company, LLC                                                                      | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158246.61     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                 | PG&E Corporation                                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135927.63     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                            | Applied Materials, Inc.                                                                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      9742 | NS      | $3329718.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                             | BWX Technologies, Inc.                                                                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     15429 | NS      | $3155076.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                                        | Xenon Pharmaceuticals, Inc.                                                                    | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      1557 | NS      | $90539.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                | General Mills, Inc.                                                                            | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    246000 | PA      | $243168.30     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    757000 | PA      | $743878.17     | 0.01%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    483000 | PA      | $488965.05     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5750000 | PA      | $4737910.19    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551000 | PA      | $559026.97     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                      | Protective Life Corporation                                                                    | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    730000 | PA      | $722966.86     | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                | Pinnacle West Capital Corporation                                                              | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1489 | NS      | $150016.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1032087.49    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                               | Graham Holdings Company                                                                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       197 | NS      | $208280.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                       | Carvana Company                                                                                | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    579260 | PA      | $626356.16     | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | 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        |    552121 | PA      | $31631.19      | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    405000 | PA      | $395691.26     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP (PRE-REINCORPORATION)          | Madison Square Garden Sports Corporation                                                       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $70708.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XCKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6585505 | PA      | $5655922.24    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita, Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179018.93     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair, LLC                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111401.66     | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORPORATION                                             | Repligen Corporation                                                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     11393 | NS      | $1342323.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                        | QIAGEN NV                                                                                      | CUSIP: N72482156<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      2131 | NS      | $85325.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HealthCare Technologies, Inc.                                                               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1507 | NS      | $107268.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                                   | Walt Disney Company                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     37474 | NS      | $3611744.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Large Cap Value Portfolio                                                             | CUSIP: 88589M303<br>LEI: 5493000QLC8KHZJUMH19 | Long             |  | RF                | US        |  49991484 | NS      | $1254536280.42 | 15.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CQP HOLDCO LP                                                    | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $367666.46     | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                           | Franklin Resources, Inc.                                                                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      5993 | NS      | $141554.66     | 0.00%             |  |  |  | No            |                  1 | 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        |   6590454 | PA      | $5950041.82    | 0.07%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                                    | American Eagle Outfitters, Inc.                                                                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      7394 | NS      | $123479.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                              | TE Connectivity plc                                                                            | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     20026 | NS      | $4185834.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | United Rentals North America, Inc.                                                             | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    430000 | PA      | $408444.32     | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KRMN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4488186 | PA      | $4473247.69    | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FirstCash, Inc.                                                                                | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    407000 | PA      | $404740.50     | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                         | Moog, Inc.                                                                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4671 | NS      | $1366921.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent High Yield Portfolio                                                                  | CUSIP: 88589M352<br>LEI: Q0U252S3ZZ0J2LYUWZ80 | Long             |  | RF                | US        |  23570318 | NS      | $98707776.20   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                           | Trane Technologies plc                                                                         | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2095 | NS      | $873070.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                         | RTX Corporation                                                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     44602 | NS      | $8603725.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COMPANIES INC                                             | Rocket Companies, Inc.                                                                         | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1739 | NS      | $24780.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | Marvell Technology, Inc.                                                                       | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164033.49     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $972927.45     | 0.01%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                            | Spotify Technology SA                                                                          | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1595 | NS      | $773431.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                                          | NOV, Inc.                                                                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      2449 | NS      | $46065.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corporation                                                                   | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    730000 | PA      | $722220.69     | 0.01%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDERATED HERMES INC                                             | Federated Hermes, Inc.                                                                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      5149 | NS      | $291999.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                     | Thermo Fisher Scientific, Inc.                                                                 | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    334000 | PA      | $331628.42     | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corporation                                                                        | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120819.11     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    724000 | PA      | $445966.49     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | Alliant Energy Corporation                                                                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      3647 | NS      | $261708.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORPORATION                                             | Methanex Corporation                                                                           | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $158404.46     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRIUMPH FINANCIAL INC                                            | Triumph Financial, Inc.                                                                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     22440 | NS      | $1338770.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                                        | Agios Pharmaceuticals, Inc.                                                                    | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1183 | NS      | $40020.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                               | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    177000 | PA      | $147352.50     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438000 | PA      | $428515.68     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                    | Owens Corning, Inc.                                                                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1150 | NS      | $124453.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health, Inc.                                                                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1831 | NS      | $536025.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                         | Dana, Inc.                                                                                     | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      8361 | NS      | $281347.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                              | CBOT 10-Yr. U.S. Treasury Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       773 | NC      | $-1427282.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARDWALK PIPELINES LP                                           | Boardwalk Pipelines, LP                                                                        | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    798000 | PA      | $785158.96     | 0.01%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                                      | Corteva, Inc.                                                                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4115 | NS      | $344466.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                              | Delta Air Lines, Inc.                                                                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     14120 | NS      | $938697.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                       | Bridgewater Bancshares, Inc.                                                                   | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      5702 | NS      | $100925.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AON GLOBAL LTD                                                   | Aon Global, Ltd.                                                                               | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    441000 | PA      | $373675.71     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    905000 | PA      | $819709.80     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                   | GE Vernova, Inc.                                                                               | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101009.53     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | Gap, Inc.                                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101456.68     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | Sprint Capital Corporation                                                                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1340081.98    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                            | Stellantis Financial Services US Corporation                                                   | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    272000 | PA      | $267088.06     | 0.00%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMUNITY WEST BANCSHARES                                        | Community West Bancshares                                                                      | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $75282.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR Voyix Corporation                                                                          | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144425.07     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VITA COCO COMPANY INC                                            | Vita Coco Company, Inc.                                                                        | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      9492 | NS      | $454761.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD INC                                                       | Lazard, Inc.                                                                                   | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      2377 | NS      | $100974.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | Taylor Morrison Communities, Inc.                                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133116.38     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UFP TECHNOLOGIES INC                                             | UFP Technologies, Inc.                                                                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      5256 | NS      | $1017561.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK TRUST                                                       | BANK 2022-BNK39                                                                                | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39497801 | PA      | $822249.42     | 0.01%             | 2055-02-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                              | Smurfit Kappa Treasury, ULC                                                                    | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    627000 | PA      | $605471.89     | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796011.05     | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                        | AvalonBay Communities, Inc.                                                                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       876 | NS      | $143094.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION                                         | Ares Capital Corporation                                                                       | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    533000 | PA      | $536780.14     | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                    | M/I Homes, Inc.                                                                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       328 | NS      | $40163.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MUVICO LLC                                                       | Muvico, LLC                                                                                    | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173995 | PA      | $164961.27     | 0.00%             | 2029-02-19      | Fixed         | 15.00%                | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    923000 | PA      | $835511.68     | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                                     | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    176000 | PA      | $172386.68     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                              | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    839000 | PA      | $813549.97     | 0.01%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | Eli Lilly & Company                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     39318 | NS      | $36163516.86   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Company                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    607000 | PA      | $614829.95     | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $146264.75     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                          | John Deere Capital Corporation                                                                 | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1048951.99    | 0.01%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                | CNH Industrial NV                                                                              | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     45277 | NS      | $498047.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD COAST BANCSHARES INC                                       | Third Coast Bancshares, Inc.                                                                   | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |      2659 | NS      | $100589.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC.                                                 | ICU Medical, Inc.                                                                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      6083 | NS      | $785619.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                     | MPT Operating Partnership, LP/MPT Finance Corporation                                          | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $324419.84     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                  | Caterpillar, Inc.                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     30072 | NS      | $21304809.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $277756.21     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                                           | FirstCash Holdings, Inc.                                                                       | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2317 | NS      | $435596.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                        | Build-A-Bear Workshop, Inc.                                                                    | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      1865 | NS      | $69844.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    418000 | PA      | $415862.02     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HELEN OF TROY LTD                                                | Helen of Troy, Ltd.                                                                            | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9332 | NS      | $134567.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1386481.61    | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK, Inc.                                                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $424231.76     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                | Take-Two Interactive Software, Inc.                                                            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       777 | NS      | $153457.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14098418.01   | 0.17%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | Scripps Escrow II, Inc.                                                                        | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $258984.68     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                      | MGIC Investment Corporation                                                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     72295 | NS      | $1897743.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Core Emerging Markets Equity Fund                                                     | CUSIP: 88588C603<br>LEI: N/A                  | Long             |  | RF                | US        |   6469325 | NS      | $80413706.44   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                             | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     21675 | NS      | $570702.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                                        | Mosaic Company                                                                                 | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    752000 | PA      | $746359.35     | 0.01%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                           | O'Reilly Automotive, Inc.                                                                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     59018 | NS      | $5447951.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                                            | Arcus Biosciences, Inc.                                                                        | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3710 | NS      | $80136.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINMARK CORP                                                     | Winmark Corporation                                                                            | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $202231.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES S&P NA TECHNOLOGY SOFTWARE INDEX FUND                    | iShares Expanded Tech-Software Sector ETF                                                      | CUSIP: 464287515<br>LEI: 54930072GM1ADLZJ5373 | Long             |  | RF                | US        |      5070 | NS      | $405853.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP INC                                    | Southern Missouri Bancorp, Inc.                                                                | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       646 | NS      | $41305.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                               | Oracle Corporation                                                                             | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $978348.10     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                           | CACI International, Inc.                                                                       | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       221 | NS      | $120195.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $158011.55     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                             | Excelerate Energy, LP                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    151000 | PA      | $158037.51     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEAR CORPORATION                                                 | Lear Corporation                                                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1663 | NS      | $201356.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    378000 | PA      | $383137.02     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                               | Forestar Group, Inc.                                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    309000 | PA      | $305475.89     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XQDT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3565353 | PA      | $3343067.18    | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                    | PRA Group, Inc.                                                                                | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    254000 | PA      | $255736.60     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    201000 | PA      | $203857.01     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                              | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $742452.71     | 0.01%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ALPINVEST SECONDARIES FUND (OFFSHORE FEEDER) VIII LP             | AlpInvest Secondaries Fund (Offshore Feeder) VIII, LP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $22902548.24   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36644.44      | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SERVICETITAN INC                                                 | ServiceTitan, Inc.                                                                             | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $39789.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                                     | DoorDash, Inc.                                                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      6598 | NS      | $990689.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING NEW YORK LLC                                             | Genting New York, LLC/GENNY Capital, Inc.                                                      | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $277110.81     | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                               | Wynnton Funding Trust II                                                                       | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $218400.38     | 0.00%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Company                                                                      | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $194307.00     | 0.00%             | 2031-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCHROCK INC                                                     | Archrock, Inc.                                                                                 | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      3960 | NS      | $137808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                      | OFG Bancorp                                                                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      9325 | NS      | $377289.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D R HORTON INC                                                   | D.R. Horton, Inc.                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3029 | NS      | $415639.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC.                                               | Acuity, Inc.                                                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2887 | NS      | $808995.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                                | Nucor Corporation                                                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4280 | NS      | $723748.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                        | Linde plc                                                                                      | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     10974 | NS      | $5440470.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                                                  | MillerKnoll, Inc.                                                                              | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     12584 | NS      | $181964.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                     | Phoenix Aviation Capital, Ltd.                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    281000 | PA      | $282767.49     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XNZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4134779 | PA      | $3840633.52    | 0.05%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                             | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     10130 | NS      | $2334559.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                  | Tyson Foods, Inc.                                                                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      3995 | NS      | $255959.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS INC                                              | Varonis Systems, Inc.                                                                          | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      1488 | NS      | $31947.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $257464.94     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN LTD                                                   | Transocean, Ltd.                                                                               | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |    227460 | NS      | $1508059.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC (DELWARE)                                            | Compass, Inc.                                                                                  | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      6932 | NS      | $50672.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                       | Evergy, Inc.                                                                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      4595 | NS      | $376422.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                               | Oracle Corporation                                                                             | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264659.73     | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    569000 | PA      | $587296.76     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRADEWEB MARKETS INC                                             | Tradeweb Markets, Inc.                                                                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5183 | NS      | $609831.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO                           | Massachusetts Mutual Life Insurance Company                                                    | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $680377.87     | 0.01%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | Oracle Corporation                                                                             | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1105711.55    | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RESMED INC                                                       | ResMed, Inc.                                                                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       185 | NS      | $41528.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                        | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    446000 | PA      | $428350.78     | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                       | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    896000 | PA      | $886675.73     | 0.01%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | Gray Media, Inc.                                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    167000 | PA      | $168281.06     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ GENESIS ENERGY FINANCE CORP                   | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $277758.80     | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | Diamondback Energy, Inc.                                                                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       789 | NS      | $156056.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                                    | WD-40 Company                                                                                  | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1004 | NS      | $204755.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                    | Discovery Global Holdings, Inc.                                                                | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    177000 | PA      | $107527.50     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | Spectrum Brands, Inc.                                                                          | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36250.90      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                          | FirstEnergy Corporation                                                                        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      3237 | NS      | $163986.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                                          | Tompkins Financial Corporation                                                                 | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      1288 | NS      | $101545.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                      | San Diego Gas & Electric Company                                                               | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $164200.99     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FASTENAL COMPANY                                                 | Fastenal Company                                                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    372689 | NS      | $17292769.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REWORLD HOLDING CORP                                             | Reworld Holding Corporation                                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    276000 | PA      | $258739.21     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bills                                                                            | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1998795.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELEK LOGISTICS FINANCE CORP         | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $372516.79     | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                      | K Hovnanian Enterprises, Inc.                                                                  | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131495.11     | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                             | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257775.80     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP                                    | Adaptive Biotechnologies Corporation                                                           | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      4725 | NS      | $65583.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3305851 | PA      | $3132621.67    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAR HARBOR BANKSHARES                                            | Bar Harbor Bankshares                                                                          | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2189 | NS      | $71033.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                          | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $271758.51     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                 | Ball Corporation                                                                               | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    201000 | PA      | $181017.40     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                 | Trane Technologies Financing, Ltd.                                                             | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    401000 | PA      | $406358.15     | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Short-Term Bond Portfolio                                                             | CUSIP: 88589M295<br>LEI: 6VYVH6PNTVA8ZH23ET87 | Long             |  | RF                | US        |  14350097 | NS      | $141411593.23  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERVICES INC                                    | Barrett Business Services, Inc.                                                                | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      3902 | NS      | $113860.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES INC                                          | Kodiak Gas Services, Inc.                                                                      | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2738 | NS      | $159680.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                       | Samsung Electronics Company, Ltd.                                                              | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     10913 | NS      | $1276399.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association - REMIC 2020-89                                          | CUSIP: 3136BCF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3458690 | PA      | $459736.35     | 0.01%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    683000 | PA      | $664792.17     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC                                   | First Financial Bankshares, Inc.                                                               | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       829 | NS      | $24414.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL GROUP INC                                                 | Markel Group, Inc.                                                                             | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        62 | NS      | $118672.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                          | MPLX, LP                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350800.92     | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings, Inc.                                                                            | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    267000 | PA      | $261478.68     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                     | Anheuser-Busch Companies, LLC/Anheuser-Busch InBev Worldwide, Inc.                             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1198960.59    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND                          | iShares Biotechnology ETF                                                                      | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             |  | RF                | US        |     48218 | NS      | $8141609.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                               | Oracle Corporation                                                                             | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    615000 | PA      | $580639.10     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                | Golub Capital Private Credit Fund                                                              | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138369.05     | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                    | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     13173 | NS      | $1806413.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                              | Otis Worldwide Corporation                                                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     12618 | NS      | $972595.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST INC                                 | Piedmont Realty Trust, Inc.                                                                    | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5788 | NS      | $38027.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                                       | RadNet, Inc.                                                                                   | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     10049 | NS      | $561638.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation - REMIC 5490                                            | CUSIP: 3137HJ4Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2000000 | PA      | $1956988.80    | 0.02%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $163494.77     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corporation                                                                      | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    143000 | PA      | $137606.87     | 0.00%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                        | Aptiv plc                                                                                      | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      4766 | NS      | $330951.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates K-173  | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6400000 | PA      | $6389208.96    | 0.08%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC.                                        | Patterson-UTI Energy, Inc.                                                                     | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     75076 | NS      | $813073.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                                    | Coherent Corporation                                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160854.94     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                     | Churchill Downs, Inc.                                                                          | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    202000 | PA      | $205797.80     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $254901.68     | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                           | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    221000 | PA      | $213960.60     | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DHT HOLDINGS INC                                                 | DHT Holdings, Inc.                                                                             | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     41775 | NS      | $763229.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                          | PTC, Inc.                                                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3512 | NS      | $500424.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | Universal Health Services, Inc.                                                                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       234 | NS      | $41878.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                                      | Cargill, Inc.                                                                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    705000 | PA      | $714385.75     | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                                  | Napco Security Technologies, Inc.                                                              | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      9502 | NS      | $374283.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    177000 | PA      | $164424.54     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                   | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    419000 | PA      | $420701.81     | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                       | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    102000 | PA      | $100672.10     | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | Southern Company                                                                               | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    983000 | PA      | $991517.51     | 0.01%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | Lithia Motors, Inc.                                                                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       425 | NS      | $106131.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                     | Assurant, Inc.                                                                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1657 | NS      | $360911.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                                            | Customers Bancorp, Inc.                                                                        | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     14229 | NS      | $987634.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    698000 | PA      | $722358.40     | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                        | Rogers Communications, Inc.                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $131516.01     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block, Inc.                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    176000 | PA      | $173093.10     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310429.02     | 0.00%             | 2031-03-15      | Fixed         | 4.12%                 | 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        |   5330072 | PA      | $5189048.41    | 0.06%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                           | CACI International, Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118079.42     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    352000 | PA      | $365329.58     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VEEVA SYSTEMS INC                                                | Veeva Systems, Inc.                                                                            | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      7560 | NS      | $1327989.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings, Inc.                                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    328000 | PA      | $339417.68     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                      | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    232000 | PA      | $237826.91     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                     | Chevron Corporation                                                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26306 | NS      | $5442711.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    329000 | PA      | $345146.33     | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VERRA MOBILITY CORP                                              | Verra Mobility Corporation                                                                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      4355 | NS      | $62232.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTAL REALTY TRUST INC                                          | Postal Realty Trust, Inc.                                                                      | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |      2748 | NS      | $51002.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                                 | Prestige Consumer Healthcare, Inc.                                                             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $66915.83      | 0.00%             |  |  |  | No            |                  1 | 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        |   6618556 | PA      | $6783497.63    | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    528000 | PA      | $524439.78     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                                          | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $206666.08     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    840000 | PA      | $844185.03     | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                                         | iRhythm Holdings, Inc.                                                                         | CUSIP: 450056106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8713 | NS      | $1028308.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1045840.19    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                              | Synergy Infrastructure Holdings, LLC                                                           | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $135569.96     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                          | Enerpac Tool Group Corporation                                                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     14155 | NS      | $516232.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                               | Oracle Corporation                                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    449000 | PA      | $427604.21     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | 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        |      -988 | NC      | $533104.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                  | Tyson Foods, Inc.                                                                              | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    304000 | PA      | $296948.99     | 0.00%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                       | Nasdaq, Inc.                                                                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     51057 | NS      | $4334228.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                             | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $505563.54     | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet, Inc., Class A                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    219053 | NS      | $62990880.68   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $589104.76     | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TENABLE HOLDINGS INC                                             | Tenable Holdings, Inc.                                                                         | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      1939 | NS      | $32798.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                     | AutoZone, Inc.                                                                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        57 | NS      | $192533.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $229739.89     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE Electric Company                                                                           | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    965000 | PA      | $740153.48     | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC (DELAWARE)                         | First Citizens BancShares, Inc./NC                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    805000 | PA      | $786786.63     | 0.01%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave, Inc.                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    266000 | PA      | $258461.40     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                                       | Enanta Pharmaceuticals, Inc.                                                                   | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      4777 | NS      | $60333.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                                     | Reliance, Inc.                                                                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       149 | NS      | $45284.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                         | Essex Property Trust, Inc.                                                                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       248 | NS      | $60016.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                     | Oshkosh Corporation                                                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1392 | NS      | $204916.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                        | Macy's Retail Holdings, LLC                                                                    | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $160283.45     | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                         | Stonex Escrow Issuer, LLC                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482000 | PA      | $487122.21     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORPORATION                                          | Boyd Gaming Corporation                                                                        | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    279000 | PA      | $265277.11     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                     | Vontier Corporation                                                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     46155 | NS      | $1637117.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                            | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  15252993 | NS      | $15252993.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KORN FERRY                                                       | Korn Ferry                                                                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2202 | NS      | $138615.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                              | Centene Corporation                                                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     83239 | NS      | $2725244.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INC                                                        | EnPro, Inc.                                                                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      3928 | NS      | $984553.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                              | New Residential Mortgage Loan Trust 2026-NQM1                                                  | CUSIP: 64832LAF0<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-CBDO         | CORP              | US        |   1101177 | PA      | $1089442.40    | 0.01%             | 2065-11-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC.                                           | East West Bancorp, Inc.                                                                        | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      3020 | NS      | $322415.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                                  | Pegasystems, Inc.                                                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      3376 | NS      | $143682.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISION DRILLING CORP(CALGARY)                                 | Precision Drilling Corporation                                                                 | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    221000 | PA      | $222626.78     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7748893 | PA      | $7384363.86    | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                            | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    301000 | PA      | $301202.57     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST IV                                    | Five Corners Funding Trust IV                                                                  | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $607611.53     | 0.01%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | Southern Company Gas Capital Corporation                                                       | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    620000 | PA      | $505609.92     | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                  | Berkshire Hathaway Finance Corporation                                                         | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $772718.47     | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                                    | Capitol Federal Financial, Inc.                                                                | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14472 | NS      | $103185.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                                                    | Renasant Corporation                                                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       496 | NS      | $17920.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    902000 | PA      | $899892.15     | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                   | PMT Loan Trust 2025-INV2                                                                       | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3050000 | PA      | $3074568.06    | 0.04%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                         | J.P. Morgan Mortgage Trust 2026-1                                                              | CUSIP: 46594NAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1365000 | PA      | $1316700.02    | 0.02%             | 2056-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings, Inc.                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    652000 | PA      | $661129.96     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | Cigna Group                                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1366759.18    | 0.02%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | Pfizer, Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     19776 | NS      | $555310.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                             | Amphenol Corporation                                                                           | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    679000 | PA      | $637654.93     | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309187.25     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    222000 | PA      | $227631.92     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                              | Stryker Corporation                                                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     13179 | NS      | $4330487.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    218000 | PA      | $223659.92     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    166000 | PA      | $168972.89     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corporation                                                                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2182 | NS      | $138862.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | Playtika Holding Corporation                                                                   | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    184000 | PA      | $143575.20     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                     | CSMC Trust 2022-NQM1                                                                           | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1061934 | PA      | $920868.52     | 0.01%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                         | Jacobs Entertainment, Inc.                                                                     | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    371000 | PA      | $346885.00     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                              | Nissan Motor Company, Ltd.                                                                     | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $385841.73     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $968547.05     | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                         | Prudential Financial, Inc.                                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1119543.87    | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corporation                                                                         | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    308000 | PA      | $302216.19     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                      | Kemper Corporation                                                                             | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      9296 | NS      | $284085.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                                      | Genpact, Ltd.                                                                                  | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      2993 | NS      | $111489.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                               | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $785942.18     | 0.01%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                              | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144968.20     | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    881000 | PA      | $892472.21     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                    | Open Text Holdings, Inc.                                                                       | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $239465.50     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    176000 | PA      | $167560.24     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL LTD                                               | Liberty Global, Ltd., Class A                                                                  | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     57577 | NS      | $696105.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                               | Rithm Capital Corporation                                                                      | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    299000 | PA      | $288589.06     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RED ROCK RESORTS INC                                             | Red Rock Resorts, Inc.                                                                         | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $35804.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                        | Amgen, Inc.                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     33287 | NS      | $11712030.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    929000 | PA      | $868867.48     | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                    | VoltaGrid, LLC                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137363.60     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                            | MidAmerican Energy Company                                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    706000 | PA      | $708821.32     | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR Voyix Corporation                                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    244000 | PA      | $235100.49     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                     | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    331000 | PA      | $302014.61     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                              | Home BancShares, Inc.                                                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $51167.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                     | Sunnova Hestia II Issuer, LLC 2024-GRID1                                                       | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1961791 | PA      | $1900651.58    | 0.02%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                              | Watco Companies, LLC/Watco Finance Corporation                                                 | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $181781.66     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP                                   | Central Pacific Financial Corporation                                                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      7484 | NS      | $239188.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                                | Lithia Motors, Inc.                                                                            | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170710.95     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Company                                                                              | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245639.45     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | Eli Lilly & Company                                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    323000 | PA      | $316601.53     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANKWELL FINANCIAL GROUP INC                                     | Bankwell Financial Group, Inc.                                                                 | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1639 | NS      | $79524.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                                  | Baker Hughes Company                                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $27045.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | Roper Technologies, Inc.                                                                       | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    771000 | PA      | $665590.05     | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                           | Sequoia Mortgage Trust 2007-1                                                                  | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    482898 | PA      | $315040.38     | 0.00%             | 2046-09-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                | Ralph Lauren Corporation                                                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3721 | NS      | $1279986.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                   | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $195206.86     | 0.00%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                       | STERIS plc                                                                                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     23373 | NS      | $5168471.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL SA                                        | Telecom Italia Capital SA                                                                      | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    170000 | PA      | $172735.81     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                       | RenaissanceRe Holdings, Ltd.                                                                   | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      1307 | NS      | $388479.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    177000 | PA      | $172309.15     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS LTD                                                 | Wynn Resorts, Ltd.                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     17821 | NS      | $1809722.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC                                                 | Talos Energy, Inc.                                                                             | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3808 | NS      | $60014.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    605000 | PA      | $594230.61     | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NVENT ELECTRIC PLC                                               | nVent Electric plc                                                                             | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     11416 | NS      | $1350284.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC.                                      | Financial Institutions, Inc.                                                                   | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7674 | NS      | $243342.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     91924 | NS      | $27040363.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE TRUST                          | Mello Mortgage Capital Acceptance 2021-INV2                                                    | CUSIP: 58549XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2399824 | PA      | $1996446.78    | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                    | Medtronic plc                                                                                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     96555 | NS      | $8366490.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                          | Allegheny Technologies, Inc.                                                                   | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3238 | NS      | $470999.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORPORATION                                            | Flowserve Corporation                                                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     16280 | NS      | $1196742.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                                             | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    663000 | PA      | $648585.47     | 0.01%             | 2037-01-12      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                              | GS Mortgage-Backed Securities Trust 2025-PJ6                                                   | CUSIP: 36272KAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3325000 | PA      | $3305482.58    | 0.04%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    168000 | PA      | $161598.36     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CORPAY INC                                                       | Corpay, Inc.                                                                                   | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        73 | NS      | $21242.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1128139.47    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | Xcel Energy, Inc.                                                                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    462000 | PA      | $453831.55     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                               | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    272000 | PA      | $272562.77     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $622083.69     | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY LTD                                             | Assured Guaranty, Ltd.                                                                         | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      8166 | NS      | $665365.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                                  | Sony Group Corporation ADR                                                                     | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     16090 | NS      | $333063.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD RESIDENTIAL PROPERTIES INC                            | Brookfield Residential Properties, Inc./Brookfield Residential US, LLC                         | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    270000 | PA      | $247895.64     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITI TRENDS INC                                                  | Citi Trends, Inc.                                                                              | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       307 | NS      | $13299.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385YK6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1900000 | PA      | $1884208.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP (MICHIGAN)                                 | Independent Bank Corporation/MI                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6494 | NS      | $216250.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                          | MPLX, LP                                                                                       | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1225419.66    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE LOAN TRUST                            | Provident Funding Mortgage Trust 2025-6                                                        | CUSIP: 74388TAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1672517.35    | 0.02%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202599.58     | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                             | Noble Finance II, LLC                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $348000.31     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    742000 | PA      | $720572.08     | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                        | QXO Building Products, Inc.                                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    263000 | PA      | $268257.63     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4661608 | PA      | $3813216.27    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148052.69     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ON SEMICONDUCTOR CORPORATION                                     | ON Semiconductor Corporation                                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2765 | NS      | $171208.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                                     | Knowles Corporation                                                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      4386 | NS      | $112632.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST                               | Renaissance Home Equity Loan Trust 2006-3                                                      | CUSIP: 75971EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3418209 | PA      | $1023146.66    | 0.01%             | 2036-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    186000 | PA      | $199552.15     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                       | Neurocrine Biosciences, Inc.                                                                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     10496 | NS      | $1382743.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                        | Edwards Lifesciences Corporation                                                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3693 | NS      | $295735.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                          | KeyCorp                                                                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1887 | NS      | $37834.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                             | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    214000 | PA      | $210440.81     | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | Service Corporation International/US                                                           | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1595 | NS      | $131603.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    378000 | PA      | $364836.95     | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    576000 | PA      | $556502.86     | 0.01%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $444213.09     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    639000 | PA      | $581845.26     | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                                 | Coeur Mining, Inc.                                                                             | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      9461 | NS      | $177582.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                                               | Varex Imaging Corporation                                                                      | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      7726 | NS      | $81972.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                     | United Airlines Holdings, Inc.                                                                 | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134975.27     | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VISTEON CORPORATION                                              | Visteon Corporation                                                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       745 | NS      | $67876.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                      | Cigna Group                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2615 | NS      | $697551.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                                   | Walt Disney Company                                                                            | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $974376.63     | 0.01%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | Fifth Third Bancorp                                                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     11123 | NS      | $516774.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | Smyrna Ready Mix Concrete, LLC                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    556000 | PA      | $573347.20     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                                          | Zoom Communications, Inc.                                                                      | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1575 | NS      | $126614.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71476.06      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209124.73     | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WOODWARD INC                                                     | Woodward, Inc.                                                                                 | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       386 | NS      | $138157.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                    | Martin Marietta Materials, Inc.                                                                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    326000 | PA      | $326117.22     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                          | PPL Capital Funding, Inc.                                                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644532.92     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | Cargill, Inc.                                                                                  | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165190.93     | 0.00%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY INC                            | Petco Health and Wellness Company, Inc.                                                        | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91873.90      | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385XX9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1000000 | PA      | $992890.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OLD NATIONAL BANCORP                                             | Old National Bancorp                                                                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     42389 | NS      | $936796.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                            | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    394000 | PA      | $395970.26     | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC                                                      | Novanta, Inc.                                                                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4204 | NS      | $496534.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC/ BRIGHTSTAR GLOBAL SOLUTIONS CORP         | Brightstar Lottery plc/Brightstar Global Solutions Corporation                                 | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    177000 | PA      | $172057.61     | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                   | Zebra Technologies Corporation                                                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3087 | NS      | $645429.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE Electric Company                                                                           | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    475000 | PA      | $358273.77     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                        | Valero Energy Corporation                                                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       435 | NS      | $107479.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                               | Cintas Corporation                                                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10937 | NS      | $1849884.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                                   | Armstrong World Industries, Inc.                                                               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3932 | NS      | $647993.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                              | Clearway Energy, Inc., Class A                                                                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      8964 | NS      | $351119.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                   | Fortune Brands Innovations, Inc.                                                               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      3988 | NS      | $155412.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORPORATION                                             | Seaboard Corporation                                                                           | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        23 | NS      | $130042.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $594364.72     | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                            | Victoria's Secret & Company                                                                    | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84815.48      | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED                                 | McCormick & Company, Inc.                                                                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2404 | NS      | $121257.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW INC                                                         | DNOW, Inc.                                                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      6397 | NS      | $76188.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                               | Atlas Warehouse Lending Company, LP                                                            | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    650000 | PA      | $637598.25     | 0.01%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics, Inc.                                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    442000 | PA      | $442526.42     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                            | Nesco Holdings II, Inc.                                                                        | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133005.04     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P Global, Inc.                                                                               | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195978.34     | 0.00%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARGENX SE                                                        | Argenx SE ADR                                                                                  | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1212 | NS      | $885063.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                                       | Arcosa, Inc.                                                                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1356 | NS      | $143925.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | Philip Morris International, Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     15778 | NS      | $2608734.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SESI LLC                                                         | SESI, LLC                                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    177000 | PA      | $180489.02     | 0.00%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    405000 | PA      | $401646.07     | 0.00%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                   | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    590000 | PA      | $573907.77     | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TEXAS ROADHOUSE INC                                              | Texas Roadhouse, Inc.                                                                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     13759 | NS      | $2272161.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387366.33     | 0.00%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $103082.21     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    276000 | PA      | $275614.73     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | 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        |   2158667 | PA      | $1756659.96    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup, Inc.                                                                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    201000 | PA      | $202418.66     | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC.                                    | Texas Capital Bancshares, Inc.                                                                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       333 | NS      | $31595.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                             | Healthcare Realty Trust, Inc.                                                                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     22779 | NS      | $387015.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RISEWELL HOMES INC                                               | Risewell Homes, Inc.                                                                           | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172096.55     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                          | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    226000 | PA      | $216778.65     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | Albertsons Companies, Inc.                                                                     | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133894.19     | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    114000 | PA      | $117169.26     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                       | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $185282.73     | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                             | Dycom Industries, Inc.                                                                         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       184 | NS      | $62342.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                               | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    217000 | PA      | $186342.24     | 0.00%             | 2034-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    279000 | PA      | $253309.31     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GLOBUS MEDICAL INC                                               | Globus Medical, Inc.                                                                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      2422 | NS      | $208679.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                      | Beach Acquisition Bidco, LLC                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    257187 | PA      | $273908.61     | 0.00%             | 2033-07-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| HOULIHAN LOKEY INC                                               | Houlihan Lokey, Inc.                                                                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      4947 | NS      | $710488.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                     | Synopsys, Inc.                                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    502000 | PA      | $479953.53     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                                                  | Ulta Beauty, Inc.                                                                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       959 | NS      | $501278.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMBACH HOLDINGS INC                                             | Limbach Holdings, Inc.                                                                         | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      9517 | NS      | $742801.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORP                                             | Camden National Corporation                                                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       285 | NS      | $13523.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                | FedEx Freight Holding Company, Inc.                                                            | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    546000 | PA      | $532514.18     | 0.01%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                           | Skyworks Solutions, Inc.                                                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      5711 | NS      | $305824.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                                           | Genworth Financial, Inc.                                                                       | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    147739 | NS      | $1199640.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                     | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $518700.09     | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | United Rentals North America, Inc.                                                             | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    386000 | PA      | $384324.10     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                                             | SPX Technologies, Inc.                                                                         | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       634 | NS      | $126761.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | Element Solutions, Inc.                                                                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     40144 | NS      | $1370516.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTOS FINANCE LTD.                                              | Santos Finance, Ltd.                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    243000 | PA      | $243563.35     | 0.00%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                        | Park Hotels & Resorts, Inc.                                                                    | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     18646 | NS      | $196342.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                           | Brightstar Lottery plc                                                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    459000 | PA      | $455283.89     | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                              | Hotwire Funding, LLC 2024-1A                                                                   | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2225809.52    | 0.03%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                            | eG Global Finance plc                                                                          | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $85596.16      | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                             | PRET Trust 2025-RPL2                                                                           | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1405860 | PA      | $1363768.49    | 0.02%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PEOPLES FINANCIAL SERVICES CORP                                  | Peoples Financial Services Corporation                                                         | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |      1057 | NS      | $56369.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORPORATION (THE)                                       | Middleby Corporation                                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2998 | NS      | $397474.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11852812.56   | 0.14%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    381000 | PA      | $379493.59     | 0.00%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| MEDPACE HOLDINGS INC                                             | Medpace Holdings, Inc.                                                                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      5662 | NS      | $2718835.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GROUP LLC                                            | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $171077.75     | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corporation                                                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      6039 | NS      | $790746.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                     | Wyndham Hotels & Resorts, Inc.                                                                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      5752 | NS      | $467234.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | Northrop Grumman Corporation                                                                   | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $962253.35     | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HOLDINGS INC                                      | Garrett Motion Holdings, Inc./Garrett LX I SARL                                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $329265.15     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | Apple, Inc.                                                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    918000 | PA      | $555572.81     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL SERVICES INC                                  | Citizens Financial Services, Inc.                                                              | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |       408 | NS      | $24949.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 15-Yr. Pass Through                        | CUSIP: 3132CXTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4554148 | PA      | $4664585.61    | 0.06%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    765000 | PA      | $742946.30     | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | Duke Energy Carolinas, LLC                                                                     | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $778751.42     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | Southwestern Electric Power Company                                                            | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    620000 | PA      | $463828.34     | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L Brands, Inc.                                                                                 | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    352000 | PA      | $355316.54     | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YORK WATER COMPANY (THE)                                         | York Water Company                                                                             | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $9287.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | Michaels Companies, Inc.                                                                       | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    428000 | PA      | $416655.43     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STEPSTONE SECONDARY OPPORTUNITIES FUND V OFFSHORE LP             | StepStone Secondary Opportunities Fund V Offshore, LP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $36959448.59   | 0.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Company Holdings                        | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    600000 | PA      | $622838.33     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corporation                                                                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169791.53     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                             | TRK Trust 2021-INV2                                                                            | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1347680 | PA      | $1223857.47    | 0.01%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                             | Gulfport Energy Corporation                                                                    | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2099 | NS      | $444085.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                      | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170939.59     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                  | Delta Air Lines, Inc./SkyMiles IP, Ltd.                                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1228333 | PA      | $1226559.20    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUCKLE INC                                                       | Buckle, Inc.                                                                                   | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      3230 | NS      | $162662.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                      | Cigna Group                                                                                    | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    805000 | PA      | $803832.72     | 0.01%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | Air Lease Corporation                                                                          | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    169000 | PA      | $167926.28     | 0.00%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | 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        |   3350089 | PA      | $3342290.28    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                               | First Horizon Corporation                                                                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      9522 | NS      | $216720.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC                                                     | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80245.12      | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      1551 | NS      | $131555.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      7524 | NS      | $117750.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                              | BellRing Brands, Inc.                                                                          | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156040.56     | 0.00%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                           | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    264000 | PA      | $267444.36     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | ESAB Corporation                                                                               | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133966.67     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HOLDINGS INC                                             | OneMain Holdings, Inc.                                                                         | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      4122 | NS      | $220485.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    809000 | PA      | $811401.98     | 0.01%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                            | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514776.74     | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                    | First American Financial Corporation                                                           | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      4531 | NS      | $273173.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                        | News Corporation, Class A                                                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     51526 | NS      | $1284543.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131332.92     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ULTRAGENYX PHARMACEUTICAL INC                                    | Ultragenyx Pharmaceutical, Inc.                                                                | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      4480 | NS      | $93856.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANPACK SA                                                       | Canpack SA/Canpack US, LLC                                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    408000 | PA      | $381800.73     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                        | Amcor plc                                                                                      | CUSIP: G0250X149<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      5655 | NS      | $224786.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation - REMIC 5094                                            | CUSIP: 3137FYPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3000000 | PA      | $2508102.90    | 0.03%             | 2048-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                           | Berkshire Hathaway, Inc.                                                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     31119 | NS      | $14912224.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC                                       | Howard Hughes Holdings, Inc.                                                                   | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       684 | NS      | $43269.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments, Inc.                                                                          | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82562.16      | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORPORATION (THE)                                    | Progressive Corporation                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     11521 | NS      | $2283923.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                                     | VeriSign, Inc.                                                                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      8720 | NS      | $2165699.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                         | J.P. Morgan Mortgage Trust 2025-9                                                              | CUSIP: 46594GAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1589092.16    | 0.02%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                      | Cencora, Inc.                                                                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4741 | NS      | $1489337.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                                  | Bio-Techne Corporation                                                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      8109 | NS      | $423776.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | Kaiser Aluminum Corporation                                                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $151722.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                                          | Gap, Inc.                                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108356.18     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays plc                                                                                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    864000 | PA      | $868451.83     | 0.01%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| REDDIT INC                                                       | Reddit, Inc.                                                                                   | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      6216 | NS      | $836984.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                                      | Avantor, Inc.                                                                                  | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44036 | NS      | $345242.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    572000 | PA      | $561450.54     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    117000 | PA      | $114365.04     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Company                                                                          | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    703000 | PA      | $684821.89     | 0.01%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | Service Corporation International/US                                                           | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109059.85     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                   | GE Vernova, Inc.                                                                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      9303 | NS      | $8120588.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC                                      | Hanover Insurance Group, Inc.                                                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       524 | NS      | $90835.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82353.78      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | Lockheed Martin Corporation                                                                    | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    374000 | PA      | $409434.39     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                       | Biogen, Inc.                                                                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       563 | NS      | $103214.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                   | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     35380 | NS      | $6136661.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                        | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    546000 | PA      | $532637.58     | 0.01%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | Univision Communications, Inc.                                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    244000 | PA      | $239100.43     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | Yum! Brands, Inc.                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        75 | NS      | $11661.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITAS CLO LTD                                                 | Trinitas CLO, Ltd. 2024-28A                                                                    | CUSIP: 89640FAU9<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-O            | CORP              | KY        |   2875000 | PA      | $2875000.00    | 0.03%             | 2039-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP                                                     | Cyprium Corporation/Cyprium Holdings Luxembourg SARL                                           | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $71827.51      | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                           | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    294000 | PA      | $294343.13     | 0.00%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $271866.14     | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                         | Digital Realty Trust, Inc.                                                                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2470 | NS      | $445118.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                       | Lightpath Fiber Issuer, LLC 2026-1A                                                            | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2243763.00    | 0.03%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                 | Unlock HEA Trust 2024-1                                                                        | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1405849 | PA      | $1401054.14    | 0.02%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                                        | Chubb, Ltd.                                                                                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      5880 | NS      | $1916468.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                       | Dexcom, Inc.                                                                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     20314 | NS      | $1275719.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC                      | Brundage-Bone Concrete Pumping Holdings, Inc.                                                  | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $375890.00     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                       | Viasat, Inc.                                                                                   | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171831.37     | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                           | Old Republic International Corporation                                                         | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     31887 | NS      | $1272291.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                          | AstraZeneca Finance, LLC                                                                       | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    792000 | PA      | $776091.49     | 0.01%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital, Inc.                                                                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      2890 | NS      | $54418.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                   | JB Hunt Transport Services, Inc.                                                               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3107 | NS      | $658373.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC                             | Bright Horizons Family Solutions, Inc.                                                         | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |       182 | NS      | $14947.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LOAN TRUST                                                   | PMT Loan Trust 2025-INV5                                                                       | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3225000 | PA      | $3199937.88    | 0.04%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | United Airlines, Inc.                                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    805000 | PA      | $789804.74     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA, Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    444000 | PA      | $448155.49     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21262500.00   | 0.26%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CASCADES INC.                                                    | Cascades, Inc./Cascades USA, Inc.                                                              | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    308000 | PA      | $310695.00     | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    860000 | PA      | $813338.54     | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44408.42      | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | Steel Dynamics, Inc.                                                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3124 | NS      | $562320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     81917 | PA      | $81947.90      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN AND WAKEFIELD UK HOLDCO LONDON LTD                       | Cushman & Wakefield, Ltd.                                                                      | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2128 | NS      | $26089.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                        | Deutsche Telekom International Finance BV                                                      | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1535000 | PA      | $1762899.62    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| F.N.B CORP                                                       | F.N.B. Corporation                                                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     10301 | NS      | $172232.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                       | American Tower Corporation                                                                     | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445128.68     | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                        | Zions Bancorp NA                                                                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     22576 | NS      | $1300829.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                             | Hecla Mining Company                                                                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      5646 | NS      | $105184.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC                                 | Gates Industrial Corporation plc                                                               | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |      2177 | NS      | $49221.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                   | AptarGroup, Inc.                                                                               | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      3306 | NS      | $416622.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | American Honda Finance Corporation                                                             | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    605000 | PA      | $583715.95     | 0.01%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corporation                                                                         | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    218000 | PA      | $214410.11     | 0.00%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                            | Antero Midstream Corporation                                                                   | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119436 | NS      | $2723140.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | Union Pacific Corporation                                                                      | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $706342.51     | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17752316 | PA      | $14472886.00   | 0.17%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | Long Ridge Energy, LLC                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    395000 | PA      | $414399.64     | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                                | Primo Brands Corporation                                                                       | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |      1163 | NS      | $21899.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | Micron Technology, Inc.                                                                        | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    583000 | PA      | $623184.55     | 0.01%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen, Inc.                                                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    919000 | PA      | $905800.11     | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INVESTMENTS III INC                               | Industrial F&B Investments III, Inc.                                                           | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    207000 | PA      | $209143.06     | 0.00%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    313000 | PA      | $307652.75     | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SONOS INC                                                        | Sonos, Inc.                                                                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     12314 | NS      | $165007.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                               | Byline Bancorp, Inc.                                                                           | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     16414 | NS      | $518189.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                                     | LivaNova plc                                                                                   | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     13783 | NS      | $876047.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                                        | Silicon Laboratories, Inc.                                                                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      6686 | NS      | $1391690.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | Micron Technology, Inc.                                                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     23886 | NS      | $8069646.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F&G Global Funding                                                                             | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $587523.52     | 0.01%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STEPAN COMPANY                                                   | Stepan Company                                                                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1007 | NS      | $50329.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS MORTGAGE TRUST                                             | Cross Mortgage Trust 2026-NQM2                                                                 | CUSIP: 227924AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2135384 | PA      | $2114948.19    | 0.03%             | 2061-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                     | United Airlines Holdings, Inc.                                                                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1627 | NS      | $149797.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    928000 | PA      | $971765.44     | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF TRUST                                           | State Street SPDR S&P 500 ETF Trust                                                            | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |     32097 | NS      | $20873962.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                    | Discovery Global Holdings, Inc.                                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    665000 | PA      | $438105.80     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                | TJX Companies, Inc.                                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13231 | NS      | $2112990.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORP                                                  | NCR Atleos Corporation                                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    133000 | PA      | $142368.83     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    701000 | PA      | $691483.50     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHOICEONE FINANCIAL SERVICES INC                                 | ChoiceOne Financial Services, Inc.                                                             | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2454 | NS      | $69006.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4990357 | PA      | $4283851.87    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                      | Community Trust Bancorp, Inc.                                                                  | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10752 | NS      | $652861.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15300000 | PA      | $15244418.01   | 0.18%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                         | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    233000 | PA      | $246354.16     | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | Station Casinos, LLC                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    177000 | PA      | $165263.13     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                      | BBCMS Mortgage Trust 2022-C17                                                                  | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17840054 | PA      | $1063434.89    | 0.01%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | Virgin Media Secured Finance plc                                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    417000 | PA      | $399936.32     | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | Star Parent, Inc.                                                                              | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    179000 | PA      | $185444.18     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block, Inc.                                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       582 | NS      | $35024.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | Clarivate Science Holdings Corporation                                                         | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $326526.12     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MACERICH COMPANY (THE)                                           | Macerich Company                                                                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      5612 | NS      | $106066.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $482596.53     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                   | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     87340 | NS      | $11528880.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORPORATION                                               | Cognex Corporation                                                                             | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     27685 | NS      | $1356288.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72550000 | PA      | $71169849.43   | 0.86%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | Xerox Corporation                                                                              | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    202000 | PA      | $151500.00     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| 1261229 BC LTD                                                   | 1261229 B.C., Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    377000 | PA      | $385989.19     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91469.44      | 0.00%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                    | Jefferies Financial Group, Inc.                                                                | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      3167 | NS      | $130702.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                        | Avnet, Inc.                                                                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      3523 | NS      | $217087.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                                                    | REGENXBIO, Inc.                                                                                | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       294 | NS      | $2463.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3245345 | PA      | $3000228.79    | 0.04%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises, Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    666000 | PA      | $657549.69     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    162000 | PA      | $165550.94     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                     | Saxon Asset Securities Trust 2004-2                                                            | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1204048 | PA      | $1107246.92    | 0.01%             | 2035-08-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | Sensata Technologies BV                                                                        | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    243000 | PA      | $234485.21     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Company                                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    733000 | PA      | $734152.37     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                            | Cousins Properties, LP                                                                         | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    580000 | PA      | $558406.29     | 0.01%             | 2033-03-01      | Fixed         | 4.88%                 | 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        |     -1276 | NC      | $-346406.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE BANK (TENNESSEE)                                        | Pinnacle Bank/Nashville, TN                                                                    | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1214463.44    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                       | Mueller Water Products, Inc.                                                                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     26162 | NS      | $719193.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC(PRE-REINCORPORATION)                              | Trade Desk, Inc.                                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1450 | NS      | $32900.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                            | Whirlpool Corporation                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144009.13     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                     | United Airlines Holdings, Inc.                                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    274000 | PA      | $268332.78     | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                         | Turning Point Brands, Inc.                                                                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     25856 | NS      | $2244042.24    | 0.03%             |  |  |  | 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        |   1650000 | PA      | $1636618.67    | 0.02%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | Comcast Corporation                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     12589 | NS      | $361430.19     | 0.00%             |  |  |  | No            |                  1 | 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        |   1166245 | PA      | $953988.65     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    513000 | PA      | $517483.36     | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                      | Workday, Inc.                                                                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       193 | NS      | $25074.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corporation                                                                         | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1266092.14    | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST                                       | BINOM Securitization Trust 2021-INV1                                                           | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    816466 | PA      | $756102.14     | 0.01%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                   | NewMarket Corporation                                                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       145 | NS      | $92937.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK5 TRUST                                                      | BANK5 2026-5YR21                                                                               | CUSIP: 06644BAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $2009653.04    | 0.02%             | 2059-04-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                   | TransAlta Corporation                                                                          | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $273149.08     | 0.00%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                             | Verisk Analytics, Inc.                                                                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     15883 | NS      | $3013799.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                          | Rockwell Automation, Inc.                                                                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      6775 | NS      | $2431412.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                                           | Dolby Laboratories, Inc.                                                                       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1939 | NS      | $116456.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                     | NiSource, Inc.                                                                                 | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    900000 | PA      | $870797.30     | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121496.58     | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                                    | American States Water Company                                                                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      3802 | NS      | $287507.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group plc                                                                       | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $616212.58     | 0.01%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                      | Wayfair, Inc.                                                                                  | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       927 | NS      | $69719.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORP                                               | CNB Financial Corporation                                                                      | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      2304 | NS      | $66723.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                                       | Natera, Inc.                                                                                   | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      6478 | NS      | $1295535.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    728000 | PA      | $702754.78     | 0.01%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                               | PPG Industries, Inc.                                                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      2098 | NS      | $224234.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9385703.13    | 0.11%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5370899 | PA      | $4727998.99    | 0.06%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIGHT INC                                                       | Alight, Inc.                                                                                   | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    102351 | NS      | $59639.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR Properties                                                                                 | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    711000 | PA      | $693928.30     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | Williams Companies, Inc.                                                                       | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1134449.62    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                                        | Casella Waste Systems, Inc.                                                                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      7185 | NS      | $570057.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                                                | Sprout Social, Inc.                                                                            | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |      5069 | NS      | $28893.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                                             | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    563000 | PA      | $569161.06     | 0.01%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    598000 | PA      | $614238.76     | 0.01%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                 | Unlock HEA Trust 2024-2                                                                        | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1769066 | PA      | $1764302.49    | 0.02%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                               | Azorra Finance, Ltd.                                                                           | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $426921.81     | 0.01%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAPLEBEAR INC                                                    | Maplebear, Inc.                                                                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $48698.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                                 | Kilroy Realty, LP                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299677.42     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    416767 | PA      | $414487.41     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays plc                                                                                   | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $481170.44     | 0.01%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    254000 | PA      | $247925.36     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    742000 | PA      | $741273.73     | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                            | Qualcomm, Inc.                                                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     13060 | NS      | $1681866.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                  | Installed Building Products, Inc.                                                              | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      3078 | NS      | $816131.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                     | FactSet Research Systems, Inc.                                                                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1313 | NS      | $284907.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN                                                      | ICE mini MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       563 | NC      | $105551.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                       | Amneal Pharmaceuticals, LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90591.42      | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INSMED INC                                                       | Insmed, Inc.                                                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      1923 | NS      | $314448.96     | 0.00%             |  |  |  | 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        |   2605322 | PA      | $2468793.88    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                 | Essent Group, Ltd.                                                                             | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      5131 | NS      | $299855.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                                                    | Life Time, Inc.                                                                                | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    242000 | PA      | $243917.37     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                              | Viavi Solutions, Inc.                                                                          | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    178000 | PA      | $167005.03     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent International Index Portfolio                                                         | CUSIP: 88589M428<br>LEI: 54930093O2M0NDDLJ146 | Long             |  | RF                | US        |   5288922 | NS      | $91575034.03   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BANK CORPORATION                                      | Mercantile Bank Corporation                                                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1951 | NS      | $98525.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                         | Visa, Inc.                                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     92116 | NS      | $27841139.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED BANK                                                 | Amalgamated Financial Corporation                                                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13086 | NS      | $508652.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                              | CME Ultra Long Term U.S. Treasury Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       328 | NC      | $-1077027.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                                  | Pinnacle Financial Partners, Inc.                                                              | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3352 | NS      | $288741.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower, LP                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    159000 | PA      | $153810.53     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS INC                                                 | NMI Holdings, Inc.                                                                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     16091 | NS      | $603573.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                   | TechnipFMC plc                                                                                 | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     26595 | NS      | $1838512.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | McGraw-Hill Education, Inc.                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    488000 | PA      | $482538.49     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                     | Churchill Downs, Inc.                                                                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      9626 | NS      | $864703.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP Texas, Inc.                                                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183230.34     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | 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        |   8124365 | PA      | $7307269.20    | 0.09%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                              | Danaher Corporation                                                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     79902 | NS      | $15149419.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WYETH LLC                                                        | Wyeth, LLC                                                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    619000 | PA      | $683743.89     | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE INC                                         | Broadstone Net Lease, Inc.                                                                     | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      1495 | NS      | $27313.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                      | Range Resources Corporation                                                                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      5946 | NS      | $268640.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                             | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $981733.97     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    462000 | PA      | $396024.55     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                                           | ESCO Technologies, Inc.                                                                        | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       198 | NS      | $55711.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES LP                                            | Cousins Properties, LP                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194200.66     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                                  | Morningstar, Inc.                                                                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      7128 | NS      | $1204988.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNF GROUP SA                                                     | SNF Group SACA                                                                                 | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    508000 | PA      | $469825.07     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    137000 | PA      | $140894.36     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REVOLUTION MEDICINES INC                                         | Revolution Medicines, Inc.                                                                     | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      1276 | NS      | $124091.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                     | Autodesk, Inc.                                                                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     28633 | NS      | $6854740.20    | 0.08%             |  |  |  | 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        |   1750000 | PA      | $1745021.25    | 0.02%             | 2035-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                       | CF Industries Holdings, Inc.                                                                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     11939 | NS      | $1550159.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG OPERATING GROUP II LP                                        | TPG Operating Group II, LP                                                                     | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    629000 | PA      | $616908.66     | 0.01%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    109742 | NS      | $18060240.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                                              | Leidos Holdings, Inc.                                                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       436 | NS      | $67806.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                    | Prime Healthcare Services, Inc.                                                                | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    727000 | PA      | $753899.00     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                            | NXP Semiconductors NV                                                                          | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      5301 | NS      | $1043554.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    264000 | PA      | $273536.34     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247026.78     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    873000 | PA      | $878658.37     | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                     | American Financial Group, Inc.                                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1606 | NS      | $205102.26     | 0.00%             |  |  |  | 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        |   2255322 | PA      | $2295419.63    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                  | Federal Realty Investment Trust                                                                | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       997 | NS      | $105891.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84874.36      | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                       | Point Securitization Trust 2025-2                                                              | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2324520 | PA      | $2290500.30    | 0.03%             | 2055-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corporation                                                                                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    201000 | PA      | $216741.11     | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                   | Brunswick Corporation                                                                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       795 | NS      | $57844.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                      | Ovintiv, Inc.                                                                                  | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      6912 | NS      | $410296.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCP X (OFFSHORE) LP                                              | LCP X (Offshore), LP                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $42630982.31   | 0.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TALOS PRODUCTION INC                                             | Talos Production, Inc.                                                                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99927.65      | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | Rockies Express Pipeline, LLC                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    416000 | PA      | $405626.71     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise, Inc.                                                                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      2331 | NS      | $989952.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CERDIA FINANZ GMBH                                               | Cerdia Finanz GmbH                                                                             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    323000 | PA      | $319941.19     | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                         | Bank OZK                                                                                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1272 | NS      | $58372.08      | 0.00%             |  |  |  | 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        |       930 | NS      | $193523.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | Virginia Electric and Power Company                                                            | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    222000 | PA      | $204489.19     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INSTEEL INDUSTRIES INC                                           | Insteel Industries, Inc.                                                                       | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       455 | NS      | $15292.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $145211.37     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                               | Public Service Company of Colorado                                                             | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    779000 | PA      | $633634.39     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                        | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1095209.98    | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                                 | Zillow Group, Inc., Class C                                                                    | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      5200 | NS      | $215176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                             | Amphenol Corporation                                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     84144 | NS      | $10631594.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                    | Martin Marietta Materials, Inc.                                                                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1791 | NS      | $1054325.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    247000 | PA      | $257483.74     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                               | Avista Corporation                                                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     10881 | NS      | $436763.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | Cloud Software Group, Inc.                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1037031.23    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                 | Kilroy Realty, LP                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    572000 | PA      | $551454.54     | 0.01%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC.                                           | Euronet Worldwide, Inc.                                                                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       910 | NS      | $60396.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                              | Halliburton Company                                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     26235 | NS      | $1022902.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC (DELAWARE)                           | Honeywell International, Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3425 | NS      | $774152.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383826.99     | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                       | GCAT Trust 2021-NQM6                                                                           | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1373255 | PA      | $1258262.93    | 0.02%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61100000 | PA      | $60338636.57   | 0.73%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corporation                                                                    | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1019637.03    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ASF IX LP                                                        | ASF IX LP                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |         1 | NS      | $22669533.05   | 0.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                        | Keysight Technologies, Inc.                                                                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     17699 | NS      | $4997666.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                                            | Antero Resources Corporation                                                                   | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      8342 | NS      | $354034.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1799592 | PA      | $1547217.48    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| C&F FINANCIAL CORPORATION                                        | C&F Financial Corporation                                                                      | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       567 | NS      | $41356.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                     | General Dynamics Corporation                                                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4077 | NS      | $1399307.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Company                                                                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116404.72     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83362.81      | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Osaic Holdings, Inc.                                                                           | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138017.24     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                              | Omnis Funding Trust                                                                            | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $497374.26     | 0.01%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | Occidental Petroleum Corporation                                                               | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1139 | NS      | $74035.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                          | Aramark                                                                                        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      4368 | NS      | $177078.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    212000 | PA      | $212775.42     | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAVCO INDUSTRIES INC                                             | Cavco Industries, Inc.                                                                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $38258.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC                                | Tanger, Inc.                                                                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    138865 | NS      | $4718632.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      1767 | NS      | $30427.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                              | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343471.87     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                     | SNF Group SACA                                                                                 | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $354130.00     | 0.00%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                                              | CSW Industrials, Inc.                                                                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2807 | NS      | $731448.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    176000 | PA      | $197256.93     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                       | Garmin, Ltd.                                                                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      7110 | NS      | $1649591.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC                                   | Air Products and Chemicals, Inc.                                                               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       176 | NS      | $51126.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                        | Boeing Company                                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    444000 | PA      | $473455.48     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | Freeport-McMoRan, Inc.                                                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     36992 | NS      | $2174389.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                                             | GeneDx Holdings Corporation                                                                    | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5243 | NS      | $336705.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                    | Commonbond Student Loan Trust 2018-AGS                                                         | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     60343 | PA      | $59809.99      | 0.00%             | 2044-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                      | ION Platform Finance US, Inc.                                                                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    343000 | PA      | $265490.84     | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                | Ivanhoe Mines, Ltd.                                                                            | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     49946 | NS      | $426898.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                    | Affiliated Managers Group, Inc.                                                                | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      6111 | NS      | $1690913.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                                      | Cummins, Inc.                                                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       770 | NS      | $414275.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                                        | Calix, Inc.                                                                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       284 | NS      | $13913.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                         | Curbline Properties Corporation                                                                | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      5795 | NS      | $149453.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Company                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    858000 | PA      | $850921.84     | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    237000 | PA      | $234333.75     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                            | Republic Services, Inc.                                                                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      8408 | NS      | $1841520.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                                    | Independence Realty Trust, Inc.                                                                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      7234 | NS      | $107714.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | Olympus Water US Holding Corporation                                                           | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162197.20     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                         | Dell, Inc.                                                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    563000 | PA      | $598209.13     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7285000 | PA      | $7103728.73    | 0.09%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | Enel Finance International NV                                                                  | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    629000 | PA      | $637920.08     | 0.01%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                               | Cipher Compute, LLC                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $284907.98     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CASEYS GENERAL STORES INC                                        | Casey's General Stores, Inc.                                                                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      2583 | NS      | $1880062.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties, LP/VICI Note Company, Inc.                                                    | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $432857.25     | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SCORPIO TANKERS INC                                              | Scorpio Tankers, Inc.                                                                          | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      1343 | NS      | $100268.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM LTD PARTNERSHIP                                              | LCM 41, Ltd. 41A                                                                               | CUSIP: 501971AU9<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $990980.00     | 0.01%             | 2036-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ GENESIS ENERGY FINANCE CORP                   | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $136352.76     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                        | Mosaic Company                                                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     13738 | NS      | $350319.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                                          | Warner Music Group Corporation                                                                 | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16471 | NS      | $420669.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES INC.                                | Provident Financial Services, Inc.                                                             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      2671 | NS      | $56518.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                 | American International Group, Inc.                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      5389 | NS      | $405522.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                       | Equinix Europe 2 Financing Corporation, LLC                                                    | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    840000 | PA      | $816994.66     | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                  | Rand Parent, LLC                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $447564.90     | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    267000 | PA      | $273313.89     | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160036.51     | 0.00%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1212626.23    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita, Inc.                                                                                   | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    189000 | PA      | $173302.90     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                      | Deluxe Corporation                                                                             | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    387000 | PA      | $401738.51     | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA, Inc.                                                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    557000 | PA      | $568404.46     | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                            | Topaz Solar Farms, LLC                                                                         | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177668 | PA      | $159901.20     | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                       | BANK 2025-BNK49                                                                                | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12553528 | PA      | $576737.94     | 0.01%             | 2058-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                | Union Electric Company                                                                         | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    501000 | PA      | $405065.99     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                           | Stena International SA                                                                         | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    265000 | PA      | $267790.19     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | Apple, Inc.                                                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     32000 | PA      | $24743.97      | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140W06P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2952254 | PA      | $2732427.61    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC (PRE-REINCORPORATION)                   | Simon Property Group, Inc.                                                                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       169 | NS      | $31523.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    787000 | PA      | $795581.03     | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                               | Teledyne Technologies, Inc.                                                                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       457 | NS      | $276489.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                 | Carpenter Technology Corporation                                                               | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131774.93     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                       | Brixmor Property Group, Inc.                                                                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     14039 | NS      | $404323.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                                      | Maximus, Inc.                                                                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       798 | NS      | $51151.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                             | Jersey Central Power & Light Company                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404248.75     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13669870 | PA      | $13016958.25   | 0.16%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    221000 | PA      | $214444.79     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                             | OI European Group BV                                                                           | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    352000 | PA      | $328480.20     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | Micron Technology, Inc.                                                                        | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    197000 | PA      | $207959.15     | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | 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        |  11500000 | PA      | $11431961.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ACNB CORP                                                        | ACNB Corporation                                                                               | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $46481.77      | 0.00%             |  |  |  | No            |                  1 | 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        |   8690302 | PA      | $7111887.46    | 0.09%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                           | Guidewire Software, Inc.                                                                       | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     15447 | NS      | $2310253.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $205564.63     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                | Take-Two Interactive Software, Inc.                                                            | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    422000 | PA      | $429427.96     | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                    | Intercontinental Exchange, Inc.                                                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     61570 | NS      | $9683729.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave, Inc.                                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    264000 | PA      | $251200.99     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MONGODB INC                                                      | MongoDB, Inc.                                                                                  | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       253 | NS      | $61926.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | Match Group Holdings II, LLC                                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    182000 | PA      | $176870.06     | 0.00%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88008.40      | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                         | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    796000 | PA      | $793853.12     | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                        | Edgewell Personal Care Company                                                                 | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377936.76     | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                      | Cencora, Inc.                                                                                  | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    608000 | PA      | $596889.62     | 0.01%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OTTER TAIL CORP                                                  | Otter Tail Corporation                                                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2322 | NS      | $203801.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    273000 | PA      | $284851.40     | 0.00%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | Illumina, Inc.                                                                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      4996 | NS      | $615806.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | Entergy Louisiana, LLC                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171610.69     | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | International Business Machines Corporation                                                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     42811 | NS      | $10376958.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    699000 | PA      | $708728.26     | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY INC                                 | American Water Works Company, Inc.                                                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1158 | NS      | $157592.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                  | BCPE Flavor Debt Merger Sub, LLC/BCPE Flavor Issuer, Inc.                                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $364540.35     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                             | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149044.38     | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                           | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    774000 | PA      | $721906.76     | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                | Chord Energy Corporation                                                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      3120 | NS      | $443601.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                    | Hilton Worldwide Holdings, Inc.                                                                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     41306 | NS      | $12560328.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HLF FINANCING SARL LLC                                           | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $256393.91     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $179022.27     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 3140XRA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849973 | PA      | $874771.15     | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | Comcast Corporation                                                                            | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    923000 | PA      | $816079.58     | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                 | UL Solutions, Inc.                                                                             | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      3480 | NS      | $298270.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC.                                                       | Graco, Inc.                                                                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     18663 | NS      | $1579822.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                      | American Water Capital Corporation                                                             | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    254000 | PA      | $248510.17     | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | 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        |   1876155 | PA      | $1861389.56    | 0.02%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                              | Highwoods Realty, LP                                                                           | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209925.36     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES INC                                 | Citicorp Mortgage Securities, Inc. 2007-6                                                      | CUSIP: 173103AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1238459 | PA      | $1133891.06    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio, LLC                                                                           | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    183000 | PA      | $181786.78     | 0.00%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $247004.20     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $287512.50     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                            | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    755000 | PA      | $725702.23     | 0.01%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP                                      | Chase Home Lending Mortgage Trust 2024-11                                                      | CUSIP: 161919AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1775000 | PA      | $1775536.58    | 0.02%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I, LP                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    417000 | PA      | $421045.32     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OLD SECOND BANCORP INC.                                          | Old Second Bancorp, Inc.                                                                       | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     26085 | NS      | $525873.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                                   | Transocean International, Ltd.                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    142800 | PA      | $148539.56     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | Exelon Corporation                                                                             | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    983000 | PA      | $806519.75     | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | Univision Communications, Inc.                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    243000 | PA      | $244185.84     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                    | Old Dominion Freight Line, Inc.                                                                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      6401 | NS      | $1250755.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP (PUERTO RICO)                                      | First Bancorp/Puerto Rico                                                                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     49315 | NS      | $1053368.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                             | Hecla Mining Company                                                                           | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121910.67     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364835.84     | 0.00%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    396000 | PA      | $398063.00     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                           | Takeoff Merger Sub, Inc.                                                                       | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    914000 | PA      | $902570.16     | 0.01%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WESBANCO INC                                                     | WesBanco, Inc.                                                                                 | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23074 | NS      | $795822.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX US OPERATIONS INC                                       | Methanex US Operations, Inc.                                                                   | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $176990.42     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                      | Cencora, Inc.                                                                                  | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21150.01      | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                                          | WESCO International, Inc.                                                                      | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3254 | NS      | $890359.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                          | Essential Properties, LP                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217243.54     | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                           | Vontive Mortgage Trust 2025-RTL1                                                               | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1213895.40    | 0.01%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corporation                                                                         | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374640.91     | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                        | Xylem, Inc.                                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     11403 | NS      | $1362658.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                        | Warner Brothers Discovery, Inc.                                                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     15420 | NS      | $423433.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | Imperial Brands Finance plc                                                                    | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $926790.34     | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                               | Enterprise Financial Services Corporation                                                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1019 | NS      | $55138.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                              | American Electric Power Company, Inc.                                                          | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222991.83     | 0.00%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP                                                     | Cyprium Corporation/Cyprium Holdings Luxembourg SARL                                           | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $72950.49      | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    398000 | PA      | $403221.74     | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44485.36      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GAP INC                                                          | Gap, Inc.                                                                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3349 | NS      | $81045.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MARIN BANCORP                                            | Bank of Marin Bancorp                                                                          | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2845 | NS      | $72917.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corporation                                                                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    770000 | PA      | $767929.05     | 0.01%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                                 | COLT Mortgage Loan Trust 2021-5                                                                | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1636631 | PA      | $1485572.28    | 0.02%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                     | Tapestry, Inc.                                                                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     15002 | NS      | $2116932.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION                                                | Fluor Corporation                                                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     24653 | NS      | $1150062.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221017.58     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    263000 | PA      | $253792.99     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16792620 | PA      | $14885431.94   | 0.18%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | Canadian Pacific Railway Company                                                               | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $533609.99     | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    332000 | PA      | $326300.32     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| HORIZON BANCORP/IN                                               | Horizon Bancorp, Inc.                                                                          | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      5834 | NS      | $96669.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                                              | Lowe's Companies, Inc.                                                                         | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1172104.87    | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385VR4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    400000 | PA      | $399321.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    266000 | PA      | $263546.60     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                                  | UGI Corporation                                                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    179821 | NS      | $6549080.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                         | J.P. Morgan Mortgage Trust 2021-INV7                                                           | CUSIP: 46654CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2447310 | PA      | $2036012.49    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    611000 | PA      | $576536.97     | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    161000 | PA      | $164340.11     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORANGE COUNTY BANCORP INC                                        | Orange County Bancorp, Inc.                                                                    | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2724 | NS      | $87113.52      | 0.00%             |  |  |  | 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        |    649176 | PA      | $564995.12     | 0.01%             | 2035-10-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                        | Axalta Coating Systems Dutch Holding B BV                                                      | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $240514.99     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                     | Crane NXT Company                                                                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1981 | NS      | $80408.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK Financing I plc                                                                     | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $163911.35     | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Company                                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1107000.32    | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | Royalty Pharma plc                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    546000 | PA      | $555832.42     | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA Global Funding                                                                             | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    298000 | PA      | $306278.26     | 0.00%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | Standard Building Solutions, Inc.                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    396000 | PA      | $391547.17     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | International Business Machines Corporation                                                    | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    576000 | PA      | $564899.51     | 0.01%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                   | Albemarle Corporation                                                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1769 | NS      | $317588.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                   | Amsted Industries, Inc.                                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    373000 | PA      | $374846.35     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STAG INDUSTRIAL INC                                              | STAG Industrial, Inc.                                                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      7795 | NS      | $281087.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                              | Cushman & Wakefield US Borrower, LLC                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80115.50      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corporation                                                                            | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178129.90     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | Vistra Corporation                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    407000 | PA      | $407521.76     | 0.00%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SITIME CORP                                                      | SiTime Corporation                                                                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2191 | NS      | $756661.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | Nexstar Media, Inc.                                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    258000 | PA      | $253681.23     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARTESIAN RESOURCES CORPORATION                                   | Artesian Resources Corporation                                                                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2307 | NS      | $73477.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                         | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199000.00     | 0.00%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191679.89     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | Blue Owl Technology Finance Corporation                                                        | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82030.50      | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP Funding, LLC                                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    480000 | PA      | $491039.39     | 0.01%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                              | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     86000 | PA      | $86103.03      | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                              | Dentsply Sirona, Inc.                                                                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      8603 | NS      | $99794.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | Hess Midstream Operations, LP                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $347859.30     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENTEX CORPORATION                                               | Gentex Corporation                                                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      7968 | NS      | $174100.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                                       | AMETEK, Inc.                                                                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     29087 | NS      | $6235089.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                                     | Coca-Cola Company                                                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      8114 | NS      | $617069.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORPORATION                                                 | Ball Corporation                                                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      4212 | NS      | $248971.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                       | Sotera Health Holdings, LLC                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    171000 | PA      | $176638.38     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIRST MID BANCSHARES INC                                         | First Mid-Illinois Bancshares, Inc.                                                            | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4053 | NS      | $166943.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corporation                                                                              | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $365133.59     | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FIVE BELOW INC                                                   | Five Below, Inc.                                                                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1711 | NS      | $390929.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                                            | Arrow Electronics, Inc.                                                                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1593 | NS      | $228452.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1418847.66    | 0.02%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | Charles River Laboratories International, Inc.                                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2311 | NS      | $398647.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                       | DaVita, Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    332000 | PA      | $340109.69     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CARGURUS INC                                                     | CarGurus, Inc.                                                                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1858 | NS      | $63264.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                            | Arroyo Mortgage Trust 2022-1                                                                   | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2849211.60    | 0.03%             | 2056-12-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORPORATION                                         | Northwestern Energy Group, Inc.                                                                | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       251 | NS      | $16550.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI SERVICES LLC                                               | Uniti Services, LLC                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    221000 | PA      | $229763.02     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    487000 | PA      | $479645.86     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | Western Midstream Operating, LP                                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    308000 | PA      | $321453.38     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WILLDAN GROUP INC                                                | Willdan Group, Inc.                                                                            | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      6394 | NS      | $489524.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                                 | IDEX Corporation                                                                               | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1899 | NS      | $359955.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    476000 | PA      | $494177.47     | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4808233 | PA      | $4801941.69    | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    670000 | PA      | $684022.20     | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    184000 | PA      | $169281.62     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation - REMIC 4180                                            | CUSIP: 3137B15G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1179873 | PA      | $85933.71      | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                              | Lightning Power, LLC                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    326000 | PA      | $338869.75     | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | Illumina, Inc.                                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108013.26     | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bills                                                                            | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1900000 | PA      | $1889057.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    277000 | PA      | $268341.49     | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                                    | Lincoln Electric Holdings, Inc.                                                                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      5792 | NS      | $1442671.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                        | Americold Realty Operating Partnership, LP                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573750.48     | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                | Loews Corporation                                                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       318 | NS      | $33943.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial, Inc.                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1323939.33    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                        | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197012.71     | 0.00%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                     | Costco Wholesale Corporation                                                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      8468 | NS      | $8437769.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    692000 | PA      | $719662.94     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                           | 200 Park Funding Trust                                                                         | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192151.62     | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association - REMIC 2012-137                                         | CUSIP: 3136AAJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    455593 | PA      | $6220.67       | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                     | Veralto Corporation                                                                            | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     22347 | NS      | $1975921.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                       | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    223000 | PA      | $217859.25     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    176000 | PA      | $164543.83     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | Lowe's Companies, Inc.                                                                         | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    616000 | PA      | $582349.80     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    480000 | PA      | $353195.08     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                     | Allegion plc                                                                                   | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1983 | NS      | $288110.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                          | NVR, Inc.                                                                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        70 | NS      | $461288.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                         | Eagle Funding Luxco SARL                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    300000 | PA      | $301575.00     | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION LTD                                                | FTAI Aviation, Ltd.                                                                            | CUSIP: G3730V105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2288 | NS      | $560560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17553757 | PA      | $14270854.32   | 0.17%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    485000 | PA      | $488124.83     | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                                   | Tetra Tech, Inc.                                                                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       807 | NS      | $24306.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group plc                                                                             | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    182000 | PA      | $166586.77     | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR, LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87835.64      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                        | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    564000 | PA      | $558978.47     | 0.01%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2100724.29    | 0.03%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QMUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23029998 | PA      | $19720948.14   | 0.24%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                           | Group 1 Automotive, Inc.                                                                       | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    242000 | PA      | $243623.34     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | 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        |  14100000 | PA      | $13989867.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | Cheniere Energy, Inc.                                                                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     10249 | NS      | $2908256.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                   | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $283239.33     | 0.00%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                              | Citadel Finance, LLC                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004844.42    | 0.01%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $711655.63     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB CORP                                                 | LendingClub Corporation                                                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      3548 | NS      | $50807.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORPORATION                                               | Bruker Corporation                                                                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       486 | NS      | $17554.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                                               | Avanos Medical, Inc.                                                                           | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       547 | NS      | $7663.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    266000 | PA      | $262967.55     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROWN GLOBAL SECONDARIES VI FEEDER SA SICAV RAIF                 | Crown Global Secondaries VI Feeder S.A., SICAV-RAIF                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | LU        |         1 | NS      | $23821891.11   | 0.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HOWMET AEROSPACE INC                                             | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    398000 | PA      | $386918.80     | 0.00%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $328265.00     | 0.00%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | Apple, Inc.                                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    427140 | NS      | $108403860.60  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                               | Banner Corporation                                                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $36043.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                   | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $173119.49     | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC                                     | Watts Water Technologies, Inc.                                                                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       158 | NS      | $45865.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON INC                                                         | AAON, Inc.                                                                                     | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12407 | NS      | $1026679.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV Financing, LLC                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $86594.57      | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | Nexstar Media, Inc.                                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    532000 | PA      | $536053.31     | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                            | Twist Bioscience Corporation                                                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     19787 | NS      | $940278.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P SOFTWARE & SERVICES ETF                                 | State Street SPDR S&P Software & Services ETF                                                  | CUSIP: 78464A599<br>LEI: 5493005QE6PTF3R7AJ47 | Long             |  | RF                | US        |      4821 | NS      | $685980.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                         | Ferguson Enterprises, Inc.                                                                     | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      8318 | NS      | $1940256.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                                      | Vaxcyte, Inc.                                                                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      2003 | NS      | $116394.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corporation                                                                        | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    620000 | PA      | $681490.45     | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121693.94     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                     | Magnera Corporation                                                                            | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    244000 | PA      | $225846.40     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                       | Mueller Water Products, Inc.                                                                   | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    286000 | PA      | $275531.46     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRANE CO                                                         | Crane Company                                                                                  | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       637 | NS      | $108927.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY INC                                            | Donaldson Company, Inc.                                                                        | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      3951 | NS      | $335321.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                 | Exxon Mobil Corporation                                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     57594 | NS      | $9771398.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                       | Cadence Design Systems, Inc.                                                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7333 | NS      | $2037620.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORE BANCSHARES INC.                                            | Shore Bancshares, Inc.                                                                         | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5417 | NS      | $101189.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                            | Essential Properties Realty Trust, Inc.                                                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    160176 | NS      | $4862943.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                    | Columbus McKinnon Corporation/NY                                                               | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    367000 | PA      | $366831.18     | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                   | Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1                                       | CUSIP: 61775VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1105214.44    | 0.01%             | 2068-09-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                            | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188793.75     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                        | California Resources Corporation                                                               | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109889.65     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    212000 | PA      | $208543.19     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                   | DCLI Bidco, LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    329000 | PA      | $332678.22     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace, Inc.                                                                      | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    428000 | PA      | $421781.19     | 0.01%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                    | BGC Group, Inc.                                                                                | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      4276 | NS      | $41819.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                              | Onto Innovation, Inc.                                                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      5664 | NS      | $1161516.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | Oak-Eagle Acquireco, Inc.                                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90140.22      | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                      | Parker-Hannifin Corporation                                                                    | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     23406 | NS      | $20953987.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    464000 | PA      | $467193.00     | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 31427QDG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    973729 | PA      | $989105.48     | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEI INVESTMENTS COMPANY                                          | SEI Investments Company                                                                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     57340 | NS      | $4499469.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | Columbia Pipelines Operating Company, LLC                                                      | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $160145.92     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                              | Badger Infrastructure Solutions, Ltd.                                                          | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      2256 | NS      | $100612.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS L.P.                                | Enterprise Products Partners, LP                                                               | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     20536 | NS      | $777082.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                          | CNO Financial Group, Inc.                                                                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      8212 | NS      | $337184.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                                          | Piper Sandler Companies                                                                        | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1516 | NS      | $116049.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                        | Federal Agricultural Mortgage Corporation                                                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       843 | NS      | $125059.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKE BANCORP INC                                                | Parke Bancorp, Inc.                                                                            | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      2429 | NS      | $68983.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | Smithfield Foods, Inc.                                                                         | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      2329 | NS      | $65142.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | Service Corporation International/US                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    161000 | PA      | $148542.11     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $651484.38     | 0.01%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                              | Block Financial, LLC                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $722050.26     | 0.01%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUDSON TECHNOLOGIES INC                                          | Hudson Technologies, Inc.                                                                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3110 | NS      | $18286.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA Communications Corporation                                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1148 | NS      | $197582.28     | 0.00%             |  |  |  | No            |                  1 | 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        |   3250000 | PA      | $3233827.35    | 0.04%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $840654.05     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                   | Cloudflare, Inc.                                                                               | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      6259 | NS      | $1291482.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF Compute, LLC                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $187032.36     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                               | Unity Software, Inc.                                                                           | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      4773 | NS      | $104719.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                                 | PRPM, LLC 2025-5                                                                               | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1801081 | PA      | $1797328.16    | 0.02%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC.                                   | National Health Investors, Inc.                                                                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       345 | NS      | $27896.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC.                                      | United Community Banks, Inc.                                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      5087 | NS      | $160189.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                                     | Organon & Company/Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $370005.41     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial, Inc.                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    251000 | PA      | $252744.32     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORPORATION                                          | FirstEnergy Corporation                                                                        | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    769000 | PA      | $654829.61     | 0.01%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $91911.01      | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                        | Realty Income Corporation                                                                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       566 | NS      | $34627.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group, Inc.                                                                             | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    619000 | PA      | $685563.57     | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                     | Monolithic Power Systems, Inc.                                                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      2724 | NS      | $2978285.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                         | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $137009.68     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Company                                                                              | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    509000 | PA      | $532053.63     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $326062.46     | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TPG RE FINANCE TRUST INC                                         | TPG RE Finance Trust, Inc.                                                                     | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1908 | NS      | $14901.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    630000 | PA      | $628984.12     | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FiberCop SPA                                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    563000 | PA      | $535574.07     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD INC                                                     | Safehold, Inc.                                                                                 | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     26713 | NS      | $361426.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                           | XPLR Infrastructure, LP                                                                        | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      8253 | NS      | $87646.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                             | Kioxia Holdings Corporation                                                                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    288000 | PA      | $296013.56     | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRADY CORPORATION                                                | Brady Corporation                                                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2061 | NS      | $167435.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                           | Regions Financial Corporation                                                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2804 | NS      | $73240.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                                     | Modine Manufacturing Company                                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      4965 | NS      | $1075965.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $298367.45     | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS US INC                                | GFL Environmental Holdings US, Inc.                                                            | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $357990.50     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $89673.77      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEEKAY TANKERS LTD (PRE-INCORPORATION)                           | Teekay Tankers, Ltd.                                                                           | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |       530 | NS      | $38859.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                      | Western Digital Corporation                                                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2366 | NS      | $639979.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau, Ltd.                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    336000 | PA      | $327910.32     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    424000 | PA      | $423761.97     | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WATERS CORPORATION                                               | Waters Corporation                                                                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        76 | NS      | $22632.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269353.16     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                        | Nokia Oyj ADR                                                                                  | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     52840 | NS      | $424833.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                    | TopBuild Corporation                                                                           | CUSIP: 89055F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2826 | NS      | $992773.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                                          | CECO Environmental Corporation                                                                 | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     10768 | NS      | $641557.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                                              | Glacier Bancorp, Inc.                                                                          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      1262 | NS      | $56373.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                                            | ICF International, Inc.                                                                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1502 | NS      | $98065.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                             | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $205775.35     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                               | Rithm Capital Corporation                                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87436.32      | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                                       | Minerals Technologies, Inc.                                                                    | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1698 | NS      | $120422.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                                         | Cohu, Inc.                                                                                     | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       106 | NS      | $3245.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS FINANCE SUB INC                                  | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $393338.02     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | 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        |   8064356 | PA      | $6596616.93    | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4111321 | PA      | $3811307.84    | 0.05%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Mid Cap Value ETF                                                                     | CUSIP: 88588G505<br>LEI: 2549000MEPC1S6MCHY33 | Long             |  | RF                | US        |   2958674 | NS      | $46402659.55   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                             | Lamar Advertising Company                                                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       183 | NS      | $23178.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    573000 | PA      | $542238.81     | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                             | Western Union Company                                                                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     15297 | NS      | $133542.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LOWES COMPANIES INC                                              | Lowe's Companies, Inc.                                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2972 | NS      | $702224.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                         | CSX Corporation                                                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     17823 | NS      | $731634.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                            | Waste Connections, Inc.                                                                        | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    331000 | PA      | $324297.61     | 0.00%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                  | Brookfield Asset Management, Ltd.                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $102742.31     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                      | Hertz Vehicle Financing III, LLC 2025-1A                                                       | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1357367.49    | 0.02%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources, Inc.                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    410000 | PA      | $396703.41     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | Banco Santander SA                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1194713.52    | 0.01%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                       | Sabra Health Care REIT, Inc.                                                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     69716 | NS      | $1340638.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                    | Palisades Mortgage Loan Trust 2021-RTL1                                                        | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380978 | PA      | $380718.59     | 0.00%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | Duke Energy Indiana, LLC                                                                       | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    847000 | PA      | $648273.35     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | Societe Generale SA                                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    723000 | PA      | $730016.09     | 0.01%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCAT INC                                                     | Transcat, Inc.                                                                                 | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      9792 | NS      | $719222.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    251000 | PA      | $244376.11     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                      | Crescent Energy Finance, LLC                                                                   | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    251000 | PA      | $252882.50     | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV Financing, LLC                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $265408.23     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66780.31      | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK TIMES COMPANY (THE)                                     | New York Times Company                                                                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     10140 | NS      | $849022.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL COLLEGIATE                                              | National Collegiate Trust 2007-A                                                               | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357265 | PA      | $350277.17     | 0.00%             | 2031-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST                                                | RLJ Lodging Trust                                                                              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19025 | NS      | $141165.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                       | Cognizant Technology Solutions Corporation                                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2281 | NS      | $139939.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                                            | AngloGold Ashanti plc                                                                          | CUSIP: G0378L100<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      1162 | NS      | $113132.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314356.91     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTEC INC.                                                      | MasTec, Inc.                                                                                   | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       379 | NS      | $121939.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                                    | Snowflake, Inc.                                                                                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      6205 | NS      | $935838.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                       | Humana, Inc.                                                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       174 | NS      | $30169.86      | 0.00%             |  |  |  | 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        |   1950000 | PA      | $1901203.20    | 0.02%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                                       | ServisFirst Bancshares, Inc.                                                                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $24106.73      | 0.00%             |  |  |  | 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        |      -806 | NC      | $-2332165.29   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                                           | Univest Financial Corporation                                                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      1239 | NS      | $42448.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR PARTNERS LP                                                  | CVR Partners, LP/CVR Nitrogen Finance Corporation                                              | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $327795.23     | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP                                              | Aethon United BR, LP/Aethon United Finance Corporation                                         | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $81351.27      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN HOLDINGS INC                                               | Crown Holdings, Inc.                                                                           | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      6665 | NS      | $668166.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SECURITY CORP                                                | ADT Security Corporation                                                                       | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    266000 | PA      | $248464.93     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $32662499.84   | 0.39%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                | Clean Harbors, Inc.                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    159000 | PA      | $161476.53     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | Live Nation Entertainment, Inc.                                                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177887.39     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    645000 | PA      | $626486.69     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    256000 | PA      | $248381.18     | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STOCK YARDS BANCORP INC                                          | Stock Yards Bancorp, Inc.                                                                      | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     11980 | NS      | $794154.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $354416.04     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | Cheniere Energy, Inc.                                                                          | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175019.54     | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $65124.94      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                 | Radian Group, Inc.                                                                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      8856 | NS      | $292956.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY LP                                                | Vornado Realty, LP                                                                             | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90217.74      | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                             | Waste Management, Inc.                                                                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      5585 | NS      | $1283377.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1214987.63    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                  | Installed Building Products, Inc.                                                              | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70257.31      | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE COMPANY LLC                          | Teva Pharmaceutical Finance Company, LLC                                                       | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    168000 | PA      | $173092.75     | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XPQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6498214 | PA      | $6649986.19    | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150792.81     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79964.57      | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUELLER INDUSTRIES INC                                           | Mueller Industries, Inc.                                                                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3842 | NS      | $425693.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation - REMIC 2695                                            | CUSIP: 31394L6Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2186618 | PA      | $2190725.12    | 0.03%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATHAY GENERAL BANCORP INC                                       | Cathay General Bancorp                                                                         | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       223 | NS      | $11118.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                                                     | Sanmina Corporation                                                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       192 | NS      | $24890.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                               | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $278945.30     | 0.00%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                             | PRET, LLC 2025-NPL4                                                                            | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-CBDO         | CORP              | US        |   1143753 | PA      | $1144826.84    | 0.01%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PENUMBRA INC                                                     | Penumbra, Inc.                                                                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1835 | NS      | $602558.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                                     | Plexus Corporation                                                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       598 | NS      | $121118.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581953.90     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $106907.42     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16305462 | PA      | $13407688.67   | 0.16%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                          | Science Applications International Corporation                                                 | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      1347 | NS      | $127857.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S                                                       | Genmab AS/Genmab Finance, LLC                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    443000 | PA      | $454177.78     | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                    | Principal Financial Group, Inc.                                                                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1426 | NS      | $128496.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                                   | WisdomTree, Inc.                                                                               | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      7472 | NS      | $108792.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS INC                                          | BrightView Holdings, Inc.                                                                      | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      2175 | NS      | $25643.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTICA INC                                                    | Celestica, Inc.                                                                                | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      3168 | NS      | $892362.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                             | Amkor Technology, Inc.                                                                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      4856 | NS      | $218665.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SECURITY CORP                                                | ADT Security Corporation                                                                       | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    266000 | PA      | $254122.87     | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | Booking Holdings, Inc.                                                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       491 | NS      | $2067267.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                    | Sixth Street Lending Partners                                                                  | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397656.49     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TREX COMPANY INC                                                 | Trex Company, Inc.                                                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1289 | NS      | $46945.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                     | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    284000 | PA      | $256378.77     | 0.00%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 01F050445<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11150000 | PA      | $11231417.41   | 0.14%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                  | ALLO Issuer, LLC 2025-1A                                                                       | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2609164.74    | 0.03%             | 2055-04-20      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                | Capital One Financial Corporation                                                              | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    303000 | PA      | $298404.66     | 0.00%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                       | Advanced Micro Devices, Inc.                                                                   | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    615000 | PA      | $510005.40     | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $194429.88     | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FIRST HAWAIIAN INC                                               | First Hawaiian, Inc.                                                                           | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       336 | NS      | $8279.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    308000 | PA      | $317606.15     | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241348.91     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    633000 | PA      | $620117.53     | 0.01%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ANIKA THERAPEUTICS INC                                           | Anika Therapeutics, Inc.                                                                       | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1610 | NS      | $23345.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      3971 | NS      | $749367.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4627971 | PA      | $4248072.65    | 0.05%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                               | Broadridge Financial Solutions, Inc.                                                           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       208 | NS      | $33795.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                                            | Jackson Financial, Inc.                                                                        | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      3589 | NS      | $379429.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES                                     | Ryman Hospitality Properties                                                                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       539 | NS      | $49733.53      | 0.00%             |  |  |  | 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        |       309 | NC      | $-960928.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                         | OBX Trust 2022-NQM3                                                                            | CUSIP: 67116KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1469464.95    | 0.02%             | 2062-01-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    464000 | PA      | $491446.53     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                    | Cable One, Inc.                                                                                | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       499 | NS      | $45513.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC           | Baker Hughes Holdings, LLC/Baker Hughes Co-Obligor, Inc.                                       | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    794000 | PA      | $779551.21     | 0.01%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates K-164  | CUSIP: 3137HDUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16537245 | PA      | $17028665.77   | 0.20%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | Yum! Brands, Inc.                                                                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    497000 | PA      | $488708.65     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDDLESEX WATER COMPANY                                          | Middlesex Water Company                                                                        | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $69903.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219033.83     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19150000 | PA      | $19823990.19   | 0.24%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALCHEM CORPORATION                                              | Balchem Corporation                                                                            | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      5927 | NS      | $1004507.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                          | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    352000 | PA      | $351613.26     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | Cloud Software Group, Inc.                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    695000 | PA      | $670448.15     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PROFICIENT AUTO LOGISTICS INC                                    | Proficient Auto Logistics, Inc.                                                                | CUSIP: 74317M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6187 | NS      | $41947.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                              | Nordson Corporation                                                                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       131 | NS      | $34853.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                    | TotalEnergies Capital USA, LLC                                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    937000 | PA      | $927513.17     | 0.01%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | Devon Energy Corporation                                                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     47930 | NS      | $2411837.60    | 0.03%             |  |  |  | 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        |     15504 | NS      | $1839239.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    580000 | PA      | $563503.15     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1537 | NS      | $123144.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                       | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     81000 | PA      | $81971.89      | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                         | ANZ Bank New Zealand, Ltd.                                                                     | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    600000 | PA      | $605844.49     | 0.01%             | 2032-08-11      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                 | Charles Schwab Corporation                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     59423 | NS      | $5584573.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco, LP/Sunoco Finance Corporation                                                          | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $228905.65     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corporation                                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    601000 | PA      | $553844.25     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                            | Western Alliance Bank                                                                          | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318314.75     | 0.00%             | 2035-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FRONTVIEW REIT INC                                               | FrontView REIT, Inc.                                                                           | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1031 | NS      | $15949.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                       | Curtiss-Wright Corporation                                                                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      3161 | NS      | $2153020.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | Univision Communications, Inc.                                                                 | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253662.71     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics, Inc.                                                                        | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      1209 | NS      | $139494.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    537000 | PA      | $544646.29     | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ADIENT PLC                                                       | Adient plc                                                                                     | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      4166 | NS      | $84194.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                               | Simmons First National Corporation                                                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      7520 | NS      | $146264.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | Marriott International, Inc./MD                                                                | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    286000 | PA      | $290517.32     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | FORVIA SE                                                                                      | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $244097.45     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                              | Dollar General Corporation                                                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       543 | NS      | $64470.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    203000 | PA      | $194862.66     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |    178353 | NS      | $55202037.03   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corporation                                                                           | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    487000 | PA      | $486841.63     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                               | Liberty Media Corporation-Liberty Formula One                                                  | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       915 | NS      | $77793.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Company                                                                          | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1012907.26    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                      | Phillips 66                                                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2171 | NS      | $395512.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                       | Stanley Black & Decker, Inc.                                                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      3297 | NS      | $234284.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                           | Sequoia Mortgage Trust 2025-7                                                                  | CUSIP: 81749VAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1627154.43    | 0.02%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                       | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    194000 | PA      | $167540.01     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                          | Valley National Bancorp                                                                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     13389 | NS      | $164416.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                                      | First Merchants Corporation                                                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      3227 | NS      | $124981.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair, LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117390.16     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    553000 | PA      | $541546.04     | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                                                   | Royal Gold, Inc.                                                                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1390 | NS      | $353741.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                              | Gilead Sciences, Inc.                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     21178 | NS      | $2951577.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    177000 | PA      | $178911.95     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133669.86     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138035.19     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                   | CBRE Group, Inc.                                                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     11837 | NS      | $1603440.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                     | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      6520 | NS      | $881699.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                         | Diamond Foreign Asset Company/Diamond Finance, LLC                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    123000 | PA      | $129942.37     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AZENTA INC                                                       | Azenta, Inc.                                                                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      2063 | NS      | $43591.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1153471.39    | 0.01%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | goeasy, Ltd.                                                                                   | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    261000 | PA      | $242758.70     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $456518.41     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EVEREST GROUP LTD                                                | Everest Group, Ltd.                                                                            | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       208 | NS      | $67984.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                       | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    101000 | PA      | $100012.57     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEARNY FINANCIAL CORP                                            | Kearny Financial Corporation/MD                                                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12008 | NS      | $90660.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D MOLECULAR THERAPEUTICS INC                                    | 4D Molecular Therapeutics, Inc.                                                                | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2584 | NS      | $24057.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                   | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    231000 | PA      | $218095.43     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                       | Countrywide Home Loans, Inc. 2007-3                                                            | CUSIP: 12543RBC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338640 | PA      | $142990.89     | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM FINANCE CORP                | Windstream Services, LLC/Windstream Escrow Finance Corporation                                 | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $236205.48     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    973000 | PA      | $795237.46     | 0.01%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA, Inc.                                                                                      | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    532000 | PA      | $517467.47     | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                           | International Paper Company                                                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      5681 | NS      | $202811.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3964048 | PA      | $3762914.17    | 0.05%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    411000 | PA      | $431546.30     | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    176000 | PA      | $165012.87     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corporation                                                                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    623000 | PA      | $624569.40     | 0.01%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP                                             | Archrock Services, LP/Archrock Partners Finance Corporation                                    | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $271277.28     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                 | AGCO Corporation                                                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       393 | NS      | $45536.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                                      | Pentair plc                                                                                    | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      5648 | NS      | $491997.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                        | Construction Partners, Inc.                                                                    | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      6276 | NS      | $697389.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | Western Midstream Operating, LP                                                                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    488000 | PA      | $482734.26     | 0.01%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                               | Alternative Loan Trust 2006-24CB                                                               | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    487130 | PA      | $242974.74     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORPORATION                                      | Deckers Outdoor Corporation                                                                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1998 | NS      | $199979.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                            | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    273000 | PA      | $273009.28     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                             | APLD ComputeCo 2, LLC                                                                          | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $192587.51     | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87452.18      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                      | Shopify, Inc.                                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     98450 | NS      | $11678139.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                               | Regency Centers, LP                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    461000 | PA      | $465980.97     | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                          | Flagstar Mortgage Trust 2021-9INV                                                              | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1110013 | PA      | $1005673.75    | 0.01%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                       | MFA Trust 2024-NPL1                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1365902 | PA      | $1367585.97    | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                            | CommVault Systems, Inc.                                                                        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       719 | NS      | $56002.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                              | Procter & Gamble Company                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     32717 | NS      | $4725643.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    282000 | PA      | $267057.41     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST BANCSHARES INC                                         | Northwest Bancshares, Inc.                                                                     | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20083 | NS      | $254853.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace, Inc.                                                                      | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $538747.85     | 0.01%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower, LP                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    344000 | PA      | $340970.50     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | Allison Transmission, Inc.                                                                     | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    131000 | PA      | $121938.80     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC                                           | ConnectOne Bancorp, Inc.                                                                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     11291 | NS      | $302260.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                       | Unum Group                                                                                     | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    460000 | PA      | $449901.50     | 0.01%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                       | Allstate Corporation                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      8335 | NS      | $1728178.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    616000 | PA      | $586837.78     | 0.01%             | 2053-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1222 | NS      | $73283.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | General Electric Company                                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     82358 | NS      | $23370729.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                      | Paychex, Inc.                                                                                  | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166717.17     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DAC                    | Virgin Media O2 Vendor Financing Notes VI DAC                                                  | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $174764.38     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $449621.29     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                                                 | Sotera Health Company                                                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2003 | NS      | $28723.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                           | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    980000 | PA      | $980267.54     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     11901 | NS      | $824501.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HTAP TRUST                                                       | HTAP Issuer Trust 2025-1                                                                       | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2740703 | PA      | $2729866.22    | 0.03%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELEK LOGISTICS FINANCE CORP         | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $177454.99     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                             | Saturn Oil & Gas, Inc.                                                                         | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $105727.61     | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | Williams Companies, Inc.                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     44474 | NS      | $3236817.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI INC                                                         | GPGI, Inc.                                                                                     | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37185 | NS      | $635863.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | Blue Owl Technology Finance Corporation                                                        | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    575000 | PA      | $542327.90     | 0.01%             | 2031-01-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                          | MPLX, LP                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228708.39     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLOOMIN BRANDS INC                                               | Bloomin' Brands, Inc./OSI Restaurant Partners, LLC                                             | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    411000 | PA      | $364068.69     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| MERCURY SYSTEMS INC                                              | Mercury Systems, Inc.                                                                          | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     11058 | NS      | $806238.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                     | Wyndham Hotels & Resorts, Inc.                                                                 | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91509.86      | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DORIAN LPG LTD                                                   | Dorian LPG, Ltd.                                                                               | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     12687 | NS      | $433895.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                                 | Mettler-Toledo International, Inc.                                                             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       455 | NS      | $573846.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain, Inc.                                                                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      3535 | NS      | $361064.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                               | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    465000 | PA      | $469799.21     | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                       | HTAP Issuer Trust 2024-2                                                                       | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1560068 | PA      | $1547681.18    | 0.02%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                        | C.H. Robinson Worldwide, Inc.                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1564 | NS      | $259733.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce, Inc.                                                                               | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    974000 | PA      | $970970.26     | 0.01%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AmWINS Group, Inc.                                                                             | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133770.20     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| O-I GLASS INC                                                    | O-I Glass, Inc.                                                                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2803 | NS      | $29459.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                         | J.P. Morgan Mortgage Trust 2025-12MPR                                                          | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1198668 | PA      | $1186939.89    | 0.01%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616920.36     | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $265163.43     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                              | CME E-mini S&P Mid-Cap 400 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         6 | NC      | $19000.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                                      | Equifax, Inc.                                                                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       260 | NS      | $46818.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL TECHNICAL INSTITUTE INC                                | Universal Technical Institute, Inc.                                                            | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     22242 | NS      | $802936.20     | 0.01%             |  |  |  | No            |                  1 | 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        |   2399373 | PA      | $2371314.61    | 0.03%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12668906.25   | 0.15%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BEACON FINANCIAL CORP                                            | Beacon Financial Corporation                                                                   | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      3949 | NS      | $118470.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                            | US Foods Holding Corporation                                                                   | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      1068 | NS      | $98480.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group plc                                                                       | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $942729.95     | 0.01%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                        | Brink's Company                                                                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       148 | NS      | $15337.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORP                                           | Paylocity Holding Corporation                                                                  | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       726 | NS      | $78437.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                             | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    161000 | PA      | $159395.22     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK, Inc.                                                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      3113 | NS      | $281384.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | Standard Building Solutions, Inc.                                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185095.65     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corporation                                                                         | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    602000 | PA      | $604340.86     | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bills                                                                            | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    800000 | PA      | $797261.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                            | Fifth Third Financial Corporation                                                              | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    219000 | PA      | $225976.78     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| SPDR S&P BIOTECH ETF                                             | State Street SPDR S&P Biotech ETF                                                              | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             |  | RF                | US        |      8908 | NS      | $1137818.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                      | Avient Corporation                                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167159.34     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                         | Lyft, Inc.                                                                                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      3008 | NS      | $40006.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                   | Marriott Ownership Resorts, Inc.                                                               | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    707000 | PA      | $672242.75     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                         | Foundation Finance Trust 2021-1A                                                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    522852 | PA      | $498778.55     | 0.01%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    517000 | PA      | $518436.23     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                               | OneSky Flight, LLC                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    424000 | PA      | $437659.16     | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | 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        |   4965302 | PA      | $4940867.77    | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                             | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160872.99     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | Waste Pro USA, Inc.                                                                            | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157755.16     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST                             | Laurel Road Prime Student Loan Trust 2018-D                                                    | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681946 | PA      | $652607.00     | 0.01%             | 2043-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $793771.60     | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                         | RLI Corporation                                                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1951 | NS      | $111285.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                              | Williams-Sonoma, Inc.                                                                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       934 | NS      | $170296.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                           | Chubb INA Holdings, LLC                                                                        | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    542000 | PA      | $456325.23     | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                           | Option Care Health, Inc.                                                                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       679 | NS      | $18278.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                 | PG&E Corporation                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    127293 | NS      | $2236538.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XG6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4231445 | PA      | $3804694.72    | 0.05%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118729.48     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                                  | EMCOR Group, Inc.                                                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     13934 | NS      | $10287611.54   | 0.12%             |  |  |  | No            |                  1 | 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        |   2663573 | PA      | $2582985.01    | 0.03%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                          | MACOM Technology Solutions Holdings, Inc.                                                      | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       899 | NS      | $199640.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                      | Vistra Corporation                                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164727.80     | 0.00%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com, Inc.                                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    449282 | NS      | $93571962.14   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | Kraft Heinz Foods Company                                                                      | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    638000 | PA      | $498815.21     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                        | Macy's Retail Holdings, LLC                                                                    | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $89127.32      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6458161 | PA      | $6441138.87    | 0.08%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                       | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315786.07     | 0.00%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HAMILTON LANE INC                                                | Hamilton Lane, Inc.                                                                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      2406 | NS      | $239156.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     15165 | NS      | $1719862.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    181000 | PA      | $191409.67     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                          | Lululemon Athletica, Inc.                                                                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       523 | NS      | $80071.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | Credit Suisse Group AG                                                                         | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $216000.00     | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                            | AES Corporation                                                                                | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    262000 | PA      | $259882.54     | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $333642.50     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MERIDIAN CORP                                                    | Meridian Corporation                                                                           | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $7489.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TerraForm Power Operating, LLC                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    662000 | PA      | $654701.52     | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                                       | Federal Signal Corporation                                                                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      5634 | NS      | $609260.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                                      | Popular, Inc.                                                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      9620 | NS      | $1290715.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                             | Hubbell, Inc.                                                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        84 | NS      | $41222.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                      | Cencora, Inc.                                                                                  | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    820000 | PA      | $806260.45     | 0.01%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    237000 | PA      | $242863.85     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AMERICOLD REALTY TRUST INC                                       | Americold Realty Trust, Inc.                                                                   | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |      5713 | NS      | $65470.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | Encompass Health Corporation                                                                   | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    256000 | PA      | $253727.59     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |   8200000 | PA      | $8149089.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NET LEASE OFFICE PROPERTIES                                      | NET Lease Office Properties                                                                    | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5517 | NS      | $63555.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385XH4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   3300000 | PA      | $3281137.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44319.02      | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC                                | Donnelley Financial Solutions, Inc.                                                            | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      2792 | NS      | $131614.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                                               | CNA Financial Corporation                                                                      | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    453000 | PA      | $445960.58     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corporation                                                                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $224282.93     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                               | New Enterprise Stone and Lime Company, Inc.                                                    | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    387000 | PA      | $381270.43     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing, Inc.                                                                        | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81562.50      | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC                            | Artisan Partners Asset Management, Inc.                                                        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      4368 | NS      | $158951.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                         | Lindblad Expeditions, LLC                                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    364000 | PA      | $371640.72     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                 | GATX Corporation                                                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       107 | NS      | $18269.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                            | EquipmentShare.com, Inc.                                                                       | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187876.62     | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | Bristol-Myers Squibb Company                                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4411 | NS      | $267527.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | Marathon Petroleum Corporation                                                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      2732 | NS      | $667099.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Company                                                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      6879 | NS      | $214487.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                         | Eastman Chemical Company                                                                       | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    551000 | PA      | $538751.26     | 0.01%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    589000 | PA      | $603794.04     | 0.01%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                                          | ExlService Holdings, Inc.                                                                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      4134 | NS      | $125880.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                | State Street Corporation                                                                       | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73409.68      | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| AMBARELLA INC                                                    | Ambarella, Inc.                                                                                | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |      1804 | NS      | $92860.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                             | Jacobs Solutions, Inc.                                                                         | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      3246 | NS      | $413150.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                     | BioMarin Pharmaceutical, Inc.                                                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      4619 | NS      | $260927.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                                | Kinder Morgan, Inc.                                                                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     96587 | NS      | $3238562.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    129000 | PA      | $126196.84     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    213000 | PA      | $218141.71     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140W1KE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2624441 | PA      | $2345094.69    | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                               | Conagra Brands, Inc.                                                                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     22895 | NS      | $359909.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                                            | Vir Biotechnology, Inc.                                                                        | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6532 | NS      | $58526.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                                      | Invesco, Ltd.                                                                                  | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     29653 | NS      | $720271.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                                    | Frontdoor, Inc.                                                                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      9868 | NS      | $521622.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12193359.38   | 0.15%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | Coherent Corporation                                                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      5501 | NS      | $1310393.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHPOINTE BANCSHARES INC                                       | Northpointe Bancshares, Inc.                                                                   | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |      4371 | NS      | $75443.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I LP                                              | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $270024.15     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corporation                                                                          | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    476000 | PA      | $425379.49     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1781626 | PA      | $1457367.94    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOAST INC                                                        | Toast, Inc.                                                                                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     19993 | NS      | $530014.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                           | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1985 | NS      | $104708.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                                  | Q2 Holdings, Inc.                                                                              | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       450 | NS      | $21285.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                          | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    327350 | PA      | $363819.41     | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| TESLA INC (PRE-REINCORPORATION)                                  | Tesla, Inc.                                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    118721 | NS      | $44134531.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     10186 | NS      | $242528.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                           | XHR, LP                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    189000 | PA      | $183093.07     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39200000 | PA      | $27868750.00   | 0.33%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                  | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      4757 | NS      | $362293.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION INSURANCE INC                                      | Constellation Insurance, Inc.                                                                  | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    328000 | PA      | $328394.76     | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Company                                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     13295 | NS      | $839978.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    272000 | PA      | $267849.73     | 0.00%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INVENTRUST PROPERTIES CORP                                       | InvenTrust Properties Corporation                                                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     12056 | NS      | $367225.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                                       | Great Southern Bancorp, Inc.                                                                   | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      8559 | NS      | $540329.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     81000 | PA      | $85672.89      | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    570000 | PA      | $554574.89     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MKS INCORPORATED                                                 | MKS, Inc.                                                                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      6201 | NS      | $1425051.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                                     | Vericel Corporation                                                                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     15526 | NS      | $499471.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                          | Alliance Resource Operating Partners, LP/Alliance Resource Finance Corporation                 | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $288775.00     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                                         | HNI Corporation                                                                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1473 | NS      | $49183.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                               | Exelon Corporation                                                                             | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    410000 | PA      | $338791.38     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHEWY INC                                                        | Chewy, Inc.                                                                                    | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      5705 | NS      | $154035.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC.                             | Applied Industrial Technologies, Inc.                                                          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      5165 | NS      | $1370377.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                              | Eurex Euro STOXX 50 Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -989 | NC      | $928911.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                             | CHNGE Mortgage Trust 2023-3                                                                    | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680329 | PA      | $680343.97     | 0.01%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                 | Cincinnati Financial Corporation                                                               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        52 | NS      | $8182.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TotalEnergies Capital SA                                                                       | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      7000 | PA      | $6529.27       | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | United Wholesale Mortgage, LLC                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    440000 | PA      | $411833.88     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    178000 | PA      | $142828.37     | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN VANGUARD CORPORATION                                    | American Vanguard Corporation                                                                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      4655 | NS      | $11590.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                               | Oracle Corporation                                                                             | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $394444.00     | 0.00%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | Toronto-Dominion Bank                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    309000 | PA      | $309339.59     | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | 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        |   7941238 | PA      | $6454422.56    | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                             | BridgeBio Pharma, Inc.                                                                         | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      6227 | NS      | $462417.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                                   | Constellium SE                                                                                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     22677 | NS      | $557400.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                        | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    652000 | PA      | $659614.08     | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                              | Stryker Corporation                                                                            | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    466000 | PA      | $471857.96     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                                      | Columbia Banking System, Inc.                                                                  | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     12359 | NS      | $339007.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                | Intel Corporation                                                                              | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    484000 | PA      | $408074.79     | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | Brookfield Finance, Inc.                                                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $312607.20     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                             | Innovative Industrial Properties, Inc.                                                         | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     22160 | NS      | $1111545.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                           | Intuitive Surgical, Inc.                                                                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     43544 | NS      | $20073348.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                                      | Sterling Construction Company, Inc.                                                            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2126 | NS      | $865856.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    462000 | PA      | $431052.30     | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                           | Boot Barn Holdings, Inc.                                                                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      5266 | NS      | $770731.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385YF7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   2200000 | PA      | $2182595.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                 | Taseko Mines, Ltd.                                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $346129.92     | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177466.60     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLYWIRE CORP                                                     | Flywire Corporation                                                                            | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      1395 | NS      | $16237.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                            | Telenet Finance Luxembourg Notes SARL                                                          | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $588792.01     | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH PLAINS FINANCIAL INC                                       | South Plains Financial, Inc.                                                                   | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      2082 | NS      | $87235.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                                                | CBRE Services, Inc.                                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    431000 | PA      | $425018.01     | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                        | Spire, Inc.                                                                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1466 | NS      | $132731.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                        | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $421111.03     | 0.01%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88866.95      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                      | Alnylam Pharmaceuticals, Inc.                                                                  | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2503 | NS      | $828167.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                       | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    316000 | PA      | $312121.80     | 0.00%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent International Equity Portfolio                                                        | CUSIP: 88589M378<br>LEI: 549300NCYVA6VP517Q16 | Long             |  | RF                | US        |  26547956 | NS      | $329797295.59  | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC                                 | West Pharmaceutical Services, Inc.                                                             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      6820 | NS      | $1709364.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                            | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    864000 | PA      | $845559.03     | 0.01%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corporation                                                                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    747000 | PA      | $735687.72     | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN CORP                                                    | Huntsman Corporation                                                                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     17082 | NS      | $227361.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TGNR INTERMEDIATE HOLDINGS LLC                                   | TGNR Intermediate Holdings, LLC                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    361000 | PA      | $352968.51     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                     | Berkshire Hathaway Energy Company                                                              | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $983276.47     | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | Nexstar Media, Inc.                                                                            | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    412000 | PA      | $413226.39     | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | General Motors Company                                                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     40612 | NS      | $3025594.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                                             | Hilltop Holdings, Inc.                                                                         | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      2456 | NS      | $87973.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ Lodging Trust, LP                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    149000 | PA      | $139551.33     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133684.58     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP Capital, LP                                                                                | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1170557.88    | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    162000 | PA      | $127879.47     | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | Pacific Gas and Electric Company                                                               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    538000 | PA      | $530707.96     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | ESAB Corporation                                                                               | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106743.06     | 0.00%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                             | Toorak Mortgage Trust 2025-RRTL1                                                               | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505285.10    | 0.02%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44475000 | PA      | $28648154.07   | 0.34%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                | Flash Compute, LLC                                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $175181.63     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                        | Adobe, Inc.                                                                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      8747 | NS      | $2126220.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                        | Prosperity Bancshares, Inc.                                                                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1364 | NS      | $91633.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                                 | New Jersey Resources Corporation                                                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      9964 | NS      | $547222.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $155829.06     | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASIMO CORPORATION                                               | Masimo Corporation                                                                             | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      2763 | NS      | $491454.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                                        | Mirum Pharmaceuticals, Inc.                                                                    | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      6032 | NS      | $557236.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9383774 | PA      | $8002970.01    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | Virginia Electric and Power Company                                                            | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $703152.55     | 0.01%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | Sinclair Television Group, Inc.                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195180.48     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                  | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174529.47     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44731.39      | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | Philip Morris International, Inc.                                                              | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    484000 | PA      | $502598.46     | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | Pfizer, Inc.                                                                                   | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    334000 | PA      | $331258.94     | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                               | Ryan Specialty, LLC                                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82345.53      | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corporacion Nacional del Cobre de Chile                                                        | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    675000 | PA      | $662559.75     | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                                         | GigaCloud Technology, Inc.                                                                     | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       415 | NS      | $18832.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    663000 | PA      | $649082.50     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTH STATE BANK                                                 | SouthState Bank Corporation                                                                    | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     15122 | NS      | $1399087.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVAL CLO LTD                                                   | CarVal CLO I, Ltd. 2018-1A                                                                     | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1701101.60    | 0.02%             | 2031-07-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                         | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $274796.62     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                             | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     12484 | NS      | $82768.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                                          | AZZ, Inc.                                                                                      | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       443 | NS      | $55432.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corporation                                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    246000 | PA      | $248466.15     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group plc                                                                              | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $959990.67     | 0.01%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| SPROUTS FARMERS MARKETS INC                                      | Sprouts Farmers Markets, Inc.                                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       852 | NS      | $65714.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273538.35     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association - REMIC 2023-54                                          | CUSIP: 3136BQRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2131871 | PA      | $1811182.66    | 0.02%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                | Clean Harbors, Inc.                                                                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      8818 | NS      | $2528385.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                             | TTM Technologies, Inc.                                                                         | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      6224 | NS      | $606342.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO QQQ TRUST SERIES 1                                       | Invesco QQQ Trust Series 1                                                                     | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             |  | RF                | US        |     16162 | NS      | $9328383.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| HELIOS TECHNOLOGIES INC                                          | Helios Technologies, Inc.                                                                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      2057 | NS      | $133108.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE Systems plc                                                                                | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246701.69     | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                              | Cardinal Health, Inc.                                                                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       733 | NS      | $154890.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                        | Zions Bancorp NA                                                                               | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461527.81     | 0.01%             | 2029-02-09      | Variable      | 4.48%                 | 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        |   1700000 | PA      | $1693522.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | Raven Acquisition Holdings, LLC                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $328743.47     | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | Scotts Miracle-Gro Company                                                                     | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       604 | NS      | $36729.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET                             | Merrill Lynch Alternative Note Asset Trust 2007-F1                                             | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337679 | PA      | $101509.96     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHARKNINJA HONG KONG CO LTD                                      | SharkNinja, Inc.                                                                               | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22474 | NS      | $2379996.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29744531.40   | 0.36%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation, LLC                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151180.27     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                       | Northern Trust Corporation                                                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4561 | NS      | $636578.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175205.37     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ GENESIS ENERGY FINANCE CORP                   | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $411364.00     | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SILA REALTY TRUST INC                                            | Sila Realty Trust, Inc.                                                                        | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |     66518 | NS      | $1575146.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                      | Regency Centers Corporation                                                                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1101 | NS      | $83301.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments, Inc.                                                                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       694 | NS      | $46706.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                                    | Interactive Brokers Group, Inc.                                                                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       579 | NS      | $38833.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                       | U.S. Bancorp                                                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      4001 | NS      | $208092.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1466520.28    | 0.02%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | Merck & Company, Inc.                                                                          | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    735000 | PA      | $713759.82     | 0.01%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                                        | Axis Capital Holdings, Ltd.                                                                    | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      2346 | NS      | $237907.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR Grace Holdings, LLC                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    262000 | PA      | $255281.09     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | Mattamy Group Corporation                                                                      | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    222000 | PA      | $208469.99     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IDEXX LABORATORIES INC.                                          | IDEXX Laboratories, Inc.                                                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      6836 | NS      | $3841080.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                              | CME E-mini Russell 2000 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        26 | NC      | $22825.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Mid Cap Stock Portfolio                                                               | CUSIP: 88589M121<br>LEI: 54930040IF45CD6DYC47 | Long             |  | RF                | US        |  10721898 | NS      | $212820031.69  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELLS CO                                                     | Campbell's Company                                                                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1088 | NS      | $24229.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SYSCO CORPORATION                                                | Sysco Corporation                                                                              | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    935000 | PA      | $998341.61     | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                             | M&T Bank Corporation                                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2527 | NS      | $522381.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                        | Block, Inc.                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175027.44     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | Home Depot, Inc.                                                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    699000 | PA      | $577860.81     | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                      | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    224000 | PA      | $229629.12     | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                          | Dream Finders Homes, Inc.                                                                      | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $254504.78     | 0.00%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                        | Merit Medical Systems, Inc.                                                                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       564 | NS      | $38876.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                         | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC                      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $194575.18     | 0.00%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORTHRIM BANCORP INC.                                            | Northrim BanCorp, Inc.                                                                         | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      2879 | NS      | $65871.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385XQ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1000000 | PA      | $993591.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                                  | Equity Lifestyle Properties, Inc.                                                              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1771 | NS      | $110545.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle, Inc.                                                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      7765 | NS      | $631372.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284457.65     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                   | BankUnited, Inc.                                                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       153 | NS      | $6909.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                  | Eastern Energy Gas Holdings, LLC                                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777791.49     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                         | Lam Research Corporation                                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    131496 | NS      | $28095435.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                          | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $277266.24     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NPK INTERNATIONAL INC                                            | NPK International, Inc.                                                                        | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     51240 | NS      | $742467.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                       | COPT Defense Properties, LP                                                                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    532000 | PA      | $525126.28     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DENALI THERAPEUTICS INC                                          | Denali Therapeutics, Inc.                                                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      5558 | NS      | $106713.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer, LP                                                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    639000 | PA      | $634736.92     | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corporation                                                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      5787 | NS      | $149767.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco, LP                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    354000 | PA      | $350089.68     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                            | Carlyle Group, Inc.                                                                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1474 | NS      | $71326.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                        | Continental Resources, Inc.                                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1058662.98    | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                                | Standex International Corporation                                                              | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      3347 | NS      | $853016.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | Georgia Power Company                                                                          | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    303000 | PA      | $309419.94     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corporation                                                                    | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       201 | NS      | $50396.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                        | Coinbase Global, Inc.                                                                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       188 | NS      | $32826.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                               | Easterly Government Properties, Inc.                                                           | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     14522 | NS      | $311206.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2975000 | PA      | $2889584.95    | 0.03%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE Systems plc                                                                                | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307864.30     | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Company Holdings                        | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    494000 | PA      | $484743.38     | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                  | RingCentral, Inc.                                                                              | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    459000 | PA      | $480196.16     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MYRIAD GENETICS INC                                              | Myriad Genetics, Inc.                                                                          | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      3107 | NS      | $13981.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                    | BlackRock Funding, Inc.                                                                        | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $283709.27     | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VANECK VECTORS SEMICONDUCTOR ETF                                 | VanEck Semiconductor ETF                                                                       | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |      1703 | NS      | $652930.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                               | NVIDIA Corporation                                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    890542 | NS      | $155310524.80  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | Virgin Media Finance plc                                                                       | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $168796.54     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAUREATE EDUCATION INC                                           | Laureate Education, Inc.                                                                       | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     22927 | NS      | $798776.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                      | Avient Corporation                                                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      5295 | NS      | $192208.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | Outfront Media Capital, LLC/Outfront Media Capital Corporation                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $283658.84     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QS2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9015638 | PA      | $8767407.87    | 0.11%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TPG INC                                                          | TPG, Inc.                                                                                      | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      1744 | NS      | $70649.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276722.92     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                              | Arista Networks, Inc.                                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |    145802 | NS      | $17901569.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                                                 | EPAM Systems, Inc.                                                                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1221 | NS      | $165323.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | Pacific Gas and Electric Company                                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    618000 | PA      | $632678.87     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL CORP/VA                                                | Universal Corporation                                                                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      1285 | NS      | $67719.50      | 0.00%             |  |  |  | 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        |  18057359 | PA      | $16013202.95   | 0.19%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1446 | NS      | $391273.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORPORATION                                            | McDonald's Corporation                                                                         | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    784000 | PA      | $653843.26     | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS                                                     | TKC Holdings, Inc.                                                                             | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $185533.64     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L Brands, Inc.                                                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265591.36     | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    396000 | PA      | $403255.17     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                             | Ashton Woods USA, LLC/Ashton Woods Finance Company                                             | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $302309.73     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                         | Nippon Life Insurance Company                                                                  | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    876000 | PA      | $877074.06     | 0.01%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images, Inc.                                                                             | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    376000 | PA      | $337204.09     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | Resideo Funding, Inc.                                                                          | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334994.04     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | Jazz Securities DAC                                                                            | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    212000 | PA      | $206759.34     | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JACK HENRY & ASSOCIATES INC.                                     | Jack Henry & Associates, Inc.                                                                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        16 | NS      | $2528.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | AdaptHealth, LLC                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $506864.70     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MACYS INC                                                        | Macy's, Inc.                                                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      5615 | NS      | $101575.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                              | Meritage Homes Corporation                                                                     | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    593000 | PA      | $592353.42     | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                         | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     10123 | NS      | $4498661.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                      | Commonwealth Edison Company                                                                    | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $781404.40     | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6904843.75    | 0.08%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                 | Pitney Bowes, Inc.                                                                             | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82890.45      | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                   | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    570000 | PA      | $537397.52     | 0.01%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties, Inc.                                                                      | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $219931.56     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40100000 | PA      | $39871304.89   | 0.48%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $15096378.24   | 0.18%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD                                                   | Barings CLO, Ltd. 2021-3A                                                                      | CUSIP: 06762TAQ4<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |   2150000 | PA      | $2135640.15    | 0.03%             | 2035-01-18      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                      | Crescent Energy Finance, LLC                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    231000 | PA      | $234425.50     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                  | Concentrix Corporation                                                                         | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      3266 | NS      | $89357.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco, LP                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    482000 | PA      | $494415.36     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | Societe Generale SA                                                                            | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $562574.56     | 0.01%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORP                                                     | Fortive Corporation                                                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       910 | NS      | $50304.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                      | Resorts World Las Vegas, LLC/RWLV Capital, Inc.                                                | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $171885.43     | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                        | Taiwan Semiconductor Manufacturing Company, Ltd. ADR                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     49767 | NS      | $16818757.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                     | Raymond James Financial, Inc.                                                                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       992 | NS      | $143631.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73712.84      | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ORRSTOWN FINANCIAL SERVICES INC                                  | Orrstown Financial Services, Inc.                                                              | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     12451 | NS      | $449232.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Company                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    644000 | PA      | $658794.32     | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| NORTHEAST COMMUNITY BANCORP INC                                  | Northeast Community Bancorp, Inc.                                                              | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      3283 | NS      | $78135.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                    | Discovery Global Holdings, Inc.                                                                | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    756000 | PA      | $731430.00     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial, Inc.                                                                           | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     24217 | NS      | $950032.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                           | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    618000 | PA      | $629713.86     | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System, Inc.                                                                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       131 | NS      | $26817.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corporation                                                                           | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    178000 | PA      | $176715.12     | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corporation                                                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2453 | NS      | $94563.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                        | Palantir Technologies, Inc.                                                                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    159486 | NS      | $23329612.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                                      | Revvity, Inc.                                                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1758 | NS      | $154018.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                            | DuPont de Nemours, Inc.                                                                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     26271 | NS      | $1203211.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO                                             | Simply Good Foods Company                                                                      | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3493 | NS      | $50124.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                                 | AmWINS Group, Inc.                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85258.73      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88114.42      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89400.26      | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | 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        |    700000 | PA      | $697975.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                   | Mastercard, Inc.                                                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     18123 | NS      | $9055338.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APLD COMPUTECO LLC                                               | APLD ComputeCo, LLC                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $323521.11     | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | 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        |   2342052 | PA      | $2408351.53    | 0.03%             | 2026-04-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| JFROG LTD                                                        | JFrog, Ltd.                                                                                    | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |     73462 | NS      | $3447571.66    | 0.04%             |  |  |  | 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        |     32922 | NS      | $886918.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                                               | Neogen Corporation                                                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     12098 | NS      | $112390.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                                     | Medical Properties Trust, Inc.                                                                 | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     51909 | NS      | $240338.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                       | Nasdaq, Inc.                                                                                   | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $499199.18     | 0.01%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                                         | ICON plc                                                                                       | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      2391 | NS      | $264588.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                                               | Getty Realty Corporation                                                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      6841 | NS      | $217543.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                         | Agilent Technologies, Inc.                                                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     48868 | NS      | $5569974.64    | 0.07%             |  |  |  | No            |                  1 | 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        |   2650000 | PA      | $2557265.03    | 0.03%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | Ford Motor Company                                                                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     25941 | NS      | $299359.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87887.58      | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Company                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     48259 | NS      | $3841898.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COMPANIES INC                                             | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $266836.42     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | Paychex, Inc.                                                                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1344 | NS      | $123809.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                        | National Fuel Gas Company                                                                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1067 | NS      | $100255.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19902343.80   | 0.24%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    890000 | PA      | $910995.74     | 0.01%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | Clear Channel Outdoor Holdings, Inc.                                                           | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    243000 | PA      | $254300.23     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Income Portfolio                                                                      | CUSIP: 88589M360<br>LEI: 549300RBU4OUI2SDQ826 | Long             |  | RF                | US        |  28869574 | NS      | $256324290.47  | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1139343.39    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                         | Molson Coors Beverage Company                                                                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1767 | NS      | $76087.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                            | Mauser Packaging Solutions Holding Company                                                     | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00     | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $293998.82     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16129991 | PA      | $15637110.20   | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                                       | Iridium Communications, Inc.                                                                   | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      2462 | NS      | $68295.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer, LP                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    441000 | PA      | $435698.68     | 0.01%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HOLDING LTD                               | Credo Technology Group Holding, Ltd.                                                           | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       185 | NS      | $17365.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    367000 | PA      | $349734.77     | 0.00%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR Properties                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99866.28      | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                        | California Resources Corporation                                                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       329 | NS      | $22773.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group plc                                                                             | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    244000 | PA      | $189650.49     | 0.00%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                   | BorgWarner, Inc.                                                                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     17393 | NS      | $943744.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                    | Automatic Data Processing, Inc.                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     32201 | NS      | $6542599.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $149047.71     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                         | J.P. Morgan Mortgage Trust 2021-LTV2                                                           | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550397 | PA      | $1333950.83    | 0.02%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                          | Sonoco Products Company                                                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      2582 | NS      | $139660.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    518000 | PA      | $514069.78     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS INC                                               | United Rentals, Inc.                                                                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       732 | NS      | $533305.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                    | TopBuild Corporation                                                                           | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    114000 | PA      | $105060.23     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | Zoetis, Inc.                                                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     19888 | NS      | $2350960.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    953000 | PA      | $936337.14     | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    397000 | PA      | $406363.60     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    368000 | PA      | $369211.28     | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610138.64     | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ALCOA CORP                                                       | Alcoa Corporation                                                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      9297 | NS      | $616670.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources, Inc.                                                                       | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    236000 | PA      | $233203.59     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom, Inc.                                                                                 | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    354000 | PA      | $318755.12     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                               | Zegona Finance plc                                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $215794.89     | 0.00%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                    | BlackRock, Inc.                                                                                | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4980 | NS      | $4789315.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC                                                 | Cirrus Logic, Inc.                                                                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2315 | NS      | $334795.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                 | Algonquin Power & Utilities Corporation                                                        | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    743000 | PA      | $722628.13     | 0.01%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                      | Enovis Corporation                                                                             | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      6291 | NS      | $143120.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                                      | Prologis, LP                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    416000 | PA      | $387943.84     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    192000 | PA      | $185330.09     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | Oracle Corporation                                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     54528 | NS      | $8021614.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                          | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                              | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2497062.00    | 0.03%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                               | Regal Rexnord Corporation                                                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       403 | NS      | $75465.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                                            | Robinhood Markets, Inc.                                                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    114979 | NS      | $7968044.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                         | Dana, Inc.                                                                                     | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    128000 | PA      | $119450.01     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                 | Charles Schwab Corporation                                                                     | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    798000 | PA      | $775667.31     | 0.01%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                           | Louisiana-Pacific Corporation                                                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      6957 | NS      | $506121.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL CORPORATION                                       | Select Medical Corporation                                                                     | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    168000 | PA      | $160120.44     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental, Inc.                                                                        | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $403430.26     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                     | Embecta Corporation                                                                            | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    353000 | PA      | $330051.48     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | American Express Company                                                                       | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    222000 | PA      | $225755.11     | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Company                                                                                 | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    438000 | PA      | $440465.63     | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1278491.31    | 0.02%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                      | HOMES Trust 2023-NQM1                                                                          | CUSIP: 43761JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1825000 | PA      | $1816752.64    | 0.02%             | 2068-01-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                   | Global Life, Inc.                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       885 | NS      | $123165.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | Encompass Health Corporation                                                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     11444 | NS      | $1106978.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | Standard Building Solutions, Inc.                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    176000 | PA      | $169697.28     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                     | SanDisk Corporation/DE                                                                         | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $392640.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    762000 | PA      | $739875.60     | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES INC.                                | Kulicke and Soffa Industries, Inc.                                                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      2031 | NS      | $133477.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                         | Knight-Swift Transportation Holdings, Inc.                                                     | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $20671.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    173000 | PA      | $174903.87     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                           | Champ Acquisition Corporation                                                                  | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $146738.06     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $73392.49      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                         | Willis Towers Watson plc                                                                       | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       230 | NS      | $66861.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    652000 | PA      | $664067.23     | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | Bausch + Lomb Corporation                                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $106347.50     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TERRENO REALTY CORP                                              | Terreno Realty Corporation                                                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15886 | NS      | $975718.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                   | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       615 | NS      | $26949.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                              | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    233000 | PA      | $243790.93     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                         | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    304000 | PA      | $260258.60     | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RAMBUS INC                                                       | Rambus, Inc.                                                                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     15765 | NS      | $1356262.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                              | Societe Generale SA                                                                            | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    172000 | PA      | $185777.30     | 0.00%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC.                                   | Oceaneering International, Inc.                                                                | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       581 | NS      | $20608.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | Roper Industries, Inc.                                                                         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       362 | NS      | $128097.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE ST INST US GOV MM FUND                                     | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 238323160 | NS      | $238323160.30  | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                       | American Tower Corporation                                                                     | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    506000 | PA      | $521817.45     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | Public Service Enterprise Group, Inc.                                                          | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    834000 | PA      | $842276.46     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    651000 | PA      | $678071.93     | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION PLC                                            | Eaton Corporation plc                                                                          | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     31429 | NS      | $11241210.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                       | Intuit, Inc.                                                                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     18708 | NS      | $8088965.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                      | Textron, Inc.                                                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       140 | NS      | $12258.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134198.06     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP INC                                              | StepStone Group, Inc.                                                                          | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2590 | NS      | $123594.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | Royalty Pharma plc                                                                             | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    346000 | PA      | $341478.50     | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA INC                                           | Banc of California, Inc.                                                                       | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     56592 | NS      | $994887.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                                              | Viavi Solutions, Inc.                                                                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      7893 | NS      | $262679.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                       | Kimberly-Clark Corporation                                                                     | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $694280.36     | 0.01%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75012.28      | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                         | Atmos Energy Corporation                                                                       | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132931.92     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                              | CBOT 5-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1316 | NC      | $-1822927.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORPORATION                                        | UMB Financial Corporation                                                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2580 | NS      | $290998.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup, Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    778000 | PA      | $805322.12     | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    579000 | PA      | $487585.26     | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                              | GS Mortgage-Backed Securities Trust 2022-GR1                                                   | CUSIP: 36266TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2388340 | PA      | $2072605.86    | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | Chemours Company                                                                               | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183946.51     | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | FORVIA SE                                                                                      | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    411000 | PA      | $424628.35     | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                              | CBOT 2-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       961 | NC      | $-950109.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                                   | Littelfuse, Inc.                                                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       954 | NS      | $323739.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                              | Halliburton Company                                                                            | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    615000 | PA      | $545490.41     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM Resorts International                                                                      | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167784.93     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                    | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    333000 | PA      | $335893.10     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | Viatris, Inc.                                                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     43901 | NS      | $593102.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $177828.88     | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91590.96      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    665000 | PA      | $648955.05     | 0.01%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | Brown & Brown, Inc.                                                                            | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160786.13     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                        | Ionis Pharmaceuticals, Inc.                                                                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1703 | NS      | $127878.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7268883 | PA      | $6403193.54    | 0.08%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | American Express Company                                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133136.14     | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                         | Prudential Financial, Inc.                                                                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2258 | NS      | $220584.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                        | Olin Corporation                                                                               | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    183000 | PA      | $179015.34     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                       | AMSR Trust 2021-SFR1                                                                           | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1317866.48    | 0.02%             | 2038-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | Norfolk Southern Corporation                                                                   | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    577000 | PA      | $578683.09     | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIKING HOLDINGS LTD                                              | Viking Holdings, Ltd.                                                                          | CUSIP: G93A5A101<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |     20026 | NS      | $1471510.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1082349.21    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                              | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    126592 | PA      | $122477.76     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                     | Fortinet, Inc.                                                                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     86142 | NS      | $7039524.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                       | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    168000 | PA      | $171667.04     | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup, Inc.                                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1302078.37    | 0.02%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PayPal Holdings, Inc.                                                                          | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    542000 | PA      | $494306.53     | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier, Inc.                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $166618.80     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | Oak-Eagle Acquireco, Inc.                                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    217000 | PA      | $227175.49     | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                          | Enova International, Inc.                                                                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4121 | NS      | $559755.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3142GWKT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4025008 | PA      | $3912417.41    | 0.05%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                       | Masco Corporation                                                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      3719 | NS      | $224516.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corporation                                                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1307210.93    | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                               | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1175000 | PA      | $1091969.44    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $167570.36     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST BANK (HAMILTON)                                            | First Bank/Hamilton, NJ                                                                        | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      5017 | NS      | $80272.00      | 0.00%             |  |  |  | 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    | 0.02%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                 | PRPM, LLC 2025-3                                                                               | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1317169 | PA      | $1313457.23    | 0.02%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FLUSHING FINANCIAL CORPORATION                                   | Flushing Financial Corporation                                                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3421 | NS      | $52546.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                          | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    119000 | PA      | $118553.69     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                    | Cable One, Inc.                                                                                | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    107000 | PA      | $74489.93      | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN SUPERCONDUCTOR CORPORATION                              | American Superconductor Corporation                                                            | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      2019 | NS      | $68343.15      | 0.00%             |  |  |  | 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        |  13615610 | PA      | $11707235.12   | 0.14%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FATE THERAPEUTICS INC                                            | Fate Therapeutics, Inc.                                                                        | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      7568 | NS      | $9081.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                               | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    133000 | PA      | $125881.40     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                     | Alphabet, Inc.                                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1198879.85    | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                     | Fulton Financial Corporation                                                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      8160 | NS      | $165974.40     | 0.00%             |  |  |  | No            |                  1 | 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        |   2134410 | PA      | $1745899.66    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners, LP                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81528.87      | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                      | Corning, Inc.                                                                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4324 | NS      | $587934.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC.                                             | Quanta Services, Inc.                                                                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      3154 | NS      | $1731609.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corporation                                                                        | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    918000 | PA      | $938325.00     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corporation                                                                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $402301.87     | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | Asurion, LLC/Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    368000 | PA      | $381780.86     | 0.00%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                        | Stonebriar ABF Issuer, LLC                                                                     | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $146777.16     | 0.00%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                                             | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    666000 | PA      | $652411.61     | 0.01%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                | Kimco Realty Corporation                                                                       | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      2857 | NS      | $64196.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                      | Crescent Energy Finance, LLC                                                                   | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378013.09     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    462000 | PA      | $379685.01     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | AppLovin Corporation                                                                           | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    989000 | PA      | $998703.88     | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Core Emerging Markets Debt Fund                                                       | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |  14392441 | NS      | $124206766.09  | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce, Inc.                                                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9102 | NS      | $1699070.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                               | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    355000 | PA      | $346629.95     | 0.00%             | 2028-06-01      | 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        |   1600000 | PA      | $1545981.12    | 0.02%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | Vistra Energy Corporation                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     11236 | NS      | $1689107.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                               | IQVIA Holding, Inc.                                                                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1220 | NS      | $208058.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Global Stock Portfolio                                                                | CUSIP: 88589M162<br>LEI: 5493003JW6B3SQSY6578 | Long             |  | RF                | US        |  40896563 | NS      | $652561912.38  | 7.84%             |  |  |  | No            |                  1 | On Loan: No      |
| S&S HOLDINGS LLC                                                 | S&S Holdings, LLC                                                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $287546.15     | 0.00%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples, Inc.                                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    315000 | PA      | $291318.08     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation - REMIC 5473                                            | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4250000 | PA      | $4239495.28    | 0.05%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                        | Commercial Metals Company                                                                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2443 | NS      | $150073.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE LP                                                         | Agree, LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    444000 | PA      | $453425.12     | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142610.42     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                            | Lumentum Holdings, Inc.                                                                        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1239 | NS      | $870719.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | International Business Machines Corporation                                                    | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    636000 | PA      | $607775.08     | 0.01%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | Light & Wonder International, Inc.                                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163104.00     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | Ovintiv, Inc.                                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    616000 | PA      | $676930.50     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MOODYS CORPORATION                                               | Moody's Corporation                                                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      7761 | NS      | $3385736.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                             | Align Technology, Inc.                                                                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2281 | NS      | $391031.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS INC                                | Moss Creek Resources Holdings, Inc.                                                            | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84947.25      | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                            | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    635000 | PA      | $623835.32     | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                 | Exxon Mobil Corporation                                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $427367.32     | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Company                                                                                 | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    387000 | PA      | $331291.59     | 0.00%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays plc                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    954000 | PA      | $959803.58     | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ARTIVION INC                                                     | Artivion, Inc.                                                                                 | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       764 | NS      | $27977.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYSTAR HOLDING CORP                                             | Waystar Holding Corporation                                                                    | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |     46139 | NS      | $1112411.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                              | New Residential Mortgage Loan Trust 2021-INV2                                                  | CUSIP: 64831GAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5206774 | PA      | $4331587.85    | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                      | MetLife, Inc.                                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      7177 | NS      | $507557.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC                                                      | Asurion, LLC/Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    184000 | PA      | $178638.69     | 0.00%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                             | Methanex Corporation                                                                           | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $85677.04      | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                            | AES Corporation                                                                                | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1173073.22    | 0.01%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | State Street Corporation                                                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2336 | NS      | $295644.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HLF FINANCING SARL LLC                                           | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $367912.83     | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital, Inc.                                                                              | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84574.06      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERIS BANCORP                                                   | Ameris Bancorp                                                                                 | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       696 | NS      | $54281.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPINE INCOME PROPERTY TRUST INC                                 | Alpine Income Property Trust, Inc.                                                             | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               | CORP              | US        |      3886 | NS      | $69948.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                                       | Ventas, Inc.                                                                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1859 | NS      | $152029.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1939096 | PA      | $1712844.49    | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                            | Mohawk Industries, Inc.                                                                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      5615 | NS      | $552852.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC.                                                      | Copart, Inc.                                                                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     32800 | NS      | $1088960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                          | MPLX, LP                                                                                       | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    453000 | PA      | $446519.43     | 0.01%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                    | Ingredion, Inc.                                                                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1278 | NS      | $143979.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                   | Quest Diagnostics, Inc.                                                                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       189 | NS      | $37040.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPINVEST SECONDARY FUND VIII                                    | ASF VIII Sidecar (Cayman), LP                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $4827288.88    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SG CAPITAL PAR                                                   | SG Residential Mortgage Trust 2026-1                                                           | CUSIP: 818916AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510661 | PA      | $2487109.77    | 0.03%             | 2066-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                   | Palmer Square Loan Funding, Ltd. 2025-1A                                                       | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $1289198.30    | 0.02%             | 2033-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $406719.06     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Company                                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    507000 | PA      | $514592.93     | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies, Inc.                                                                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    177605 | NS      | $12775127.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                      | Valaris, Ltd.                                                                                  | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    175000 | PA      | $181333.43     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                | Sysco Corporation                                                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     10648 | NS      | $759521.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84707.84      | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13950000 | PA      | $13959808.52   | 0.17%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    290886 | NS      | $8432785.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                              | BellRing Brands, Inc.                                                                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      2947 | NS      | $47417.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                         | F&G Annuities & Life, Inc.                                                                     | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1344 | NS      | $34030.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                                      | SkyWest, Inc.                                                                                  | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       434 | NS      | $39854.22      | 0.00%             |  |  |  | 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        |      8335 | NC      | $-3634619.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | Merck & Company, Inc.                                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      9832 | NS      | $1182691.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPLIFY ENERGY CORP                                              | Amplify Energy Corporation                                                                     | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     10422 | NS      | $65033.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                   | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    767000 | PA      | $703397.33     | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                          | Extra Space Storage, Inc.                                                                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1770 | NS      | $232100.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                                 | HF Sinclair Corporation                                                                        | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      2943 | NS      | $183613.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                                  | Ross Stores, Inc.                                                                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     39299 | NS      | $8513342.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | Service Corporation International/US                                                           | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    262000 | PA      | $261495.96     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FERMI INC                                                        | Fermi, Inc.                                                                                    | CUSIP: 314911108<br>LEI: 529900TSHBYBCFMYZ228 | Long             | EC               | CORP              | US        |      9178 | NS      | $53599.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    182000 | PA      | $169145.36     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                       | HEICO Corporation                                                                              | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      3741 | NS      | $789687.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                              | Diebold Nixdorf, Inc.                                                                          | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166374.08     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                   | Mastercard, Inc.                                                                               | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    210000 | PA      | $163782.15     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC (PRE-REINCORPORATION)                        | Affirm Holdings, Inc.                                                                          | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1766 | NS      | $80918.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                         | Wabtec Corporation                                                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1037 | NS      | $259156.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                                   | Murphy USA, Inc.                                                                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       976 | NS      | $482114.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                                       | Towne Bank/Portsmouth, VA                                                                      | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      3886 | NS      | $130841.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS INC                                   | SS&C Technologies Holdings, Inc.                                                               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      3619 | NS      | $244535.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                              | Newmont Corporation                                                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     29219 | NS      | $3162956.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                           | Sequoia Mortgage Trust 2025-12                                                                 | CUSIP: 81749XAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2381153.75    | 0.03%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                   | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    780000 | PA      | $749156.05     | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AON PLC                                                          | Aon plc                                                                                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |      3116 | NS      | $1005782.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    184000 | PA      | $176039.59     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                               | Hexcel Corporation                                                                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      8749 | NS      | $708056.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                                 | Sensata Technologies Holding plc                                                               | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      4365 | NS      | $153735.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                         | SLM Corporation                                                                                | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $135476.38     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                   | Home Partners of America Trust 2021-1                                                          | CUSIP: 437300AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2472195 | PA      | $2244610.60    | 0.03%             | 2041-09-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171913.42     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                        | Rogers Communications, Inc.                                                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $767839.82     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | United Rentals North America, Inc.                                                             | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    267000 | PA      | $259625.35     | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                                            | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    831000 | PA      | $806487.56     | 0.01%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                 | Reinsurance Group of America, Inc.                                                             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      9515 | NS      | $1942582.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTERA LABS INC                                                  | Astera Labs, Inc.                                                                              | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |       230 | NS      | $25208.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                       | Verus Securitization Trust 2021-8                                                              | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    806375 | PA      | $719282.25     | 0.01%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                        | Host Hotels & Resorts, Inc.                                                                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    115972 | NS      | $2222023.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                         | Fox Corporation, Class B                                                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       484 | NS      | $25700.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties, Inc.                                                                      | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110216 | NS      | $3086048.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 15-Yr. Pass Through                        | CUSIP: 3132CXES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1213272 | PA      | $1247890.19    | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                                  | BJ's Wholesale Club Holdings, Inc.                                                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      1044 | NS      | $102750.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms, Inc.                                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    104150 | NS      | $59587339.50   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                        | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $239945.18     | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                               | Macquarie Bank, Ltd.                                                                           | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    901000 | PA      | $896078.01     | 0.01%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $247925.62     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital, Inc.                                                                              | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    419000 | PA      | $423055.08     | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PALOMAR HOLDINGS INC                                             | Palomar Holdings, Inc.                                                                         | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1266 | NS      | $151287.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE CAPITAL INC                                            | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    638000 | PA      | $616850.09     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corporation                                                                         | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    403000 | PA      | $353734.56     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 31427PZP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1234655 | PA      | $1253213.35    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    303000 | PA      | $298723.88     | 0.00%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    307000 | PA      | $310533.90     | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                             | Fortrea Holdings, Inc.                                                                         | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      9960 | NS      | $93823.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10314801 | PA      | $9858452.64    | 0.12%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                       | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3007 | NS      | $141058.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                      | Wayfair, LLC                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179351.35     | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                                | Atmus Filtration Technologies, Inc.                                                            | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8406 | NS      | $477208.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140W04Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8520502 | PA      | $8681597.74    | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                         | Western Alliance Bancorp                                                                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      3639 | NS      | $257823.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                        | ONEOK, Inc.                                                                                    | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $534263.63     | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                             | Associated Banc-Corp                                                                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     39933 | NS      | $1032667.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bills                                                                            | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3600000 | PA      | $3574459.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MYR GROUP INC                                                    | MYR Group, Inc.                                                                                | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       242 | NS      | $68321.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                         | Universal Music Group NV                                                                       | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     12863 | NS      | $249682.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                   | ServiceNow, Inc.                                                                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    125925 | NS      | $13165458.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    597000 | PA      | $610564.44     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands, Inc.                                                                            | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166811.57     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet, Inc.                                                                                 | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181220.39     | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International, Ltd.                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    466000 | PA      | $477372.26     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                | Kirby Corporation                                                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2022 | NS      | $268683.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    462000 | PA      | $440722.27     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | Ziggo BV                                                                                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    367000 | PA      | $342735.46     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                 | CoStar Group, Inc.                                                                             | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      1745 | NS      | $70393.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                           | Arch Capital Group, Ltd.                                                                       | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     18817 | NS      | $1806243.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties, LP/VICI Note Company, Inc.                                                    | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $277588.43     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13160559 | PA      | $12807961.80   | 0.15%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | Surgery Center Holdings, Inc.                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    183000 | PA      | $179737.71     | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                             | Kraft Heinz Foods Company                                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    411000 | PA      | $361418.37     | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    174000 | PA      | $164628.99     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERCORE INC                                                     | Evercore, Inc.                                                                                 | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1158 | NS      | $345674.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                                                | Domino's Pizza, Inc.                                                                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       271 | NS      | $97232.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     18663 | NS      | $4561983.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                          | Black Hills Corporation                                                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3895 | NS      | $270351.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    219000 | PA      | $218980.42     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block, Inc.                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    593000 | PA      | $598414.68     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                            | Envista Holdings Corporation                                                                   | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      1389 | NS      | $35238.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                     | NiSource, Inc.                                                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    211000 | PA      | $207789.78     | 0.00%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | Bristol-Myers Squibb Company                                                                   | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $902919.48     | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                               | Conagra Brands, Inc.                                                                           | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    683000 | PA      | $684737.91     | 0.01%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| 3M CO                                                            | 3M Company                                                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      9287 | NS      | $1348751.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                           | Tyler Technologies, Inc.                                                                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2419 | NS      | $828217.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165689.50     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $87991.81      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | goeasy, Ltd.                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $71961.05      | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       739 | NS      | $53614.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                              | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    407000 | PA      | $409678.15     | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                           | RR 28, Ltd. 2024-28RA                                                                          | CUSIP: 74989NAS8<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-O            | CORP              | KY        |   2825000 | PA      | $2824929.38    | 0.03%             | 2041-04-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    166000 | PA      | $172284.26     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    564000 | PA      | $547279.77     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89616.83      | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings, Inc.                                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    241000 | PA      | $231361.13     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | Mexico Government International Bond                                                           | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    637000 | PA      | $616297.50     | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc.                                                                                     | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594316.25     | 0.01%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | Consumers Energy Company                                                                       | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $826939.24     | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193918.13     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRTU FINANCIAL INC                                              | Virtu Financial, Inc.                                                                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      2822 | NS      | $124111.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                                      | GoDaddy, Inc.                                                                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      6391 | NS      | $528343.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                | Microchip Technology, Inc.                                                                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      4225 | NS      | $272977.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                     | Insulet Corporation                                                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      5132 | NS      | $1076898.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                        | ONEOK, Inc.                                                                                    | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    331000 | PA      | $304354.31     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    931000 | PA      | $973960.67     | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| LENNAR CORPORATION                                               | Lennar Corporation                                                                             | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556568.79     | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                   | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $128009.05     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                                 | BrightSpring Health Services, Inc.                                                             | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23383 | NS      | $996349.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | Univision Communications, Inc.                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66989.47      | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL                                          | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    175000 | PA      | $178856.48     | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                       | GCAT Trust 2024-INV3                                                                           | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2234594 | PA      | $2258336.61    | 0.03%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                                   | Atlantic Union Bankshares Corporation                                                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4121 | NS      | $147284.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276069.39     | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                             | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    264000 | PA      | $238152.18     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    565000 | PA      | $553647.68     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    241000 | PA      | $249439.14     | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORPORATION                                       | Avery Dennison Corporation                                                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1942 | NS      | $335344.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC.                                                    | Exelixis, Inc.                                                                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      5724 | NS      | $245502.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIES BARGAIN OUTLET HOLDINGS INC                               | Ollie's Bargain Outlet Holdings, Inc.                                                          | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      8231 | NS      | $757581.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                      | PepsiCo, Inc.                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2460 | NS      | $382013.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL, Inc.                                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    341000 | PA      | $289427.16     | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                        | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385VG8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $299760.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                        | Packaging Corporation of America                                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1134 | NS      | $240657.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                        | Edgewell Personal Care Company                                                                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      4490 | NS      | $95816.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                       | Unum Group                                                                                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6940 | NS      | $506828.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                       | Chipotle Mexican Grill, Inc.                                                                   | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      2097 | NS      | $67124.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                               | Oracle Corporation                                                                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    558000 | PA      | $548043.97     | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCGRATH RENTCORP                                                 | McGrath RentCorp                                                                               | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2432 | NS      | $268200.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    161000 | PA      | $163663.91     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FOX FACTORY HOLDING CORP                                         | Fox Factory Holding Corporation                                                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      4079 | NS      | $67140.34      | 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        |   6624330 | PA      | $6140396.95    | 0.07%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | Liberty Mutual Group, Inc.                                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87921.56      | 0.00%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                                | Lattice Semiconductor Corporation                                                              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     24517 | NS      | $2274196.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                                         | MarketAxess Holdings, Inc.                                                                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1045 | NS      | $172404.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                         | Agree Realty Corporation                                                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2186 | NS      | $164780.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                                      | Hanmi Financial Corporation                                                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     15705 | NS      | $413983.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    537000 | PA      | $542631.59     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | Netflix, Inc.                                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    361845 | NS      | $34791396.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corporation                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    168000 | PA      | $164827.24     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR FINANCIAL INC                                           | Flagstar Bank NA                                                                               | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |      1691 | NS      | $22270.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, Inc.           | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $438672.61     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                      | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    769000 | PA      | $760306.93     | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia                                                                            | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    308000 | PA      | $311529.28     | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                | Capital One Financial Corporation                                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4857 | NS      | $886062.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                        | DigitalOcean Holdings, Inc.                                                                    | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     11350 | NS      | $973603.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                         | Snap, Inc.                                                                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    176000 | PA      | $165540.11     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    463000 | PA      | $472199.81     | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | 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        |   8783170 | PA      | $8171156.54    | 0.10%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    159000 | PA      | $164743.34     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                            | Stifel Financial Corporation                                                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     15902 | NS      | $1175475.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                                        | Taylor Morrison Home Corporation                                                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2160 | NS      | $125798.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                                 | RBC Bearings, Inc.                                                                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3643 | NS      | $1978586.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                                            | Monster Beverage Corporation                                                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     14049 | NS      | $1017990.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                       | Zimmer Biomet Holdings, Inc.                                                                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      5851 | NS      | $529047.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    566000 | PA      | $555673.30     | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $232966.29     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                         | Northern Oil and Gas, Inc.                                                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    254000 | PA      | $264120.63     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FABRINET                                                         | Fabrinet                                                                                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      3470 | NS      | $1809674.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       510 | NS      | $44574.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR Properties                                                                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     24748 | NS      | $1236410.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BURKE & HERBERT FINANCIAL SERVICES CORP                          | Burke & Herbert Financial Services Corporation                                                 | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       704 | NS      | $43852.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                                    | Ingevity Corporation                                                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1855 | NS      | $132131.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                             | Chart Industries, Inc.                                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199470.14     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                              | Ultra 10-Yr. U.S. Treasury Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       338 | NC      | $-689871.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                          | AstraZeneca Finance, LLC                                                                       | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    315000 | PA      | $308698.21     | 0.00%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                     | NNN REIT, Inc.                                                                                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      1428 | NS      | $60018.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | Belron UK Finance plc                                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $344159.73     | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                       | Ecolab, Inc.                                                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     21456 | NS      | $5707725.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                   | GoDaddy Operating Company, LLC/GD Finance Company, Inc.                                        | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $149799.55     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                                   | California Water Service Group                                                                 | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      3514 | NS      | $159324.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                   | Global Aircraft Leasing Company, Ltd.                                                          | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    490000 | PA      | $497124.60     | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | American Express Company                                                                       | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    545000 | PA      | $540785.35     | 0.01%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                          | EnerSys                                                                                        | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2016 | NS      | $350219.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bills                                                                            | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1400000 | PA      | $1393224.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9487011.70    | 0.11%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P Global, Inc.                                                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       813 | NS      | $345801.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    407000 | PA      | $416008.13     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE Energy Company                                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       308 | NS      | $45035.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                         | Elanco Animal Health, Inc.                                                                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     15635 | NS      | $374145.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                         | eBay, Inc.                                                                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1590 | NS      | $144721.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43503.70      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI, Inc.                                                                                      | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274796.79     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COOPER COMPANIES INC                                             | Cooper Companies, Inc.                                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      6684 | NS      | $477906.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                                         | Cullen/Frost Bankers, Inc.                                                                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       990 | NS      | $135709.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITADEL LP                                                       | Citadel, LP                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    465000 | PA      | $481944.82     | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                              | Guardant Health, Inc.                                                                          | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      6679 | NS      | $616939.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                           | Sealed Air Corporation/Sealed Air Corporation (US)                                             | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $263257.95     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corporation                                                                   | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    440000 | PA      | $432954.68     | 0.01%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FINANCE CORP                               | PetSmart, LLC/PetSmart Finance Corporation                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504000 | PA      | $506454.48     | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    104000 | PA      | $100564.16     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM Resorts International                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176036.88     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                  | Dollar Tree, Inc.                                                                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       398 | NS      | $43584.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                      | Mercury General Corporation                                                                    | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       441 | NS      | $38874.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                      | ION Platform Finance US, Inc./ION Platform Finance SARL                                        | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $233456.93     | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                                 | InterDigital, Inc.                                                                             | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2475 | NS      | $747450.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                       | Xenia Hotels & Resorts, Inc.                                                                   | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      7888 | NS      | $116979.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                           | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    166000 | PA      | $168124.80     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT INC                              | Concentra Group Holdings Parent, Inc.                                                          | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6179 | NS      | $132539.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                                 | StoneX Group, Inc.                                                                             | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       400 | NS      | $32260.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                           | F5, Inc.                                                                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       501 | NS      | $144954.33     | 0.00%             |  |  |  | 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        |    524162 | PA      | $465805.98     | 0.01%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES HOLDINGS INC                                   | Permian Resources Corporation                                                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     31365 | NS      | $668701.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COMPANIES INC                                          | Travelers Companies, Inc.                                                                      | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128205.20     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $437381.85     | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | Penn Entertainment, Inc.                                                                       | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $212696.98     | 0.00%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                               | A&D Mortgage Trust 2024-NQM2                                                                   | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |   1167714 | PA      | $1176438.38    | 0.01%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $234140.63     | 0.00%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                  | T-Mobile US, Inc.                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      8378 | NS      | $1759631.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                                       | WSFS Financial Corporation                                                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       302 | NS      | $19768.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286457.10     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARZETTI CO                                                      | Marzetti Company                                                                               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       813 | NS      | $112462.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | Pacific Gas and Electric Company                                                               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307406.84     | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                     | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    184000 | PA      | $173820.84     | 0.00%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                               | CareTrust REIT, Inc.                                                                           | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      2581 | NS      | $94593.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                                   | Wintrust Financial Corporation                                                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2073 | NS      | $288022.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                    | Boston Scientific Corporation                                                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     83223 | NS      | $5222243.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                        | Block, Inc.                                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159135.46     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                                    | Webster Financial Corporation                                                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        25 | NS      | $1735.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                       | American Tower Corporation                                                                     | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    412000 | PA      | $425513.20     | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | Mattel, Inc.                                                                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     16930 | NS      | $245992.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTRA HOLDINGS LLC                                              | Victra Holdings, LLC/Victra Finance Corporation                                                | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $233518.05     | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112288.92     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                  | Cousins Properties, Inc.                                                                       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     17671 | NS      | $398834.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                          | Black Pearl Compute, LLC                                                                       | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $291089.94     | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $156711.57     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LABCORP HOLDINGS INC                                             | Labcorp Holdings, Inc.                                                                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3082 | NS      | $822308.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                | Aston Martin Capital Holdings, Ltd.                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    294000 | PA      | $221235.00     | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      6262 | NS      | $270267.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP                                            | Independent Bank Corporation/MA                                                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       141 | NS      | $10604.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | McGraw-Hill Education, Inc.                                                                    | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92862.03      | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                            | Camden Property Trust                                                                          | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $970576.80     | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                                 | Viper Energy, Inc.                                                                             | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2042 | NS      | $95953.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL INC                                             | Blue Owl Capital, Inc.                                                                         | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8710 | NS      | $79522.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                                      | H2O America                                                                                    | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |      4577 | NS      | $268532.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SENSIENT TECHNOLOGIES CORPORATION                                | Sensient Technologies Corporation                                                              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1859 | NS      | $160691.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $831696.35     | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT Midstream, Inc.                                                                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2902 | NS      | $390812.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                 | Charles Schwab Corporation                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    619000 | PA      | $658855.70     | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | Comcast Corporation                                                                            | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $928703.27     | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings, Inc.                                                                       | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $398026.61     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRA INTERNATIONAL INC                                            | CRA International, Inc.                                                                        | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4159 | NS      | $673258.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                       | Hasbro, Inc.                                                                                   | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195529.07     | 0.00%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213979.31     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                   | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $133083.79     | 0.00%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                         | Jazz Pharmaceuticals, Inc.                                                                     | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      1130 | NS      | $213626.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings, Inc.                                                                         | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      9385 | NS      | $244760.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                     | NiSource, Inc.                                                                                 | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83792.03      | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HOLDING INC                                        | TEAM Services Holding, Inc.                                                                    | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $274552.53     | 0.00%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | U.S. Bancorp                                                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    416000 | PA      | $429669.47     | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| COMMERCE BANCSHARES INC                                          | Commerce Bancshares, Inc.                                                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1766 | NS      | $86887.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                                             | Urban Outfitters, Inc.                                                                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       452 | NS      | $28634.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                        | Commercial Metals Company                                                                      | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    182000 | PA      | $179423.88     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP Paribas SA                                                                                 | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    890000 | PA      | $903550.48     | 0.01%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ITT INC                                                          | ITT Corporation                                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      2663 | NS      | $507381.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DISTRIBUTORS LLC                                            | KeHE Distributors, LLC/KeHE Finance Corporation/NextWave Distribution, Inc.                    | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $324807.60     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BEL FUSE INC                                                     | Bel Fuse, Inc.                                                                                 | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      2830 | NS      | $560283.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | Healthcare Realty Holdings, LP                                                                 | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868315.90     | 0.01%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                  | Jones Lang LaSalle, Inc.                                                                       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1057 | NS      | $321666.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings, LLC                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    470000 | PA      | $456998.95     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | Cisco Systems, Inc.                                                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    301000 | PA      | $282302.88     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                | ITC Holdings Corporation                                                                       | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    760000 | PA      | $698372.95     | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ADT INC                                                          | ADT, Inc.                                                                                      | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326792 | NS      | $2147023.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    112000 | PA      | $116177.49     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA INC.                           | Roller Bearing Company of America, Inc.                                                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156425.28     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308433.53     | 0.00%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | Southern California Edison Company                                                             | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    224000 | PA      | $224834.66     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIVISTA BANCSHARES INC                                           | Civista Bancshares, Inc.                                                                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      3460 | NS      | $78853.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMP                                   | Portland General Electric Company                                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     94417 | NS      | $4982385.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                                                | Toll Brothers, Inc.                                                                            | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      2403 | NS      | $327937.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY LLC                                               | Ryan Specialty, LLC                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    398000 | PA      | $393369.11     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                                   | NetSTREIT Corporation                                                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      8983 | NS      | $169149.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3Harris Technologies, Inc.                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2707 | NS      | $934321.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT FINANCIAL INC                                                | HBT Financial, Inc.                                                                            | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      1426 | NS      | $38102.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered plc                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $405902.67     | 0.00%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                      | SV RNO Property Owner 1, LLC                                                                   | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $227353.29     | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource, Inc.                                                                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      5698 | NS      | $265868.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | Royalty Pharma plc                                                                             | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     35544 | NS      | $1705045.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                      | Walmart, Inc.                                                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    170733 | NS      | $21218697.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                       | NetApp, Inc.                                                                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      9225 | NS      | $944547.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                                   | Kennametal, Inc.                                                                               | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       532 | NS      | $19221.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                            | EquipmentShare.com, Inc.                                                                       | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    254000 | PA      | $262364.47     | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HENRY SCHEIN INC.                                                | Henry Schein, Inc.                                                                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2885 | NS      | $212624.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    439000 | PA      | $425205.17     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    268000 | PA      | $276908.60     | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXTRACKER LLC                                                   | Nextpower, Inc.                                                                                | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3494 | NS      | $421201.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie, Inc.                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3588 | NS      | $780354.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corporation                                                                            | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161779.30     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                       | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    534000 | PA      | $531482.09     | 0.01%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | Philip Morris International, Inc.                                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    923000 | PA      | $948606.33     | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                       | Phinia, Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253081.36     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance plc                                                                              | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    488000 | PA      | $473412.90     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| BLOOM ENERGY CORPORATION                                         | Bloom Energy Corporation                                                                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       197 | NS      | $26691.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                       | Fiserv, Inc.                                                                                   | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    613000 | PA      | $619021.37     | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    241000 | PA      | $237393.03     | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $127665.05     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                             | Global Net Lease, Inc./Global Net Lease Operating Partnership, LP                              | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121122.13     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                              | Rocket Software, Inc.                                                                          | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    199000 | PA      | $198701.15     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corporation                                                                      | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100264.21     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | Transocean International, Ltd.                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $201484.53     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS LLC                                      | US Acute Care Solutions, LLC                                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $411536.62     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer, LP                                                                            | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $708082.38     | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261177.02     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | Carvana Company                                                                                | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208050.60     | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | Becton, Dickinson and Company                                                                  | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     77000 | PA      | $55672.33      | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CTS CORPORATION                                                  | CTS Corporation                                                                                | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       170 | NS      | $8119.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | Williams Companies, Inc.                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224829.47     | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | Lincoln National Corporation                                                                   | CUSIP: 534187BY4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1089990.87    | 0.01%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1067917.18    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15575.67      | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    514000 | PA      | $488042.49     | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                                            | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172613.45     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Company                                                                              | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    282000 | PA      | $281203.24     | 0.00%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners, LP                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    153000 | PA      | $157472.19     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                                | First Industrial Realty Trust, Inc.                                                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9616 | NS      | $556285.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    757000 | PA      | $730511.41     | 0.01%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STRATEGIC EDUCATION INC                                          | Strategic Education, Inc.                                                                      | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      1168 | NS      | $96897.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68726000 | PA      | $47216909.69   | 0.57%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                               | PPL Electric Utilities Corporation                                                             | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    547000 | PA      | $426057.54     | 0.01%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                               | Analog Devices, Inc.                                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     13325 | NS      | $4239215.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corporation                                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97154.53      | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                | Omnicom Group, Inc.                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       700 | NS      | $52717.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                                      | Ashland, Inc.                                                                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      2184 | NS      | $121452.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174832.32     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | Eli Lilly & Company                                                                            | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    459000 | PA      | $402925.71     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $221199.00     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6811683 | PA      | $6347974.28    | 0.08%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                            | Microsoft Corporation                                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    256770 | NS      | $95048550.90   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm, Inc.                                                                                | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399795.30     | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                              | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187000.00     | 0.00%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                          | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    154000 | PA      | $166294.51     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                             | Colgate-Palmolive Company                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     11321 | NS      | $964888.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                                      | Datadog, Inc.                                                                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      2383 | NS      | $281313.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | Toronto-Dominion Bank                                                                          | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $318768.01     | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                        | Macy's Retail Holdings, LLC                                                                    | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $323323.85     | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1073382.23    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy, Inc.                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    271000 | PA      | $273160.46     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings plc                                                                              | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201364.60     | 0.00%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                    | SoftBank Corporation                                                                           | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    637000 | PA      | $626921.25     | 0.01%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                      | Balboa Bay Loan Funding, Ltd. 2021-1A                                                          | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1987148.00    | 0.02%             | 2034-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA, Inc.                                                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1005669.99    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                         | Hometrust Bancshares, Inc.                                                                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8280 | NS      | $353142.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    367000 | PA      | $352527.13     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC (DELAWARE)                         | First Citizens BancShares, Inc./NC                                                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        21 | NS      | $39577.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                                          | UKG, Inc.                                                                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    423000 | PA      | $413404.43     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC (NEVADA)                                        | AMC Networks, Inc.                                                                             | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    423000 | PA      | $417468.89     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | Simmons Foods, Inc.                                                                            | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288715.80     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSOCIATES INC                                         | Manhattan Associates, Inc.                                                                     | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       387 | NS      | $51517.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                           | Motorola Solutions, Inc.                                                                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      9934 | NS      | $4311057.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY BANCORP INC                                                | Unity Bancorp, Inc.                                                                            | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      1996 | NS      | $103452.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    301000 | PA      | $301655.58     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| J M SMUCKER CO                                                   | J.M. Smucker Company                                                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      3076 | NS      | $296649.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES INC                                            | United Bankshares, Inc.                                                                        | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      1701 | NS      | $70455.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings plc                                                                              | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $850942.62     | 0.01%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Core Short-Term Reserve Fund                                                          | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  74518710 | NS      | $745187095.99  | 8.96%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                             | Global Net Lease, Inc.                                                                         | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101743.22     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCESS GROUP INC DE                                              | Access Group, Inc. 2013-1                                                                      | CUSIP: 00434QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50454 | PA      | $50304.21      | 0.00%             | 2036-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                               | CNA Financial Corporation                                                                      | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       161 | NS      | $7393.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                                            | Aon North America, Inc.                                                                        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $438405.34     | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    758000 | PA      | $775146.72     | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MODERNA INC                                                      | Moderna, Inc.                                                                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2957 | NS      | $150215.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    159000 | PA      | $165956.89     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | Expand Energy Corporation                                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3651 | NS      | $400806.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | Federal Home Loan Mortgage Corporation - REMIC 5569                                            | CUSIP: 3137HMMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3300000 | PA      | $3230866.98    | 0.04%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    612000 | PA      | $586850.31     | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                            | Thrivent Small Cap Stock Portfolio                                                             | CUSIP: 88589M170<br>LEI: 549300ONMNEN0B15WO97 | Long             |  | RF                | US        |   6058415 | NS      | $113568019.73  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                                       | Xencor, Inc.                                                                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      3799 | NS      | $45815.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY THE                                              | Hershey Company                                                                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       165 | NS      | $34301.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                      | Trimble, Inc.                                                                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      7189 | NS      | $468938.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $330009.70     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer