# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0000790166-25-000100
**Filing Date:** 2025-8
**Character Count:** 775668
**Document Hash:** 6f04b561b8bbe00203d6653565d06981
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000790166-25-000100.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000790166-25-000100

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 251260479

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $181752542.60

**Total Liabilities:** $5614716.38

**Net Assets:** $176137826.22

**Delayed Delivery Securities:** $3422342.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1271.00000000 | **1-Year:** -1297.00000000 | **5-Year:** -8548.00000000 | **10-Year:** -11986.00000000 | **30-Year:** -28748.00000000

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

- **3-Month:** -645.00000000 | **1-Year:** -1139.00000000 | **5-Year:** -8605.00000000 | **10-Year:** -5741.00000000 | **30-Year:** -5562.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003846 | 0.09%                | 0.59%                | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-155762.36              | $-525683.65                                |
| Month 2  | $-135971.19              | $516429.13                                 |
| Month 3  | $37629.77                | $2035010.45                                |

**Designated Index Information**

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

- **Index Identifier:** I38526US

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61676.99     | 0.04%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $69529.88     | 0.04%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRINKER INTL INC                                                                                 | Brinker International, Inc.                                                                   | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40499.94     | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, Convertible, 7.250%                                              | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        89 | NS      | $107957.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX AVIATION CAP LTD                                                                         | Phoenix Aviation Capital, Ltd.                                                                | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     61000 | PA      | $63179.98     | 0.04%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27743.55     | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29030.79     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                                | MFA Trust                                                                                     | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368922 | PA      | $369912.25    | 0.21%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-6                                                                 | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust                                         | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135913 | PA      | $136789.41    | 0.08%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41550.43     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / RWLV CAP INC                                                       | Resorts World Las Vegas, LLC/RWLV Capital, Inc.                                               | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19488.33     | 0.01%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE L P                                                                          | Extra Space Storage, LP                                                                       | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35623.19     | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | BNP Paribas SA                                                                                | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $30180.00     | 0.02%             | 2035-06-27      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                               | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46083.65     | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44054.02     | 0.03%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74859.31     | 0.04%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AE4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      8230 | PA      | $4.79         | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F040677<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $697295.12    | 0.40%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS L P / ALBERTSONS LLC                           | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                   | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $157265.05    | 0.09%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation, 4.750%                                                          | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      1450 | NS      | $27492.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59560.15     | 0.03%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43450.50     | 0.02%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62067.06     | 0.04%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND FGN ASSET CO / DIAMOND FIN LLC                                                           | Diamond Foreign Asset Company/Diamond Finance, LLC                                            | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     45000 | PA      | $46855.67     | 0.03%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120652.06    | 0.07%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85625.35     | 0.05%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     37000 | PA      | $36197.98     | 0.02%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                       | Sysco Corporation                                                                             | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44464.12     | 0.03%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77161.50     | 0.04%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $144752.52    | 0.08%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| FORTREA HLDGS INC                                                                                | Fortrea Holdings, Inc.                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17198.33     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| VERUS SECURITIZATION TR 2023-1                                                                   | Verus Securitization Trust                                                                    | CUSIP: 92539BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198562 | PA      | $198584.05    | 0.11%             | 2067-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-1 LTD / VOYA CLO 2020-1 LLC                                                        | Voya CLO, Ltd.                                                                                | CUSIP: 92918EAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $350248.15    | 0.20%             | 2034-07-16      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     49000 | PA      | $41914.09     | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18470.98     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| NEXSTAR ESCROW INC                                                                               | Nexstar Media, Inc.                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59859.64     | 0.03%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45429.58     | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38049.32     | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                  | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21080.32     | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                                       | EZCORP, Inc., Convertible                                                                     | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $27526.25     | 0.02%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36680.53     | 0.02%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BK CINCINNATI OHIO MEDIUM TERM SUB BK NTS BOOK ENTRY                                 | Fifth Third Bank NA                                                                           | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110298.35    | 0.06%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                              | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $79988.30     | 0.05%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                     | Alimentation Couche-Tard, Inc.                                                                | CUSIP: 01626PAV8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $50222.07     | 0.03%             | 2054-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                       | Penske Truck Leasing Company, LP/PTL Finance Corporation                                      | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $40854.97     | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MAGIC MERGECO INC                                                                                | Michaels Companies, Inc.                                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21586.55     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97475.36     | 0.06%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., Convertible                                                       | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43208.00     | 0.02%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29684.36     | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99895.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PPM CLO 3 LTD / PPM CLO 3 LLC                                                                    | PPM CLO 3, Ltd.                                                                               | CUSIP: 69355EAN5<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $399806.40    | 0.23%             | 2034-04-17      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20773.90     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SERVICE PPTYS TR                                                                                 | Service Properties Trust                                                                      | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43595.13     | 0.02%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75987.56     | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SRM ESCROW ISSUER LLC                                                                            | SRM Escrow Issuer, LLC                                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44890.24     | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75642.77     | 0.04%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $100672.65    | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74483.19     | 0.04%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INS CO                                                                             | Dai-ichi Life Insurance Company, Ltd.                                                         | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $60544.44     | 0.03%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                         | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72260.36     | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | 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        |    691743 | PA      | $548203.17    | 0.31%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23773.13     | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RES CORP                                                                              | California Resources Corporation                                                              | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61588.62     | 0.03%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107040.81    | 0.06%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     39000 | PA      | $40600.08     | 0.02%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                                         | Ryder System, Inc.                                                                            | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49675.19     | 0.03%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM INTL CAP PTE LTD                                                                             | IBM International Capital Private, Ltd.                                                       | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     33000 | PA      | $30877.29     | 0.02%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                             | WEC Energy Group, Inc., Convertible                                                           | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     34000 | PA      | $39151.00     | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28677.03     | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29490.22     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                     | Synopsys, Inc.                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51701.44     | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2021-1 LTD / BALBOA BAY LN FDG 2021-1 LLC                                      | Balboa Bay Loan Funding, Ltd.                                                                 | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249998.75    | 0.14%             | 2034-07-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81995.97     | 0.05%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| PROLOGIS L P                                                                                     | Prologis, LP                                                                                  | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38482.00     | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAV ACQUISITION CORP                                                                             | McGraw-Hill Education, Inc.                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147885.53    | 0.08%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATLS INC                                                                        | Martin Marietta Materials, Inc.                                                               | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34157.89     | 0.02%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                            | Goldman Sachs BDC, Inc.                                                                       | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26607.01     | 0.02%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY L P / GENESIS ENERGY FIN CORP                                                     | Genesis Energy LP/Genesis Energy Finance Corporation                                          | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70702.73     | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                                  | BANK 2022-BNK39                                                                               | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3961922 | PA      | $92417.78     | 0.05%             | 2055-02-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49374.89     | 0.03%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                              | Macquarie Group, Ltd.                                                                         | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     83000 | PA      | $80077.24     | 0.05%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63600.57     | 0.04%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30697.41     | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HLDGS LLC                                                                     | Eastern Energy Gas Holdings, LLC                                                              | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78046.32     | 0.04%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30639.57     | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78689.07     | 0.04%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2021-RTL1                                                                             | Roc Mortgage Trust                                                                            | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20495 | PA      | $20424.61     | 0.01%             | 2026-08-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51610.97     | 0.03%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34598.69     | 0.02%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-7                                                                   | Verus Securitization Trust                                                                    | CUSIP: 92538QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    318779 | PA      | $276820.45    | 0.16%             | 2066-10-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2023-PJ3                                                                   | GS Mortgage-Backed Securities Trust                                                           | CUSIP: 36270FAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188206 | PA      | $188575.42    | 0.11%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32982.72     | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 TR                                                                                | CSMC Trust                                                                                    | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190409 | PA      | $166906.64    | 0.09%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                | Eversource Energy                                                                             | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73344.52     | 0.04%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                         | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79142.29     | 0.04%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD INS GROUP INC                                                                           | Hartford Insurance Group, Inc.                                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39507.49     | 0.02%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MTG TR 2021-6INV                                                                        | Flagstar Mortgage Trust                                                                       | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    482990 | PA      | $393259.65    | 0.22%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMACM Mortgage Loan Trust                                                                     | CUSIP: 36185MBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14056 | PA      | $12228.93     | 0.01%             | 2035-11-19      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVIII LTD / SCULPTOR CLO XXVIII LLC                                                | Sculptor CLO XXVIII, Ltd.                                                                     | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249466.00    | 0.14%             | 2035-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43741.67     | 0.02%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                                                     | UGI Corporation, Convertible                                                                  | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     26000 | PA      | $35827.31     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.625%                                                              | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3300 | NS      | $64515.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVT CORP                                                                                   | AGNC Investment Corporation                                                                   | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |       428 | NS      | $3933.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAP GROUP CORP                                                                          | Aviation Capital Group, LLC                                                                   | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40979.03     | 0.02%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XVIII LTD / MADISON PK FDG XVIII LLC                                              | Madison Park Funding XVIII, Ltd.                                                              | CUSIP: 55819BBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    550000 | PA      | $550470.80    | 0.31%             | 2030-10-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44361.15     | 0.03%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| DIGITAL RLTY TR LP                                                                               | Digital Realty Trust, LP, Convertible                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36799.00     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                    | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10942.31     | 0.01%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164902.02    | 0.09%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                   | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40794.00     | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    300000 | PA      | $300486.93    | 0.17%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82384.78     | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDS INC                                                                      | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61565.65     | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114513.26    | 0.07%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30253.18     | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MUELLER WTR PRODS INC                                                                            | Mueller Water Products, Inc.                                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104644.21    | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUVEEN GLOBAL HIGH INCOME FD                                                                     | Nuveen Global High Income Fund                                                                | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             |  | RF                | US        |       272 | NS      | $3516.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                                                     | Assurant, Inc.                                                                                | CUSIP: 04621XAP3<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67357.73     | 0.04%             | 2026-02-27      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK SUB NTS BOOK ENTRY 3/A2                               | KeyBank NA/Cleveland, OH                                                                      | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60850.96     | 0.03%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CANPACK SAC / CANPACK US LLC                                                                     | Canpack SA/Canpack US, LLC                                                                    | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    153000 | PA      | $143304.67    | 0.08%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                   | Transocean, Inc.                                                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     55200 | PA      | $56764.59     | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                                                     | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66832.43     | 0.04%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28751.58     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALIA                                                                        | Commonwealth Bank of Australia                                                                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     51000 | PA      | $45477.17     | 0.03%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                              | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69022.23     | 0.04%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12143.71     | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33204.07     | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20707.81     | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORGANON FIN 1 LLC                                                                                | Organon & Company/Organon Foreign Debt Co-Issuer BV                                           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $95464.13     | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      9000 | PA      | $9011.25      | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                                                    | Consensus Cloud Solutions, Inc.                                                               | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $25870.00     | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25913.75     | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68566.55     | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CR INCOME CORP                                                                          | Blue Owl Credit Income Corporation                                                            | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67568.31     | 0.04%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72923.15     | 0.04%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                    | Boyne USA, Inc.                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $81508.79     | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC / SIMMONS PREPARED FOODS INC / SIMMONS PET FOOD INC / SIMMONS FEED             | Simmons Foods, Inc.                                                                           | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $115189.14    | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XV LTD / NEUBERGER BERMAN CLO XV LLC                                        | Neuberger Berman CLO, Ltd.                                                                    | CUSIP: 64129KBL0<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $425391.00    | 0.24%             | 2029-10-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40513.48     | 0.02%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53449.80     | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49416.95     | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21161.10     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc.                                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20318.82     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38055.34     | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc., Convertible                                                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11602.50     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77265.79     | 0.04%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                                         | Stonex Escrow Issuer, LLC                                                                     | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $69694.03     | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91796.86     | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP II                                                                  | Blue Owl Technology Finance Corporation                                                       | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18357.03     | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-2 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202558 | PA      | $202924.94    | 0.12%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAP INC                                                                                | Accenture Capital, Inc.                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67151.78     | 0.04%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL GROUP INC                                                                    | Mitsubishi UFJ Financial Group, Inc.                                                          | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     81000 | PA      | $78590.10     | 0.04%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                                                                  | Sprint Capital Corporation                                                                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    118000 | PA      | $126677.39    | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87684.56     | 0.05%             | 2033-02-27      | Fixed         | 4.70%                 | 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        |     88120 | PA      | $87171.25     | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                                     | Magnera Corporation                                                                           | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70717.50     | 0.04%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40763.07     | 0.02%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, Convertible                                                                 | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     52000 | PA      | $57200.57     | 0.03%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                                     | Dayforce, Inc., Convertible                                                                   | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54834.00     | 0.03%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                                           | GE HealthCare Technologies, Inc.                                                              | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107741.44    | 0.06%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69813.06     | 0.04%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| WILLIS NORTH AMER INC                                                                            | Willis North America, Inc.                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84238.83     | 0.05%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                                                        | Six Flags Entertainment Corporation                                                           | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29000.00     | 0.02%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99090.63     | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM3 TR                                                                                | PRPM Trust                                                                                    | CUSIP: 69380TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $279522.57    | 0.16%             | 2068-11-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TR                                                                                   | TransCanada Trust                                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90141.90     | 0.05%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36411.09     | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                                               | Cerdia Finanz GmbH                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     23000 | PA      | $23838.81     | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49462.42     | 0.03%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                        | Kroger Company                                                                                | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42349.36     | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                                                               | RXO, Inc.                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40945.32     | 0.02%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS L P / SUBN ENERGY FIN CORP                                             | Suburban Propane Partners, LP/Suburban Energy Finance Corporation                             | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49985.60     | 0.03%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99257 | PA      | $99809.80     | 0.06%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FIN CO INC                                                        | Clarios Global, LP/Clarios US Finance Company, Inc.                                           | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35925.86     | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                 | Welltower OP, LLC, Convertible                                                                | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $89540.00     | 0.05%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WTR CAP CORP                                                                            | American Water Capital Corporation, Convertible                                               | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41159.90     | 0.02%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36823.84     | 0.02%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46788.71     | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                               | Archrock Partners, LP/Archrock Partners Finance Corporation                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55182.07     | 0.03%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42042.58     | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENABLE MIDSTREAM PARTNERS LP                                                                     | Energy Transfer, LP                                                                           | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29997.20     | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPER PARTNERSHIP LP                                                             | Invitation Homes Operating Partnership, LP                                                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     72000 | PA      | $61304.38     | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECD FIN PLC                                                                        | Virgin Media Secured Finance plc                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    141000 | PA      | $138685.14    | 0.08%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INEOS FIN PLC                                                                                    | INEOS Finance plc                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    147000 | PA      | $147304.58    | 0.08%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc., 4.750%                                                                            | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      4075 | NS      | $77832.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE STRATEGIC CR FD                                                                       | Blackstone Strategic Credit 2027 Term Fund                                                    | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |     12135 | NS      | $147076.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEEN MERGERCO INC                                                                               | QXO Building Products, Inc.                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61812.12     | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                    | CommScope, LLC                                                                                | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40027.61     | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77226.15     | 0.04%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35348.81     | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FING LTD                                                                      | Trane Technologies Financing, Ltd.                                                            | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $40590.56     | 0.02%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERRIGO FIN UNLIMITED CO                                                                         | Perrigo Finance Unlimited Company                                                             | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     93000 | PA      | $91435.64     | 0.05%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TR                                                                 | BlackRock Multi-Sector Income Trust                                                           | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |      8813 | NS      | $128669.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56188.72     | 0.03%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                                                                                 | Jazz Investments I, Ltd., Convertible                                                         | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     56000 | PA      | $59360.00     | 0.03%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2025-RRTL1                                                                         | Toorak Mortgage Trust                                                                         | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350041.34    | 0.20%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300703.13    | 0.17%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORE BD TR                                                                             | BlackRock Core Bond Trust                                                                     | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      3233 | NS      | $31424.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S & S HLDGS LLC                                                                                  | S&S Holdings, LLC                                                                             | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38114.42     | 0.02%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20295.58     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71884.22     | 0.04%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.750%                                                                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1750 | NS      | $33320.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12667GDE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97131 | PA      | $77570.79     | 0.04%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94703.90     | 0.05%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46093.46     | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| COLUMBIA PIPELINES HLDG CO LLC                                                                   | Columbia Pipelines Holding Company, LLC                                                       | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34414.45     | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                             | WEC Energy Group, Inc., Convertible                                                           | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22528.00     | 0.01%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                                    | Cable One, Inc., Convertible                                                                  | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38790.10     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61462.15     | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74589.47     | 0.04%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                   | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     83000 | PA      | $83831.49     | 0.05%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMSTED INDS INC                                                                                  | Amsted Industries, Inc.                                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87416.16     | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29410.82     | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91772.85     | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77212.21     | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $54694.11     | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                               | Brookfield Finance, Inc.                                                                      | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $49872.41     | 0.03%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                      | Tenneco, Inc.                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89000.77     | 0.05%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATL BK COLUMBUS OH                                                                   | Huntington Bank Auto Credit-Linked Notes                                                      | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257337 | PA      | $259753.68    | 0.15%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     83000 | PA      | $81719.08     | 0.05%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Vital Energy, Inc.                                                                            | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     59000 | PA      | $52104.92     | 0.03%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35779.72     | 0.02%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327593 | PA      | $305493.94    | 0.17%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HLF FING SARL LLC / HERBALIFE INTL INC                                                           | HLF Financing SARL, LLC/Herbalife International, Inc.                                         | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $41201.53     | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80567.91     | 0.05%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC NEW                                                                            | Owens & Minor, Inc.                                                                           | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36634.59     | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HLDGS INC NEW                                                              | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83044.42     | 0.05%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc.                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55391.19     | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29295.65     | 0.02%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET HIGH INCOME OPPORTUNITY FD INC                                                     | Western Asset High Income Opportunity Fund, Inc.                                              | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     33077 | NS      | $131646.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT 2024-INV1 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    505773 | PA      | $515433.81    | 0.29%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                                          | Schlumberger Holdings Corporation                                                             | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26991.62     | 0.02%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                       | Intel Corporation                                                                             | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97542.42     | 0.06%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                  | Star Parent, Inc.                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66264.58     | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40271.28     | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                    | Allstate Corporation, 5.100%                                                                  | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      3200 | NS      | $65920.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                           | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $76412.35     | 0.04%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTMT INC                                                                                 | Jacobs Entertainment, Inc.                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    111000 | PA      | $106837.50    | 0.06%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NUVEEN PFD & INCOME OPPORTUNITIES FD                                                             | Nuveen Preferred Income Opportunities Fund                                                    | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |      8576 | NS      | $68779.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25522.61     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LCM 41 LTD / LCM 41 LLC                                                                          | LCM 41, Ltd.                                                                                  | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |    550000 | PA      | $550000.00    | 0.31%             | 2036-04-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $158453.29    | 0.09%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through                               | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300526 | PA      | $290494.09    | 0.16%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     43000 | PA      | $49699.64     | 0.03%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS INC                                                                         | Telephone and Data Systems, Inc., 6.000%                                                      | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3500 | NS      | $61950.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HLDGS INC                                                                                  | Roche Holdings, Inc.                                                                          | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50433.00     | 0.03%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42445.69     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK ONT                                                                          | Toronto-Dominion Bank                                                                         | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41776.28     | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                        | Sunoco, LP                                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    152000 | PA      | $158290.22    | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                            | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41317.25     | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HLDGS LLC                                                                      | Raven Acquisition Holdings, LLC                                                               | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $44001.85     | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56261.37     | 0.03%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FD                                                              | Western Asset Diversified Income Fund                                                         | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |      2627 | NS      | $38984.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC                                                              | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $278200.31    | 0.16%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                                      | Moody's Corporation                                                                           | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41994.26     | 0.02%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130715.34    | 0.07%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FIN 2019 INC / CSL CAP LLC                                          | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                               | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $154853.51    | 0.09%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75759.90     | 0.04%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STS PWR CO MINN                                                                         | Northern States Power Company/MN                                                              | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29886.18     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP                                               | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $124992.11    | 0.07%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52217.87     | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM2                                                                             | A&D Mortgage Trust                                                                            | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    210054 | PA      | $212396.20    | 0.12%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85613.27     | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    186000 | PA      | $191900.48    | 0.11%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                    | AppLovin Corporation                                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76147.17     | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INS GROUP INC                                                                           | Hartford Insurance Group, Inc.                                                                | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40920.09     | 0.02%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56169.37     | 0.03%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FMG RES AUGUST 2006 PTY LTD                                                                      | FMG Resources August 2006, Pty. Ltd.                                                          | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     49000 | PA      | $49613.19     | 0.03%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS L P                                                                                 | Regency Centers, LP                                                                           | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45655.24     | 0.03%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19964.74     | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                                   | DCLI Bidco, LLC                                                                               | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40518.32     | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26306.98     | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TVC MTG TR 2024-RRTL1                                                                            | TVC Mortgage Trust                                                                            | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $349635.48    | 0.20%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2024-1 LLC                                                                     | Business Jet Securities, LLC                                                                  | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285745 | PA      | $291887.95    | 0.17%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                                | Brown & Brown, Inc.                                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23453.95     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                      | FTAI Aviation Investors, LLC                                                                  | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53842.62     | 0.03%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108137.45    | 0.06%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP                                               | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                   | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43687.31     | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                               | MetroNet Infrastructure Issuer, LLC                                                           | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204372.04    | 0.12%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| ABRDN ASIA-PACIFIC INCOME FD INC                                                                 | abrdn Asia-Pacific Income Fund, Inc.                                                          | CUSIP: 003009867<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |      6977 | NS      | $111073.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE LTD DURATION INCOME FD                                                               | Eaton Vance Limited Duration Income Fund                                                      | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |     13913 | NS      | $142747.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER BK NEW CASTLE DEL                                                                       | Capital One NA                                                                                | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86063.02     | 0.05%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PMTS LLC / SHIFT4 PMTS FIN SUB INC                                                        | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77892.68     | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                                   | Rocket Companies, Inc.                                                                        | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $59345.63     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SVCS LLC / WINDSTREAM ESCROW FIN CORP                                                 | Windstream Services, LLC/Windstream Escrow Finance Corporation                                | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $59695.30     | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP CORP MICH                                                                           | Credit Acceptance Corporation                                                                 | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $39169.75     | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125753.67    | 0.07%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WTR CAP CORP                                                                            | American Water Capital Corporation                                                            | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47394.96     | 0.03%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2024-RPL1                                                              | New Residential Mortgage Loan Trust                                                           | CUSIP: 64832AAC1<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $305644.06    | 0.17%             | 2064-01-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                                      | Deluxe Corporation                                                                            | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62956.15     | 0.04%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| WIND RIV 2022-1 CLO LTD / WIND RIV 2022-1 CLO LLC                                                | Wind River CLO, Ltd.                                                                          | CUSIP: 97316YAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500227.00    | 0.28%             | 2035-07-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLDGS INC / GARRETT LX I S A R L                                                  | Garrett Motion Holdings, Inc./Garrett LX I SARL                                               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72879.10     | 0.04%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                                                                       | Vishay Intertechnology, Inc., Convertible                                                     | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62650.00     | 0.04%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                                  | Tripadvisor, Inc.                                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |        74 | NS      | $965.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77167.67     | 0.04%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAP CORP                                                                                  | FS KKR Capital Corporation                                                                    | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40273.84     | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                                          | DraftKings Holdings, Inc., Convertible                                                        | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93028.00     | 0.05%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                 | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48469.05     | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                                  | American Honda Finance Corporation                                                            | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43539.13     | 0.02%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARINGS GLOBAL SHORT DURATION HIGH YIELD FD                                                      | Barings Global Short Duration High Yield Fund                                                 | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             |  | RF                | US        |       710 | NS      | $10934.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65762.44     | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47097.91     | 0.03%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILS CORP                                                                       | Algonquin Power & Utilities Corporation                                                       | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $137520.67    | 0.08%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                             | Duke Energy Ohio, Inc.                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32238.69     | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    219000 | PA      | $218126.58    | 0.12%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30985.57     | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27012.10     | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-8                                                                 | Pagaya AI Debt Grantor Trust                                                                  | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138596 | PA      | $138976.23    | 0.08%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S A                                                                              | Credit Agricole SA                                                                            | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     42000 | PA      | $39134.52     | 0.02%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     67000 | PA      | $56363.75     | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2018-1 LTD / TCW CLO 2018-1 LLC                                                          | TCW CLO, Ltd.                                                                                 | CUSIP: 87240UBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $700406.70    | 0.40%             | 2035-10-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48045.19     | 0.03%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KITE RLTY GROUP L P                                                                              | Kite Realty Group, LP, Convertible                                                            | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2065.01      | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                 | Boyd Gaming Corporation                                                                       | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59423.66     | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GTCR W-2 MERGER SUB LLC                                                                          | Boost Newco Borrower, LLC                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    128000 | PA      | $135873.92    | 0.08%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HLDGS LTD                                                                          | RenaissanceRe Holdings, Ltd.                                                                  | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $87331.16     | 0.05%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46538.49     | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LNS 2017-A LLC                                                               | College Avenue Student Loans, LLC                                                             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47429 | PA      | $47801.30     | 0.03%             | 2046-11-26      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUB SVC CO                                                                               | Arizona Public Service Company                                                                | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37866.07     | 0.02%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                                    | II-VI, Inc.                                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56963.66     | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                                       | Tronox, Inc.                                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47460.00     | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation, 4.450%                                                         | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      1450 | NS      | $24911.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Tr                                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                           | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |      6879 | NS      | $754007.19    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                                                       | Kenvue, Inc.                                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111323.07    | 0.06%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TR 2024-2                                                                            | HTAP Issuer Trust                                                                             | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414134 | PA      | $410558.79    | 0.23%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    251000 | PA      | $250598.45    | 0.14%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65999.11     | 0.04%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54279.44     | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                                                                    | State Street Institutional U.S. Government Money Market Fund                                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   7308346 | NS      | $7308345.98   | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82100.00     | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                                            | Six Flags Entertainment Corporation                                                           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24664.46     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42919.98     | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $38233.98     | 0.02%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                                 | Vail Resorts, Inc.                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27000.00     | 0.02%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                                         | SLM Corporation                                                                               | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12595.62     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                       | Phinia, Inc.                                                                                  | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37576.59     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S A / JBS USA FOOD CO / JBS USA FIN INC                                              | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                            | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     49000 | PA      | $44805.10     | 0.03%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55456.26     | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                                   | State Street Corporation                                                                      | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41221.03     | 0.02%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| DRYDEN 72 CLO LTD / DRYDEN 72 CLO LLC                                                            | Dryden 72 CLO, Ltd.                                                                           | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    200000 | PA      | $200421.00    | 0.11%             | 2032-05-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                           | Northern Oil and Gas, Inc., Convertible                                                       | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43785.00     | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                                                     | Concentra Health Services, Inc.                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25884.09     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC2 TR                                                                               | PRKCM Trust                                                                                   | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56472 | PA      | $56668.89     | 0.03%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104544.02    | 0.06%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC / CENT MERGER SUB INC                                                         | Central Parent, Inc./CDK Global, Inc.                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $33319.07     | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                                  | RingCentral, Inc.                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123048.62    | 0.07%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VERINT SYS INC                                                                                   | Verint Systems, Inc., Convertible                                                             | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26782.00     | 0.02%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23642.70     | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41199.93     | 0.02%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88981.41     | 0.05%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37628.63     | 0.02%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                 | Entergy Corporation                                                                           | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39275.79     | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc., Convertible                                                              | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36936.00     | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36514.63     | 0.02%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     39000 | PA      | $37494.99     | 0.02%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36036.00     | 0.02%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLDGS INC                                                                            | Lamb Weston Holdings, Inc.                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40269.48     | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $440955.07    | 0.25%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAP INC                                                             | Genting New York, LLC/GENNY Capital, Inc.                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26975.29     | 0.02%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                                                                | Pagaya AI Debt Grantor Trust                                                                  | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250780 | PA      | $251146.34    | 0.14%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59497.36     | 0.03%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                                         | Nexstar Media, Inc.                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64287.70     | 0.04%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                                                                                | Brown & Brown, Inc.                                                                           | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27831.76     | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INCOME TR INC                                                                          | BlackRock Income Trust, Inc.                                                                  | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      5032 | NS      | $59126.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 6297782 LLC                                                                                      | South Bow USA Infrastructure Holdings, LLC                                                    | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29683.80     | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31960.48     | 0.02%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37441.54     | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc., Convertible                                                            | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60724.00     | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP / SEALED AIR CORP US                                                             | Sealed Air Corporation/Sealed Air Corporation (US)                                            | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $80158.30     | 0.05%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIMON PPTY GROUP L P                                                                             | Simon Property Group, LP                                                                      | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     82000 | PA      | $75642.94     | 0.04%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36381.83     | 0.02%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47061.56     | 0.03%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2024-1 LTD                                                                             | Radnor Re, Ltd.                                                                               | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $706127.10    | 0.40%             | 2034-09-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc., Convertible                                                  | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $69120.00     | 0.04%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $57313.20     | 0.03%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 TR                                                                               | PRKCM Trust                                                                                   | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144563 | PA      | $147145.38    | 0.08%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL2                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $277940.88    | 0.16%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Chaseflex Tr                                                                                     | ChaseFlex Trust                                                                               | CUSIP: 16165TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145667 | PA      | $98215.23     | 0.06%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15515.96     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2905.50      | 0.00%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30604.87     | 0.02%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                              | Carrier Global Corporation                                                                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78991.89     | 0.04%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                           | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66592.73     | 0.04%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     55000 | PA      | $53495.49     | 0.03%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                                                               | Pioneer Natural Resources Company                                                             | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55842.42     | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ARES MGMT CORP                                                                                   | Ares Management Corporation, Convertible, 6.750%                                              | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       920 | NS      | $48760.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP                                         | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                            | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $114135.90    | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation, Convertible                                                              | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $49155.20     | 0.03%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                         | Acadia Healthcare Company, Inc.                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50481.37     | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29574.00     | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52226.69     | 0.03%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27571.28     | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107814.52    | 0.06%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FIN PLC                                                                             | Virgin Media Finance plc                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     68000 | PA      | $62141.84     | 0.04%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                          | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45956.32     | 0.03%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HLDG CORP                                                                               | Playtika Holding Corporation                                                                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49005.54     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                                          | SNF Group SACA                                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     96000 | PA      | $88583.35     | 0.05%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113272.76    | 0.06%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                                             | Saturn Oil & Gas, Inc.                                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $23852.38     | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65062.72     | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREAS UNLIMITED CO                                                                 | Smurfit Kappa Treasury, ULC                                                                   | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     56000 | PA      | $55260.09     | 0.03%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $48622.08     | 0.03%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| TRI CONTL CORP                                                                                   | Tri-Continental Corporation                                                                   | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      1224 | NS      | $38751.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40248.18     | 0.02%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| GEORGIA PWR CO                                                                                   | Georgia Power Company                                                                         | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27209.14     | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAP CORP                                                                           | Pinnacle West Capital Corporation, Convertible                                                | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12996.00     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                               | SunCoke Energy, Inc.                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    114000 | PA      | $106097.26    | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92837.54     | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTEGER HLDGS CORP                                                                               | Integer Holdings Corporation, Convertible                                                     | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     18000 | PA      | $26937.00     | 0.02%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                                   | State Street Corporation                                                                      | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30284.47     | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc., Convertible                                                          | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27547.00     | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PMTS INC                                                                                  | Shift4 Payments, Inc., Convertible                                                            | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $66912.50     | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                       | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47257.47     | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                                | Take-Two Interactive Software, Inc.                                                           | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38396.67     | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                                       | Evergy, Inc., Convertible                                                                     | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     34000 | PA      | $39763.00     | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS6 TR                                                                             | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 75116CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52040 | PA      | $44202.45     | 0.03%             | 2037-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    166000 | PA      | $171854.65    | 0.10%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                                    | B&G Foods, Inc.                                                                               | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37548.69     | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                                            | Burlington Stores, Inc., Convertible                                                          | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     26000 | PA      | $33527.00     | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc., Convertible                                                              | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     90000 | PA      | $102735.00    | 0.06%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31672.02     | 0.02%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    142000 | PA      | $132606.31    | 0.08%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                            | GFL Environmental, Inc.                                                                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $91172.99     | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation, 5.700%                                                         | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       550 | NS      | $13128.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $50479.85     | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61692.36     | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                         | Vistra Operations Company, LLC                                                                | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108866.05    | 0.06%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                 | Glencore Funding, LLC                                                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62484.51     | 0.04%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67554.07     | 0.04%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202292.72    | 0.11%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP NEW                                                                          | Peabody Energy Corporation, Convertible                                                       | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52453.50     | 0.03%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PGIM HIGH YIELD BD FD INC                                                                        | PGIM High Yield Bond Fund, Inc.                                                               | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |     10655 | NS      | $150981.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40775.21     | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52625.72     | 0.03%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50339.59     | 0.03%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VI-C LTD / CARVAL CLO VI-C LLC                                                        | CarVal CLO, Ltd.                                                                              | CUSIP: 14686FAG3<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-O            | CORP              | XX        |    300000 | PA      | $300525.00    | 0.17%             | 2034-04-21      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202877 | PA      | $198902.52    | 0.11%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 1 LTD / SIGNAL PEAK CLO 1 LLC                                                    | Signal Peak CLO 1, Ltd.                                                                       | CUSIP: 82666TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    375000 | PA      | $368953.88    | 0.21%             | 2034-04-17      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                                           | Capital Southwest Corporation, Convertible                                                    | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2949.38      | 0.00%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28306.04     | 0.02%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.250%                                                                 | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2000 | NS      | $34500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-RPL3 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $136968.39    | 0.08%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41184.60     | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW MTN FIN CORP                                                                                 | New Mountain Finance Corporation, Convertible                                                 | CUSIP: 647551AE0<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6015.29      | 0.00%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDS INC                                                                                 | Patrick Industries, Inc., Convertible                                                         | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $37050.00     | 0.02%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc., Convertible                                                            | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     25000 | PA      | $90687.50     | 0.05%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRH                                                                           | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     68000 | PA      | $61205.32     | 0.03%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52698.20     | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626142 | PA      | $565717.38    | 0.32%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                        | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31513.67     | 0.02%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SVCS INC                                                                                | Republic Services, Inc.                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38759.30     | 0.02%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     36000 | PA      | $39409.77     | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35556.60     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61252.74     | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78624.86     | 0.04%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUT GROUP INC                                                                            | Liberty Mutual Group, Inc.                                                                    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27266.36     | 0.02%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SVCS INC                                                                        | Prime Healthcare Services, Inc.                                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74437.50     | 0.04%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PIMCO HIGH INCOME FD                                                                             | PIMCO High Income Fund                                                                        | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |      8234 | NS      | $39523.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26814.88     | 0.02%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK ONT                                                                          | Toronto-Dominion Bank                                                                         | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $44126.28     | 0.03%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37331.82     | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                                                                         | Southern California Edison Company                                                            | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71224.52     | 0.04%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120769.07    | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-SFR1                                                                                  | FRTKL Trust                                                                                   | CUSIP: 30322DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $192423.08    | 0.11%             | 2038-09-17      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29164.24     | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC                                    | Barings Loan Partners CLO, Ltd. 2                                                             | CUSIP: 06763BAN9<br>LEI: 549300J1ZQ7BWN0H0X91 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249942.00    | 0.14%             | 2034-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                     | NNN REIT, Inc.                                                                                | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38243.98     | 0.02%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                               | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43296.88     | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                               | Viking Cruises, Ltd.                                                                          | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    149000 | PA      | $149083.29    | 0.08%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102718.75    | 0.06%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015608 | PA      | $886835.58    | 0.50%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46432.18     | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     50404 | PA      | $739.28       | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35392.91     | 0.02%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39623.08     | 0.02%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation STRIPS                                                 | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    269096 | PA      | $25004.49     | 0.01%             | 2035-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FDG MEDIUM TERM SR SECD NTS BOOK ENTRY 144A                                           | RGA Global Funding                                                                            | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26816.39     | 0.02%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                     | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34812.35     | 0.02%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                      | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66920.56     | 0.04%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    199230 | PA      | $4052.68      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                                 | AMC Networks, Inc.                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71533.34     | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                   | Yum! Brands, Inc.                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118869.07    | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $171683.37    | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Bear Stearns Arm Tr                                                                              | Bear Stearns ARM Trust                                                                        | CUSIP: 07384MZX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75730 | PA      | $66844.26     | 0.04%             | 2034-01-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ENDO FIN HLDGS INC                                                                               | Endo Finance Holdings, Inc.                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $53986.46     | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34182.61     | 0.02%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                                | International Game Technology plc                                                             | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $125861.34    | 0.07%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc., Convertible                                                            | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47138.00     | 0.03%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     26000 | PA      | $26601.95     | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                                    | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60317.67     | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | NextEra Energy, Inc., Convertible, 7.299%                                                     | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       944 | NS      | $44452.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    218000 | PA      | $207708.31    | 0.12%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $113999.29    | 0.06%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 5.000%                                                           | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3300 | NS      | $67023.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVTS I LTD                                                                                 | Jazz Investments I, Ltd., Convertible                                                         | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50475.00     | 0.03%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY L P / GENESIS ENERGY FIN CORP                                                     | Genesis Energy LP/Genesis Energy Finance Corporation                                          | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $84942.48     | 0.05%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                         | New York Life Global Funding                                                                  | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27179.03     | 0.02%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85891.91     | 0.05%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                | Johnson & Johnson                                                                             | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71425.89     | 0.04%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG LUX S A R L /JBS USA FOOD CO / JBS USA FOODS GROUP HLDGS INC                        | JBS USA LUX SARL/JBS USA Food Company/JBS USA Foods Group                                     | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $65266.74     | 0.04%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113276.47    | 0.06%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                  | CMS Energy Corporation, 4.200%                                                                | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      4025 | NS      | $69069.00     | 0.04%             |  |  |  | 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        |    626894 | PA      | $528180.20    | 0.30%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD CTRY STORE INC                                                                | Cracker Barrel Old Country Store, Inc., Convertible                                           | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10587.50     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                               | Owens-Brockway Glass Container, Inc.                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98044.79     | 0.06%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                            | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92249.65     | 0.05%             | 2054-08-01      | Fixed         | 5.95%                 | 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        |    103285 | PA      | $83013.06     | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20599.20     | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                  | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     29000 | PA      | $30471.66     | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42253.81     | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18193.99     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPER PARTNERS LP                                                             | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12861.32     | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65405.85     | 0.04%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     16329 | PA      | $16748.14     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc., Convertible                                                         | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33542.00     | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO I LTD / WHITEBOX CLO I LLC                                                          | Whitebox CLO I, Ltd.                                                                          | CUSIP: 96467FBA7<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-O            | CORP              | KY        |    200000 | PA      | $200149.20    | 0.11%             | 2036-07-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Tr                                                                       | Citigroup Mortgage Loan Trust, Inc.                                                           | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |    149461 | PA      | $147741.93    | 0.08%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                                  | Best Buy Company, Inc.                                                                        | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36817.75     | 0.02%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88760.95     | 0.05%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                                 | Taseko Mines, Ltd.                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $108875.33    | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93596.97     | 0.05%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54909.17     | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                                 | Campbell's Company                                                                            | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111714.28    | 0.06%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINL SVCS INC NEW                                                                       | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61348.20     | 0.03%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COS INC                                                                             | Williams Companies, Inc.                                                                      | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65897.08     | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10103.86     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Natwest Group Plc                                                                                | NatWest Group plc                                                                             | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $42420.40     | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc., 4.750%                                                                         | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |       725 | NS      | $14130.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                              | Xerox Holdings Corporation, Convertible                                                       | CUSIP: 98421MAE6<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     56000 | PA      | $31780.00     | 0.02%             | 2030-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                                     | Hess Midstream Operations, LP                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $109607.90    | 0.06%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56385.69     | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                    | Smyrna Ready Mix Concrete, LLC                                                                | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162510.81    | 0.09%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $64669.08     | 0.04%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138990.46    | 0.08%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                           | Fairfax Financial Holdings, Ltd.                                                              | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50639.90     | 0.03%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                      | Asbury Automotive Group, Inc.                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83729.23     | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                       | Penske Truck Leasing Company, LP/PTL Finance Corporation                                      | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40464.28     | 0.02%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FIN PLC                                                                                | eG Global Finance plc                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $27596.85     | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90508.01     | 0.05%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AAG FH UK PLC / GLOBAL AUTO HLDGS PLC                                                            | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                    | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19569.18     | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | NextEra Energy, Inc., Convertible, 6.926%                                                     | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       876 | NS      | $34812.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $96358.87     | 0.05%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                             | Neptune Bidco US, Inc.                                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76921.12     | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                          | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132693.55    | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $76918.00     | 0.04%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                                          | MKS, Inc., Convertible                                                                        | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116289.00    | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25101.62     | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41050.75     | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., Convertible, 7.500%                                               | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |       943 | NS      | $62841.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146465.55    | 0.08%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92452.41     | 0.05%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $71374.29     | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945060 | PA      | $752006.58    | 0.43%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    185248 | PA      | $13342.07     | 0.01%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23842.11     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US LLC                                 | Brookfield Residential Properties, Inc./Brookfield Residential US, LLC                        | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     73000 | PA      | $65159.23     | 0.04%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FD INC                                                                 | BlackRock Debt Strategies Fund, Inc.                                                          | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      2248 | NS      | $23738.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $50061.66     | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                              | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53456.11     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33503.35     | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gmacm Home Equity Loan Tr                                                                        | GMAC Mortgage Corporation Loan Trust                                                          | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17426 | PA      | $8435.77      | 0.00%             | 2035-08-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL1                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201664.16    | 0.11%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29420.06     | 0.02%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WIND RIV 2013-1 CLO LTD / WIND RIV 2013-1 CLO LLC                                                | Wind River CLO, Ltd.                                                                          | CUSIP: 97316FAE1<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-O            | CORP              | KY        |    112979 | PA      | $113005.70    | 0.06%             | 2030-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INS CO                                                                             | Sumitomo Life Insurance Company                                                               | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $58549.57     | 0.03%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                                    | ING Groep NV                                                                                  | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     84000 | PA      | $82275.21     | 0.05%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| HERBALIFE NUTRITION LTD / HLF FING INC                                                           | Herbalife Nutrition, Ltd./HLF Financing, Inc.                                                 | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     66000 | PA      | $66020.26     | 0.04%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30378.45     | 0.02%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 4.250%                                                                        | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2300 | NS      | $39606.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107790.09    | 0.06%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation, 4.450%                                                            | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |       725 | NS      | $13731.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139470.42    | 0.08%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                   | ITC Holdings Corporation                                                                      | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42451.80     | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                                                      | K Hovnanian Enterprises, Inc.                                                                 | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14092.78     | 0.01%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                                     | Walgreens Boots Alliance, Inc.                                                                | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63989.44     | 0.04%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50449.89     | 0.03%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75961 | PA      | $61051.97     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32890.00     | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HLDGS INC                                                                               | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162474.55    | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43510.09     | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87700.18     | 0.05%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12667FW76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65859 | PA      | $54389.12     | 0.03%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MTG TR 2020-1INV                                                                        | Flagstar Mortgage Trust                                                                       | CUSIP: 33851YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240823 | PA      | $208530.20    | 0.12%             | 2050-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67884.50     | 0.04%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                                            | BBCMS Mortgage Trust                                                                          | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1987720 | PA      | $130913.00    | 0.07%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39225.78     | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TR 2007-1                                                                             | MortgageIT Securities Corporation Mortgage Loan Trust                                         | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    433136 | PA      | $378622.47    | 0.21%             | 2047-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD MTR CO DEL                                                                                  | Ford Motor Company, Convertible                                                               | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77064.00     | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36685.99     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54829.54     | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                                      | Avient Corporation                                                                            | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35327.18     | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $50618.67     | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402177.56    | 0.23%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42903.77     | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HLDGS INC                                                         | Brundage-Bone Concrete Pumping Holdings, Inc.                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30726.92     | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53499.26     | 0.03%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                             | Howard Midstream Energy Partners, LLC                                                         | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $147237.72    | 0.08%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                             | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70611.79     | 0.04%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43103.16     | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20368.87     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119536.40    | 0.07%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC                                                              | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $659736.09    | 0.37%             | 2029-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86114.25     | 0.05%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $81037.27     | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMAC Mortgage Corporation Loan Trust                                                          | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21895 | PA      | $19401.09     | 0.01%             | 2035-05-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160455.94    | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82662.34     | 0.05%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                            | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49163.90     | 0.03%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                          | Central Garden & Pet Company                                                                  | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52863.56     | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40040.33     | 0.02%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     88528 | PA      | $87302.18     | 0.05%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS CO                                                                                  | General Motors Company                                                                        | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63957.72     | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37824.44     | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Secs Corp                                                    | Home Equity Asset Trust                                                                       | CUSIP: 22541NP52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    308891 | PA      | $298290.65    | 0.17%             | 2033-08-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37410.12     | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BK COLUMBUS GA                                                                           | Synovus Bank                                                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43465.95     | 0.02%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29019.91     | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                        | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380183 | PA      | $301790.30    | 0.17%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                              | Prairie Acquiror, LP                                                                          | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86454.14     | 0.05%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                       | Wyeth, LLC                                                                                    | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    106000 | PA      | $118172.99    | 0.07%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                       | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85285.50     | 0.05%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66269.22     | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                | Atmos Energy Corporation                                                                      | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47285.13     | 0.03%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECD FING BV                                                                                  | VZ Secured Financing BV                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     82000 | PA      | $72947.89     | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD / PALMER SQUARE LN FDG 2024-2 LLC                                | Palmer Square Loan Funding, Ltd.                                                              | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250284.75    | 0.14%             | 2033-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                       | Advanced Drainage Systems, Inc.                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101252.94    | 0.06%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECD FING DESIGNATED ACTIVITY CO                                                         | LCPR Senior Secured Financing DAC                                                             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     77000 | PA      | $51866.43     | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104539.43    | 0.06%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     52000 | PA      | $55001.39     | 0.03%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54955.66     | 0.03%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTL INC NEW                                                                            | Marriott International, Inc./MD                                                               | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46818.54     | 0.03%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                                          | TGNR Intermediate Holdings, LLC                                                               | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125011.95    | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                  | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $93105.50     | 0.05%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66398.08     | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101685.45    | 0.06%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                         | FMC Corporation                                                                               | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27631.09     | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $280103.13    | 0.16%             | 2054-05-25      | Variable      | 3.50%                 | 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        |   1088286 | PA      | $1048405.22   | 0.60%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $118080.88    | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EATON VANCE TAX-MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FD                                      | Eaton Vance Tax-Managed Global Diversified Equity Income Fund                                 | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |      6064 | NS      | $53060.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                                                                     | Coca-Cola Company                                                                             | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35027.47     | 0.02%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN S A                                                                      | Consolidated Energy Finance SA                                                                | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    146000 | PA      | $125161.13    | 0.07%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MTG LLC / ROCKET MTG CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24156.04     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACRA TR 2024-NQM1                                                                                | ACRA Trust                                                                                    | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    372539 | PA      | $373553.77    | 0.21%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                | NatWest Group plc                                                                             | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     83000 | PA      | $86898.90     | 0.05%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA                                                                                     | Royal Bank of Canada                                                                          | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50037.00     | 0.03%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2023-3                                                                         | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46656RAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269797 | PA      | $268038.32    | 0.15%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAP PLC                                                                                   | Diageo Capital plc                                                                            | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     39000 | PA      | $35082.20     | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29221.57     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                                                               | PRET, LLC                                                                                     | CUSIP: 74136TAB4<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199331.20    | 0.11%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDGS LLC / VICTRA FIN CORP                                                               | Victra Holdings, LLC/Victra Finance Corporation                                               | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26192.13     | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| WESTPAC BKG CORP                                                                                 | Westpac Banking Corporation                                                                   | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     63000 | PA      | $60880.94     | 0.03%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                             | Las Vegas Sands Corporation                                                                   | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26563.32     | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40986.34     | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc., Convertible                                                       | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24407.50     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                     | Qualcomm, Inc.                                                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97120.07     | 0.06%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 5.850%                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1380 | NS      | $32292.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTL LTD                                                                                     | HUB International, Ltd.                                                                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72107.42     | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                            | Northrop Grumman Corporation                                                                  | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20935.57     | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                                      | Valaris, Ltd.                                                                                 | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    119000 | PA      | $122090.91    | 0.07%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABRDN INCOME CR STRATEGIES FD                                                                    | abrdn Income Credit Strategies Fund                                                           | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |     23877 | NS      | $140874.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Mortgage Passthru Tr                                                               | First Horizon Alternative Mortgage Securities Trust                                           | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22000 | PA      | $20739.95     | 0.01%             | 2035-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INS CO                                                                               | Nippon Life Insurance Company                                                                 | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $130972.82    | 0.07%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                   | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83492.72     | 0.05%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     88000 | PA      | $80444.01     | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     62000 | PA      | $63690.89     | 0.04%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36778.04     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPER PARTNERSHIP LP                                                                      | Brixmor Operating Partnership, LP                                                             | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78511.87     | 0.04%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                                         | American Electric Power Company, Inc.                                                         | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37888.48     | 0.02%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    202000 | PA      | $198830.34    | 0.11%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ITT HLDGS LLC                                                                                    | ITT Holdings, LLC                                                                             | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102702.72    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS OPER LLC                                                                        | Enterprise Products Operating, LLC                                                            | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39752.18     | 0.02%             | 2077-08-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55322.37     | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                      | Paychex, Inc.                                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23774.22     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                                   | Columbia Pipelines Holding Company, LLC                                                       | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $80173.27     | 0.05%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Tr                                                                      | Long Beach Mortgage Loan Trust                                                                | CUSIP: 542514HF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303964 | PA      | $315834.93    | 0.18%             | 2034-09-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A73W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     41447 | PA      | $278.94       | 0.00%             | 2027-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65368.28     | 0.04%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36760.46     | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc., Convertible                                                  | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     53000 | PA      | $57637.50     | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36173QAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $195303.86    | 0.11%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                                | Marriott Vacations Worldwide Corporation                                                      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |        28 | NS      | $2024.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                                               | Analog Devices, Inc.                                                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17475.26     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73208.00     | 0.04%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193143 | PA      | $175622.46    | 0.10%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM PWR OPER LLC                                                                           | TerraForm Power Operating, LLC                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    196000 | PA      | $194003.68    | 0.11%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                                     | KKR & Company, Inc., Convertible, 6.250%                                                      | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      1656 | NS      | $88761.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                             | Global Net Lease, Inc.                                                                        | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31974.88     | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                                         | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138067.72    | 0.08%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                                    | CommScope, LLC                                                                                | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42935.71     | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                                    | Life Time, Inc.                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61972.95     | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                              | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $46914.63     | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation, Convertible                                                          | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13071.50     | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                              | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $84157.86     | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAP CORP                                                                                   | Rithm Capital Corporation                                                                     | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38190.00     | 0.02%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL6                                                        | Saluda Grade Alternative Mortgage Trust                                                       | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $351701.04    | 0.20%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CSG SYS INTL INC                                                                                 | CSG Systems International, Inc., Convertible                                                  | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42807.00     | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                  | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13401.10     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                      | FTAI Aviation Investors, LLC                                                                  | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30975.84     | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                       | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     83000 | PA      | $84942.86     | 0.05%             | 2028-10-01      | Fixed         | 9.25%                 | 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        |    221083 | PA      | $211564.58    | 0.12%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDL RLTY L P                                                                            | Rexford Industrial Realty, LP, Convertible                                                    | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12870.00     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.700%                                                                 | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1450 | NS      | $27303.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc., 6.375%                                                            | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      1275 | NS      | $29325.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77008.87     | 0.04%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VORNADO RLTY L P                                                                                 | Vornado Realty, LP                                                                            | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33898.95     | 0.02%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47302.47     | 0.03%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY                                                        | McDonald's Corporation                                                                        | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40745.83     | 0.02%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                                       | TELUS Corporation                                                                             | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25149.39     | 0.01%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79544.91     | 0.05%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                           | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                              | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $117280.67    | 0.07%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30864.65     | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     62000 | PA      | $64687.39     | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $55985.87     | 0.03%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                                             | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50556.90     | 0.03%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation, Convertible                                                                 | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66484.10     | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FING TR I                                                                              | Provident Financing Trust I                                                                   | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $50184.80     | 0.03%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166334.41    | 0.09%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40374.94     | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43704.06     | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113111.35    | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                                            | GSAA Home Equity Trust                                                                        | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76740 | PA      | $70482.70     | 0.04%             | 2034-08-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2022-1 LLC                                                                     | Business Jet Securities, LLC                                                                  | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247450 | PA      | $243226.00    | 0.14%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    161621 | PA      | $6316.57      | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVID & PREM OPPORTUNITY FD                                                   | Voya Global Equity Dividend & Premium Opportunity Fund                                        | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     21985 | NS      | $127513.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                                         | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69185.71     | 0.04%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55521.59     | 0.03%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Iliad Holding SASU                                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     68000 | PA      | $69671.51     | 0.04%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINL CORP                                                                                | Synovus Financial Corporation, 8.397%                                                         | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |       425 | NS      | $10867.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HLDGS CORP                                                                               | Integer Holdings Corporation, Convertible                                                     | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69613.00     | 0.04%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $38249.33     | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TR                                                                             | Pebblebrook Hotel Trust, Convertible                                                          | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108684.48    | 0.06%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74351.67     | 0.04%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC                                                                                  | New Home Company, Inc.                                                                        | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39720.15     | 0.02%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                                            | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     93330 | PA      | $105208.48    | 0.06%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                                  | Alumina, Pty. Ltd.                                                                            | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $35527.07     | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Secs Tr                                                                              | Saxon Asset Securities Trust                                                                  | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120405 | PA      | $107424.71    | 0.06%             | 2035-08-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                                         | Permian Resources Operating, LLC, Convertible                                                 | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     14000 | PA      | $33747.00     | 0.02%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MFA 2024-RTL1 TR                                                                                 | MFA Trust                                                                                     | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200667.20    | 0.11%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                                                     | Enerflex, Ltd.                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $35059.44     | 0.02%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20918.52     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                      | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65195.20     | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HLDGS INC                                                                              | Equitable Holdings, Inc., 5.250%                                                              | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      1275 | NS      | $26048.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                                                                   | U.S. Bancorp, 4.000%                                                                          | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      1800 | NS      | $28998.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36843.27     | 0.02%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                                | NBN Company, Ltd.                                                                             | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     74000 | PA      | $66702.04     | 0.04%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation, Convertible                                                             | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     58000 | PA      | $127571.00    | 0.07%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29876.32     | 0.02%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34211.88     | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATL CORP IND                                                                            | Lincoln National Corporation                                                                  | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24690.22     | 0.01%             | 2025-08-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    135511 | PA      | $135140.86    | 0.08%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89482.05     | 0.05%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                                   | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     59000 | PA      | $62062.57     | 0.04%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30174.04     | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC INVT FD INC                                                                | Cornerstone Strategic Investment Fund, Inc.                                                   | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |      9906 | NS      | $80436.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     63000 | PA      | $63040.20     | 0.04%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp, 6.200%                                                                               | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      2000 | NS      | $48380.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LA LLC                                                                                   | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45005.20     | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $381296.88    | 0.22%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK SR MEDIUM TERM BK NTS BOOK ENTRY                                             | Toronto-Dominion Bank                                                                         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $41226.94     | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                                                                 | InterDigital, Inc., Convertible                                                               | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $46600.00     | 0.03%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                                   | Whirlpool Corporation                                                                         | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68217.75     | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                            | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7002.42      | 0.00%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137754.89    | 0.08%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57128.96     | 0.03%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FIN CO                                                       | Ashton Woods USA, LLC/Ashton Woods Finance Company                                            | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $100275.00    | 0.06%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2007-AR5                                                                     | Citigroup Mortgage Loan Trust, Inc.                                                           | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238109 | PA      | $214598.09    | 0.12%             | 2037-04-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79453.13     | 0.05%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PKS & ENTMT INC                                                                         | SeaWorld Parks and Entertainment, Inc.                                                        | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119241.25    | 0.07%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59133.13     | 0.03%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELEC CO                                                                          | San Diego Gas & Electric Company                                                              | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31742.14     | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33202.80     | 0.02%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                                  | BANK 2025-BNK49                                                                               | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398802 | PA      | $67682.28     | 0.04%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| ALBION FING 1 S A R L / AGGREKO HLDGS INC                                                        | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                                | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     39000 | PA      | $39800.56     | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35659.68     | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43783.10     | 0.02%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43520.56     | 0.02%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41179.23     | 0.02%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                             | OI European Group BV                                                                          | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    104000 | PA      | $100042.18    | 0.06%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mastr AlternatIVe Loan Tr                                                                        | MASTR Alternative Loans Trust                                                                 | CUSIP: 576434VW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33104 | PA      | $28011.73     | 0.02%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $900008.79    | 0.51%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                                                    | CACI International, Inc.                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26830.65     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                           | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43154.11     | 0.02%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62503.07     | 0.04%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                                    | Camelot Return Merger Sub, Inc.                                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $67321.33     | 0.04%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                 | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58320.26     | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| NOBLE FIN II LLC                                                                                 | Noble Finance II, LLC                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51929.37     | 0.03%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                            | Waste Connections, Inc.                                                                       | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $20999.21     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK ENTRY                                                   | John Deere Capital Corporation                                                                | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40452.21     | 0.02%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104091.21    | 0.06%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                              | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45468.56     | 0.03%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                                         | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77764.05     | 0.04%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     79000 | PA      | $80708.65     | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICOLD RLTY OPER PARTNERSHIP LP                                                               | Americold Realty Operating Partnership, LP                                                    | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61298.62     | 0.03%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     68000 | PA      | $75017.33     | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20724.02     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357722 | PA      | $335420.08    | 0.19%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I L P                                                                          | Harvest Midstream I, LP                                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138316.90    | 0.08%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                   | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $130817.61    | 0.07%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $44421.96     | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                        | IQVIA, Inc.                                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80045.02     | 0.05%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR LTD                                                                                   | Nissan Motor Company, Ltd.                                                                    | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     61000 | PA      | $55962.66     | 0.03%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39605.35     | 0.02%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83303.29     | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NESCO HLDGS II INC                                                                               | Nesco Holdings II, Inc.                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118863.34    | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING PWR LLC                                                                                | Lightning Power, LLC                                                                          | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79986.26     | 0.05%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                              | Meritage Homes Corporation                                                                    | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66187.44     | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190000 | PA      | $189956.53    | 0.11%             | 2042-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc.                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45303.95     | 0.03%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                              | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60918.45     | 0.03%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                           | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                              | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38818.28     | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPER PARTNERS LP                                                             | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12817.25     | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| VIRTUS CONV & INCOME FD                                                                          | Virtus Convertible & Income Fund                                                              | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      2675 | NS      | $37985.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31732.47     | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79796.39     | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | 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        |     58506 | PA      | $57888.51     | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37690.38     | 0.02%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43812.21     | 0.02%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19896.78     | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.200%                                                              | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3200 | NS      | $57312.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                                            | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     41000 | PA      | $53525.50     | 0.03%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $31693.08     | 0.02%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S A / JBS USA FOOD CO / JBS USA FIN INC                                              | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                            | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    114000 | PA      | $110889.85    | 0.06%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS P L C                                                                                | BP Capital Markets plc                                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $37823.58     | 0.02%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| VOLT XCIII LLC                                                                                   | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379110 | PA      | $379071.74    | 0.22%             | 2051-02-27      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, Convertible                                                                 | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30990.40     | 0.02%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC MINN                                                                             | Xcel Energy, Inc.                                                                             | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63561.76     | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                                 | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     62000 | PA      | $57876.94     | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                                       | BNP Paribas SA                                                                                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     66000 | PA      | $58748.78     | 0.03%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2024-2                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476665 | PA      | $474120.07    | 0.27%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION V LLC                                                                   | RFS Asset Securitization V, LLC                                                               | CUSIP: 74970DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151119.78    | 0.09%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71223.92     | 0.04%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH3 TR                                                                                | CSMC Trust                                                                                    | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170927 | PA      | $171019.79    | 0.10%             | 2067-08-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                         | Snap, Inc., Convertible                                                                       | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53424.00     | 0.03%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP / SUNOCO FIN CORP                                                                      | Sunoco, LP/Sunoco Finance Corporation                                                         | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64171.29     | 0.04%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APTS L P                                                                             | Mid-America Apartments, LP                                                                    | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83851.86     | 0.05%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28404.20     | 0.02%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM1 TR                                                                                | PRPM Trust                                                                                    | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198998.02    | 0.11%             | 2068-01-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP                                                                                | TotalEnergies Capital SA                                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    102000 | PA      | $98156.04     | 0.06%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL2 LLC                                                                               | PRET, LLC                                                                                     | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $396760.16    | 0.23%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                | General Mills, Inc.                                                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18024.44     | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc., Convertible                                                         | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      1174 | PA      | $56696.46     | 0.03%             | 2029-09-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD / KKR STATIC CLO I LLC                                                      | KKR Static CLO I, Ltd.                                                                        | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498353.50    | 0.28%             | 2031-07-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                           | Array Technologies, Inc., Convertible                                                         | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45392.56     | 0.03%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124891.53    | 0.07%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.700%                                                                        | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       100 | NS      | $1842.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83394.51     | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25597.78     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                  | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     42000 | PA      | $42949.24     | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS L P / ALBERTSONS LLC                           | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                   | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43723.37     | 0.02%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO AMER INC                                                                       | Roller Bearing Company of America, Inc.                                                       | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55195.87     | 0.03%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-RTL1 ISSUER LLC                                                                        | CAFL Issuer, LLC                                                                              | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274618 | PA      | $274424.18    | 0.16%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                             | Federal Realty OP, LP, Convertible                                                            | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12915.50     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29988.14     | 0.02%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     63000 | PA      | $51389.32     | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-5 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    441090 | PA      | $441374.60    | 0.25%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95827.84     | 0.05%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FD INC                                                            | BlackRock Corporate High Yield Fund, Inc.                                                     | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |     13357 | NS      | $130230.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43899.22     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36753.89     | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29589.66     | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED INTL DIVID TR                                                                 | BlackRock Enhanced International Dividend Trust                                               | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      8090 | NS      | $46841.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOTWIRE FDG LLC                                                                                  | Hotwire Funding, LLC                                                                          | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304503.66    | 0.17%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19617.64     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PPTYS L P                                                                       | COPT Defense Properties, LP, Convertible                                                      | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13543.18     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35688.01     | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMJA MTG LN TR 2007-A3                                                                   | IndyMac IMJA Mortgage Loan Trust                                                              | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81601 | PA      | $32003.21     | 0.02%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Secs Inc                                                                   | Banc of America Mortgage Securities Trust                                                     | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61770 | PA      | $58643.68     | 0.03%             | 2035-09-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                   | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41087.02     | 0.02%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Secs Corp                                                             | Washington Mutual Mortgage Pass-Through Certificates                                          | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82028 | PA      | $71332.96     | 0.04%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $50381.99     | 0.03%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M & T BK CORP                                                                                    | M&T Bank Corporation                                                                          | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95606.87     | 0.05%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: —       |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87418.74     | 0.05%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5321117.21   | 3.02%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60028.69     | 0.03%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    102764 | PA      | $1948.50      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                              | Hudbay Minerals, Inc.                                                                         | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     83000 | PA      | $82484.06     | 0.05%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     44000 | PA      | $52122.03     | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                            | MidAmerican Energy Company                                                                    | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126508.28    | 0.07%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60153.66     | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPL OPPORTUNITIES FD LP / DRAWBRIDGE SPL OPPORTUNITIES FIN CORP                       | Drawbridge Special Opportunities Fund, LP                                                     | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $164630.18    | 0.09%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN B V                                                                    | Deutsche Telekom International Finance BV                                                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    144000 | PA      | $170004.24    | 0.10%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60275.90     | 0.03%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc., 7.375%                                                        | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       525 | NS      | $13618.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 7.125%                                                                        | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2200 | NS      | $55506.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38097.48     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36223.32     | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                                            | Long Ridge Energy, LLC                                                                        | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65441.46     | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                       | First Quantum Minerals, Ltd.                                                                  | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30041.37     | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDGS S C A                                                                     | Medtronic Global Holdings SCA                                                                 | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $44542.99     | 0.03%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25293.43     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASCENT RES UTICA HLDGS LLC / ARU FIN CORP                                                        | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50085.00     | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL INC NEW                                                                            | Marriott International, Inc./MD                                                               | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33371.81     | 0.02%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                 | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     88000 | PA      | $76537.41     | 0.04%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC NEW                                                                                | Tidewater, Inc.                                                                               | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19548.33     | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                                        | ESAB Corporation                                                                              | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41978.30     | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2024-2 LLC                                                                     | Business Jet Securities, LLC                                                                  | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221313 | PA      | $221824.50    | 0.13%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation, Convertible                                                       | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12935.00     | 0.01%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71986.12     | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $804687.50    | 0.46%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEGON FDG CO LLC                                                                                 | AEGON Funding Company, LLC, 5.100%                                                            | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      1425 | NS      | $27816.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security One Ms Inc                                                                        | ADT Security Corporation                                                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54679.13     | 0.03%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                          | Energizer Holdings, Inc.                                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34082.84     | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     48866 | PA      | $863.16       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPER L P / ALLIANCE RESOURCE FIN CORP                                          | Alliance Resource Operating Partners, LP/Alliance Resource Finance Corporation                | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $75464.34     | 0.04%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604211 | PA      | $548746.92    | 0.31%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385HZ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99872.58     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122599.85    | 0.07%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87506.98     | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                              | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24877.07     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167788.89    | 0.10%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46462.50     | 0.03%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45151.57     | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61010.94     | 0.03%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                                         | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51700.25     | 0.03%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2024-1                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304459 | PA      | $305538.73    | 0.17%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FDS TR                                                            | Allspring Income Opportunities Fund                                                           | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     18858 | NS      | $133137.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68080.37     | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23505.61     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation, Convertible                                                          | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39468.00     | 0.02%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98162.24     | 0.06%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40447.39     | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company, Convertible, 6.000%                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      2668 | NS      | $181424.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LN TR 2025-INV2                                                                              | PMT Loan Trust                                                                                | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251500.55    | 0.14%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34431.80     | 0.02%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                                          | Precision Drilling Corporation                                                                | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $58284.52     | 0.03%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68299.72     | 0.04%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74994.18     | 0.04%             | 2027-06-08      | Variable      | 6.05%                 | 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        |    340065 | PA      | $301544.06    | 0.17%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD & DELTA AIR LINES INC                                                            | Delta Air Lines, Inc./SkyMiles IP, Ltd.                                                       | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15846 | PA      | $15808.15     | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    173000 | PA      | $136510.04    | 0.08%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132E0HN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231634 | PA      | $234270.69    | 0.13%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2023-RTL4                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201840.94    | 0.11%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                                           | Bank of New York Mellon Corporation                                                           | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33035.16     | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | 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        |    297521 | PA      | $263156.54    | 0.15%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC                                                                                 | United Airlines, Inc.                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86389.20     | 0.05%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                               | Bunge, Ltd. Finance Corporation                                                               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29108.04     | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18810.00     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                     | Rockies Express Pipeline, LLC                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133510.57    | 0.08%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                                                     | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69315.00     | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KRMN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265055 | PA      | $261659.81    | 0.15%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24022.15     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209896 | PA      | $174163.90    | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG LUX S A R L /JBS USA FOOD CO / JBS USA FOODS GROUP HLDGS INC                        | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Company              | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     95000 | PA      | $95700.15     | 0.05%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                                  | KeHE Distributors, LLC/KeHE Finance Corporation/NextWave Distribution, Inc.                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54889.61     | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45496.99     | 0.03%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                                         | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90621.75     | 0.05%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45459.50     | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 S A R L / ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP                            | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL          | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $38789.55     | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42000.00     | 0.02%             | 2025-07-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FING NTS IV DESIGNATED ACTIVITY CO                                           | Virgin Media Vendor Financing Notes IV DAC                                                    | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     41000 | PA      | $40138.41     | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TR 2025-1                                                                   | Point Securitization Trust                                                                    | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199394 | PA      | $198885.03    | 0.11%             | 2055-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FD INC                                                      | AllianceBernstein Global High Income Fund, Inc.                                               | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |     13565 | NS      | $149621.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MNG CO                                                                                     | Hecla Mining Company                                                                          | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65509.15     | 0.04%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                             | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $78111.36     | 0.04%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                                         | ION Trading Technologies SARL                                                                 | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $56485.06     | 0.03%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    339228 | PA      | $341799.30    | 0.19%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23593.41     | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                             | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $121283.49    | 0.07%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33537.06     | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TR 2025-1                                                                            | HTAP Issuer Trust                                                                             | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341850 | PA      | $337347.40    | 0.19%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS P L C                                                                                | BP Capital Markets plc                                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     51000 | PA      | $50471.49     | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    112300 | PA      | $2252.08      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69889.90     | 0.04%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                                   | Gray Media, Inc.                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30079.70     | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| MERRILL LYNCH ALTERNATIVE NT ASSET TR SER 2007-FI                                                | Merrill Lynch Alternative Note Asset Trust                                                    | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    164821 | PA      | $54381.81     | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30901.45     | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                    | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77223.16     | 0.04%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc., Convertible                                                    | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39516.00     | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    143000 | PA      | $141553.58    | 0.08%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 21 LTD / ANCHORAGE CAP CLO 21 LLC                                              | Anchorage Capital CLO 21, Ltd.                                                                | CUSIP: 03331KAN9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400077.60    | 0.23%             | 2034-10-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75166.99     | 0.04%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD / AMERN AIRLS INC                                                      | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     76568 | PA      | $76500.83     | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47756.08     | 0.03%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69072.07     | 0.04%             | 2027-03-15      | Fixed         | 2.90%                 | 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        |    237524 | PA      | $216655.39    | 0.12%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-3                                                                   | CHL Mortgage Pass-Through Trust                                                               | CUSIP: 12543RAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68503 | PA      | $31276.51     | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                 | Outfront Media Capital, LLC/Outfront Media Capital Corporation                                | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $49665.82     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40162.24     | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LTD PARTNERSHIP                                                                | Excelerate Energy, LP                                                                         | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21083.17     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVID TR                                                               | BlackRock Enhanced Equity Dividend Trust                                                      | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      2551 | NS      | $22678.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37443.11     | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OPTICS BIDCO S P A                                                                               | FiberCop SPA                                                                                  | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    117000 | PA      | $109493.40    | 0.06%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                                                     | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     46000 | PA      | $54459.40     | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    116000 | PA      | $121535.29    | 0.07%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62192.55     | 0.04%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22811.91     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114255.33    | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | 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        |    153000 | PA      | $153405.60    | 0.09%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39777.60     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                                 | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     63000 | PA      | $65174.44     | 0.04%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation, Convertible                                                          | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33379.50     | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FIN LLC                                                                          | Crescent Energy Finance, LLC                                                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96663.62     | 0.05%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CNX RES CORP                                                                                     | CNX Resources Corporation                                                                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71285.63     | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER S A U                                                                      | Grifols SA                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     20000 | PA      | $19226.54     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                               | Forestar Group, Inc.                                                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72546.12     | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO N Y INC                                                                   | Consolidated Edison Company of New York, Inc.                                                 | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108812.94    | 0.06%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHART INDS INC                                                                                   | Chart Industries, Inc.                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137147.31    | 0.08%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CBOT U.S. Long Bond                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -4 | NC      | $-5918.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                                                                   | Ziff Davis, Inc., Convertible                                                                 | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16785.00     | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115318.42    | 0.07%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.250%                                                           | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4350 | NS      | $75255.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J P Morgan Mortgage Tr                                                                           | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 466247MQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30040 | PA      | $31312.12     | 0.02%             | 2035-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MGMT INC NEW                                                                       | Apollo Global Management, Inc., Convertible, 6.750%                                           | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       855 | NS      | $63996.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc., Convertible                                                          | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23940.00     | 0.01%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69535.05     | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                                               | PRET, LLC                                                                                     | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |    245658 | PA      | $246910.52    | 0.14%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73618.65     | 0.04%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                           | Northern Oil and Gas, Inc.                                                                    | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61829.70     | 0.04%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94343.63     | 0.05%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMER INC                                                                            | Willis North America, Inc.                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32800.06     | 0.02%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                         | Allison Transmission, Inc.                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30246.36     | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                                                                   | Fluor Corporation, Convertible                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     55000 | PA      | $72160.00     | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    118000 | PA      | $118170.46    | 0.07%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28781.79     | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     90000 | PA      | $87324.52     | 0.05%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                                    | Synaptics, Inc., Convertible                                                                  | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36754.56     | 0.02%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                                                     | Frontier Communications Holdings, LLC                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $73027.67     | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PMT LN TR 2025-INV1                                                                              | PMT Loan Trust                                                                                | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    385627 | PA      | $389026.28    | 0.22%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43548.70     | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40095.65     | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                                       | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189156 | PA      | $170245.84    | 0.10%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21563.68     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                      | Textron, Inc.                                                                                 | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62190.15     | 0.04%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HOME RE 2022-1 LTD                                                                               | Home RE, Ltd.                                                                                 | CUSIP: 43730GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13205 | PA      | $13222.62     | 0.01%             | 2034-10-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                                  | AdaptHealth, LLC                                                                              | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $149880.22    | 0.09%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXI LTD / BATTALION CLO XXI LLC                                                    | Battalion CLO XXI, Ltd.                                                                       | CUSIP: 07134WAU7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $300000.00    | 0.17%             | 2034-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58824.82     | 0.03%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83152.47     | 0.05%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PMT LN TR 2025-INV5                                                                              | PMT Loan Trust                                                                                | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $219320.64    | 0.12%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63302.99     | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | 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        |    909128 | PA      | $847802.64    | 0.48%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANNALY CAP MGMT INC                                                                              | Annaly Capital Management, Inc.                                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       236 | NS      | $4441.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                   | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38776.90     | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37350.00     | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| RLJ LODGING TRUST LP                                                                             | RLJ Lodging Trust, LP                                                                         | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41991.58     | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCI INDS                                                                                         | LCI Industries, Convertible                                                                   | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41947.50     | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32104.26     | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BIO RAD LABORATORIES INC                                                                         | Bio-Rad Laboratories, Inc.                                                                    | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68651.35     | 0.04%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     91000 | PA      | $91646.10     | 0.05%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    149000 | PA      | $133716.30    | 0.08%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165934.49    | 0.09%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                                         | American Electric Power Company, Inc.                                                         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50046.57     | 0.03%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12667G7B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41219 | PA      | $28387.90     | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL LTD PARTNERSHIP                                                                          | Citadel, LP                                                                                   | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51166.99     | 0.03%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33181.06     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46348.01     | 0.03%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                    | Sinclair Television Group, Inc.                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20204.33     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AGREE LTD PARTNERSHIP                                                                            | Agree, LP                                                                                     | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34852.03     | 0.02%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                                     | Calpine Corporation                                                                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84310.96     | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41045.41     | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FDG INC                                                                                  | Resideo Funding, Inc.                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105522.68    | 0.06%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP                                                     | Plains All American Pipeline, LP/PAA Finance Corporation                                      | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $102973.96    | 0.06%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                              | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87644.25     | 0.05%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPER CO LLC / GD FIN CO INC                                                             | GoDaddy Operating Company, LLC/GD Finance Company, Inc.                                       | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47247.25     | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUVEEN FLOATING RATE INCOME FD                                                                   | Nuveen Floating Rate Income Fund/Closed-End Fund                                              | CUSIP: 67072T108<br>LEI: HJXCPP3KYE3BVU373P27 | Long             |  | RF                | US        |      1581 | NS      | $13391.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLT XCIV LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437954 | PA      | $437946.60    | 0.25%             | 2051-02-27      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     84000 | PA      | $73335.03     | 0.04%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ZIGGO B V                                                                                        | Ziggo BV                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     56000 | PA      | $52305.32     | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PENN ENTMT INC                                                                                   | PENN Entertainment, Inc.                                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $49110.22     | 0.03%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113988 | PA      | $91170.22     | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                 | Welltower OP, LLC, Convertible                                                                | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1325.50      | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                                           | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     44000 | PA      | $48019.14     | 0.03%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47001.04     | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                                       | Mattel, Inc.                                                                                  | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135016.23    | 0.08%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation, Convertible                                                       | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21567.00     | 0.01%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73053.80     | 0.04%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                                         | FirstKey Homes Trust                                                                          | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $690331.53    | 0.39%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| TRUIST BK GLOBAL BK SUB NT PROGRAM BOOK ENTRY                                                    | Truist Bank                                                                                   | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37811.88     | 0.02%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                                                 | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72691.68     | 0.04%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $27356.08     | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AAG FH UK LTD & GLOBAL AUTO HLDGS UK LTD                                                         | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                    | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     31000 | PA      | $26427.50     | 0.02%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation, 4.800%                                                     | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       725 | NS      | $12883.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                           | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80551.43     | 0.05%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                             | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $52200.50     | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26146 | PA      | $20866.43     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.750%                                                              | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3125 | NS      | $62750.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                  | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $48455.50     | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                           | International Flavors & Fragrances, Inc.                                                      | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30699.41     | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291789 | PA      | $291459.93    | 0.17%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    121000 | PA      | $134593.12    | 0.08%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68091.21     | 0.04%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC / PANTHER CO-ISSUER INC                                                | Panther Escrow Issuer, LLC                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $151657.65    | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108136.35    | 0.06%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                                       | CommScope Technologies, LLC                                                                   | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37984.21     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    112466 | PA      | $2631.26      | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48607.19     | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRTUS EQUITY & CONV INCOME FD                                                                   | Virtus Equity & Convertible Income Fund                                                       | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      2300 | NS      | $54970.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINL CORP                                                                                    | CNA Financial Corporation                                                                     | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53082.25     | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VONTIVE MTG TR 2025-RTL1                                                                         | Vontive Mortgage Trust                                                                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151500.50    | 0.09%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                                        | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     64000 | PA      | $4320.00      | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                                                  | BCPE Flavor Debt Merger Sub, LLC/BCPE Flavor Issuer, Inc.                                     | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $49102.77     | 0.03%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76739.29     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $50474.30     | 0.03%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc., Convertible                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     49000 | PA      | $69898.50     | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR SER 2024-BPL1                                                                         | NYMT Loan Trust                                                                               | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201136.54    | 0.11%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153257.27    | 0.09%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                        | TEGNA, Inc.                                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89409.28     | 0.05%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42807.91     | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM2                                                                             | A&D Mortgage Trust                                                                            | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    152766 | PA      | $154767.45    | 0.09%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL HLDGS INC                                                                                    | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88668.65     | 0.05%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                    | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58488.81     | 0.03%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                                         | Ryder System, Inc.                                                                            | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53488.05     | 0.03%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                        | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73778.65     | 0.04%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36362.19     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86373.70     | 0.05%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                                     | Clarivate Science Holdings Corporation                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $53677.38     | 0.03%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                                        | Light & Wonder International, Inc.                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37089.21     | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc., Convertible                                            | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29562.00     | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & PWR CO                                                                           | Virginia Electric and Power Company                                                           | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48843.07     | 0.03%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AZORRA FIN LTD                                                                                   | Azorra Finance, Ltd.                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $114702.28    | 0.07%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82281.50     | 0.05%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                                         | Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL                           | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $32161.18     | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                          | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33590.29     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                                            | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     68000 | PA      | $78506.00     | 0.04%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STANWICH MTG LN CO 2021-NPL-B-1 LLC                                                              | Stanwich Mortgage Loan Company, LLC                                                           | CUSIP: 85501YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       487 | PA      | $487.20       | 0.00%             | 2026-10-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MTG LN TR 2006-AR1                                                                  | IndyMac INDA Mortgage Loan Trust                                                              | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    459174 | PA      | $361736.39    | 0.21%             | 2036-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR SER 2024-BPL2                                                                         | NYMT Loan Trust                                                                               | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $379018.46    | 0.22%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                       | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84455.06     | 0.05%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLS CO                                                                               | Southwest Airlines Company                                                                    | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42375.47     | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                       | Advanced Micro Devices, Inc.                                                                  | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40531.54     | 0.02%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                      | FTAI Aviation Investors, LLC                                                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50725.51     | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Lns Inc Mortgage Pass Through Ctf                                           | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99811 | PA      | $88450.28     | 0.05%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR CDA                                                                                          | Air Canada                                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $42565.66     | 0.02%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52529.44     | 0.03%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                              | Avianca Midco 2 plc                                                                           | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     40000 | PA      | $36892.00     | 0.02%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp, 4.950%                                                                   | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      1450 | NS      | $28507.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                                                     | Sunnova Hestia II Issuer, LLC                                                                 | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254565 | PA      | $254292.68    | 0.14%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BELL CDA                                                                                         | Bell Telephone Company of Canada                                                              | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $43035.26     | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105922.18    | 0.06%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, Convertible                                                                 | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17085.00     | 0.01%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                             | Alpha Generation, LLC                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39172.11     | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FIN INC                                                   | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                                         | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $68429.71     | 0.04%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    138000 | PA      | $157129.58    | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                             | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $63769.40     | 0.04%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FIN LLC                                                                              | AstraZeneca Finance, LLC                                                                      | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42816.42     | 0.02%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC NEW                                                                          | BellRing Brands, Inc.                                                                         | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33323.17     | 0.02%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-1 LTD / PALMER SQUARE LN FDG 2024-1 LLC                                | Palmer Square Loan Funding, Ltd.                                                              | CUSIP: 69703NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500331.00    | 0.28%             | 2032-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                            | Northrop Grumman Corporation                                                                  | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60563.21     | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53381.16     | 0.03%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106389.34    | 0.06%             | 2025-08-10      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82079.92     | 0.05%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COUSINS PPTYS LP                                                                                 | Cousins Properties, LP                                                                        | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14145.70     | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58541.80     | 0.03%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.375%                                                           | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3300 | NS      | $59268.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                                | Marriott Vacations Worldwide Corporation, Convertible                                         | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46550.00     | 0.03%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, 4.950%                                                                      | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      2875 | NS      | $56925.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     69000 | PA      | $46488.75     | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71739.66     | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VITERRA FIN B V                                                                                  | Viterra Finance BV                                                                            | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $55100.60     | 0.03%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                                           | Bank of New York Mellon Corporation                                                           | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59647.38     | 0.03%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPER PARTNERS LP                                                                  | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    139000 | PA      | $135801.93    | 0.08%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.750%                                                           | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1650 | NS      | $32109.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141559.77    | 0.08%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228914.63    | 0.13%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC                                                                        | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19611.80     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FIN CO                                                       | Ashton Woods USA, LLC/Ashton Woods Finance Company                                            | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18067.96     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC & GLOBAL NET LEASE OPER PARTNERSHIP L P                                     | Global Net Lease, Inc./Global Net Lease Operating Partnership, LP                             | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $65896.71     | 0.04%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.625%                                                                        | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       668 | NS      | $12197.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COML REAL ESTATE FIN INC                                                                  | Apollo Commercial Real Estate Finance, Inc.                                                   | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |       445 | NS      | $4307.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38454.92     | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS OPER LLC                                                                        | Enterprise Products Operating, LLC                                                            | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73319.48     | 0.04%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73868.32     | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102597.01    | 0.06%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40818.48     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                       | Viasat, Inc.                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43827.44     | 0.02%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company, Convertible, 7.625%                                       | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       995 | NS      | $58585.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                                                                                 | PayPal Holdings, Inc.                                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70618.82     | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82312.83     | 0.05%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31618.24     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                              | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18575.12     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC NEW                                                                                | BlackRock Funding, Inc.                                                                       | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33565.28     | 0.02%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                            | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    137000 | PA      | $131658.25    | 0.07%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77669.46     | 0.04%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FIRST CASH INC                                                                                   | FirstCash, Inc.                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121651.43    | 0.07%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    133000 | PA      | $119423.74    | 0.07%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                   | 1261229 B.C., Ltd.                                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     74000 | PA      | $74648.98     | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-3                                                                   | Velocity Commercial Capital Loan Trust                                                        | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204107 | PA      | $207418.50    | 0.12%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SVCS INC                                                                    | Harley-Davidson Financial Services, Inc.                                                      | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53913.21     | 0.03%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58406.74     | 0.03%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                                             | Lloyds Banking Group plc                                                                      | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    124000 | PA      | $120909.31    | 0.07%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS PLC                                                                     | Santander UK Group Holdings plc                                                               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     81000 | PA      | $78679.62     | 0.04%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| ZEGONA FIN PLC                                                                                   | Zegona Finance plc                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     72000 | PA      | $76860.00     | 0.04%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433589 | PA      | $394215.48    | 0.22%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-4                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215312 | PA      | $216063.74    | 0.12%             | 2057-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHN CORP                                                                              | Norfolk Southern Corporation                                                                  | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66333.37     | 0.04%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41771.13     | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP MED TERM NTS BOOK ENTRY                                                           | Air Lease Corporation                                                                         | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11000.00     | 0.01%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100679.45    | 0.06%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP & BIP-V CHINOOK HOLDCO L L C                                                       | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                      | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69152.73     | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67350.32     | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC                                                                                     | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258039 | PA      | $254485.78    | 0.14%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                       | Methanex US Operations, Inc.                                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $42875.00     | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT L P                                                                        | American Homes 4 Rent, LP                                                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36367.40     | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| U S ACUTE CARE SOLUTIONS LLC                                                                     | US Acute Care Solutions, LLC                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $49509.02     | 0.03%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                                        | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62145.94     | 0.04%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39084.26     | 0.02%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| ORGANON FIN 1 LLC                                                                                | Organon & Company/Organon Foreign Debt Co-Issuer BV                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $66362.27     | 0.04%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32042.08     | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32864.59     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                                  | Rand Parent, LLC                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $108449.28    | 0.06%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                                       | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28829.71     | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                              | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42321.43     | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85867.87     | 0.05%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687167 | PA      | $596766.82    | 0.34%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    116000 | PA      | $114654.53    | 0.07%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55843.50     | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                                  | BANK 2018-BNK12                                                                               | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $393089.24    | 0.22%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                                      | Lennar Corporation                                                                            | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77429.26     | 0.04%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                                                  | Roche Holdings, Inc.                                                                          | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59188.62     | 0.03%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                                          | CVR Partners, LP/CVR Nitrogen Finance Corporation                                             | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36953.27     | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                                                | ConocoPhillips Company                                                                        | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109113.14    | 0.06%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $303621.09    | 0.17%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation                                                                  | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98918.44     | 0.06%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                       | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81129.83     | 0.05%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL4 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $243125.27    | 0.14%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHN CORP                                                                              | Norfolk Southern Corporation                                                                  | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63595.34     | 0.04%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71760.97     | 0.04%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                               | Baytex Energy Corporation                                                                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $56033.95     | 0.03%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46270.22     | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVT CORP                                                                                | Chimera Investment Corporation                                                                | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       224 | NS      | $3106.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.375%                                                                 | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      3300 | NS      | $57948.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                         | New York Life Global Funding                                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43062.23     | 0.02%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Cork & Seal Company, Inc.                                                               | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28047.57     | 0.02%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38798.52     | 0.02%             | 2025-09-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88233.33     | 0.05%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20648.80     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $95883.41     | 0.05%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVID FD                                                                     | abrdn Total Dynamic Dividend Fund                                                             | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |      6122 | NS      | $54240.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                           | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76177.08     | 0.04%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                           | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50951.32     | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURFORD CAP GLOBAL FIN LLC                                                                       | Burford Capital Global Finance, LLC                                                           | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126295.08    | 0.07%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                                           | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27888.38     | 0.02%             | 2025-09-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                          | UKG, Inc.                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62254.50     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117370.84    | 0.07%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| STENA INTL S A                                                                                   | Stena International SA                                                                        | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     87000 | PA      | $87269.53     | 0.05%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $274102.46    | 0.16%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $34375.38     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28447.64     | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc., Convertible                                                            | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29181.25     | 0.02%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31096.65     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    371051 | PA      | $371918.45    | 0.21%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                                   | JBT Marel Corporation, Convertible                                                            | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41668.20     | 0.02%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111526 | PA      | $89633.69     | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74604.96     | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banc America AlternatIVe Loan Tr                                                                 | Banc of America Alternative Loan Trust                                                        | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78843 | PA      | $70782.13     | 0.04%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                          | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $75741.18     | 0.04%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                                                                  | Match Group Holdings II, LLC                                                                  | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39277.82     | 0.02%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL4                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $376966.91    | 0.21%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75820.40     | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS ESCROW CORP                                                                           | NCR Atleos Corporation                                                                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     42000 | PA      | $46005.25     | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Short-Term Reserve Fund                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |         0 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                                           | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29878.12     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $293547.11    | 0.17%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RANGE RES CORP                                                                                   | Range Resources Corporation                                                                   | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95325.95     | 0.05%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                                | Tractor Supply Company                                                                        | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44914.16     | 0.03%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HLDG LTD                                                                                  | Athene Holding, Ltd., 5.625%                                                                  | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      1450 | NS      | $28942.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                               | Anheuser-Busch InBev Worldwide, Inc.                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101058.71    | 0.06%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                       | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57263.57     | 0.03%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL4 LLC                                                                               | PRET, LLC                                                                                     | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |    220484 | PA      | $220829.07    | 0.13%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP MED TERM NTS BOOK ENTRY                                                           | Air Lease Corporation                                                                         | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48052.30     | 0.03%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $60107.18     | 0.03%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                  | Cascades, Inc./Cascades USA, Inc.                                                             | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     68000 | PA      | $68333.88     | 0.04%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49751.13     | 0.03%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL5                                                        | Saluda Grade Alternative Mortgage Trust                                                       | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201304.44    | 0.11%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PPTYS L P                                                                       | COPT Defense Properties, LP                                                                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80436.23     | 0.05%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-1 LTD / PALMER SQUARE LN FDG 2025-1 LLC                                | Palmer Square Loan Funding, Ltd.                                                              | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    275000 | PA      | $272596.50    | 0.15%             | 2033-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49477.55     | 0.03%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Cwmbs Inc                                                                                        | Countrywide Home Loan Mortgage Pass Through Trust                                             | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61595 | PA      | $50949.34     | 0.03%             | 2035-11-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14128.78     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45390.02     | 0.03%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                       | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19946.81     | 0.01%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                               | Bausch + Lomb Corporation                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $35487.50     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAP INC                                                                                 | Hercules Capital, Inc., Convertible                                                           | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6765.50      | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43442.94     | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                                           | Champ Acquisition Corporation                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $72258.64     | 0.04%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $135572.09    | 0.08%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK ENTRY                                                   | John Deere Capital Corporation                                                                | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16535.69     | 0.01%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514849 | PA      | $411561.88    | 0.23%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP / MEDLINE CO-ISSUER INC                                                      | Medline Borrower, LP/Medline Co-Issuer, Inc.                                                  | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $52391.48     | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53452.15     | 0.03%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177024.84    | 0.10%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD U S BORROWER LLC                                                             | Cushman & Wakefield US Borrower, LLC                                                          | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25213.53     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH, 4.500%                                                        | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      1450 | NS      | $25462.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79381.69     | 0.05%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRS INC                                                                                 | Texas Instruments, Inc.                                                                       | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28271.11     | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | AECOM                                                                                         | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11033.32     | 0.01%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22415.07     | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PIMCO DYNAMIC INCOME FD                                                                          | Pimco Dynamic Income Fund                                                                     | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |      5770 | NS      | $109456.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42028.38     | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15279.96     | 0.01%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                           | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76114.29     | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                           | Array Technologies, Inc., Convertible                                                         | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51476.19     | 0.03%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                                                | Novartis Capital Corporation                                                                  | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $108362.95    | 0.06%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     61000 | PA      | $61023.24     | 0.03%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                                          | Capital Automotive REIT                                                                       | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $377499.04    | 0.21%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30523.66     | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37720.85     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54644.39     | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM4                                                                             | A&D Mortgage Trust                                                                            | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |    450091 | PA      | $450933.75    | 0.26%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78578.91     | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68275.98     | 0.04%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72227.48     | 0.04%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTMT CORP / SIX FLAGS THEME PKS INC                                                   | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company   | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25785.87     | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, Convertible, 7.500%                                                    | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       128 | NS      | $150288.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60521.37     | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc New                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     49000 | PA      | $37088.21     | 0.02%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69464.97     | 0.04%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                                  | Tricon Residential Trust                                                                      | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254103.93    | 0.14%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72741.84     | 0.04%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                          | KB Home                                                                                       | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131471.91    | 0.07%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42015.90     | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                 | ERAC USA Finance, LLC                                                                         | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51965.10     | 0.03%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Vital Energy, Inc.                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33345.81     | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GCAT 2023-NQM4 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175464 | PA      | $165263.91    | 0.09%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DELL INTL L L C / EMC CORP                                                                       | Dell International, LLC/EMC Corporation                                                       | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68795.84     | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC BK N A PITTSBURGH PA MEDIUM TERM SUB BK NTS BOOK ENTRY                                       | PNC Bank NA                                                                                   | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39190.95     | 0.02%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                             | Kraft Heinz Foods Company                                                                     | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65856.97     | 0.04%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| KODIAK GAS SVCS LLC                                                                              | Kodiak Gas Services, LLC                                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68271.13     | 0.04%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50995.66     | 0.03%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VERDE CLO LTD / VERDE CLO LLC                                                                    | VERDE CLO, Ltd.                                                                               | CUSIP: 92338BBC8<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $401532.00    | 0.23%             | 2032-04-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19163.59     | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUT LIFE INS CO                                                                     | Northwestern Mutual Life Insurance Company                                                    | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75186.60     | 0.04%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27732.43     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                                        | Adobe, Inc.                                                                                   | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78398.10     | 0.04%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JERSEY CENT PWR & LT CO                                                                          | Jersey Central Power & Light Company                                                          | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75391.32     | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TARGA RES PARTNERS LP / TARGA RES PARTNERS FIN CORP                                              | Targa Resources Partners, LP                                                                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $114077.52    | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22809.24     | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                | Progress Residential Trust                                                                    | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $341235.58    | 0.19%             | 2039-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23688.75     | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65383.86     | 0.04%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HOME RE 2023-1 LTD                                                                               | Home RE, Ltd.                                                                                 | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $359698.36    | 0.20%             | 2033-10-25      | Floating      | 8.91%                 | 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        |   1130155 | PA      | $1084915.11   | 0.62%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65170 | PA      | $64480.58     | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cwmbs Inc                                                                                        | CHL Mortgage Pass-Through Trust                                                               | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17541 | PA      | $17175.78     | 0.01%             | 2035-12-20      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $199514.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                                        | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     66000 | PA      | $64098.66     | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| PERMIAN RES OPER LLC                                                                             | Permian Resources Operating, LLC                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40371.20     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15756.20     | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73130.82     | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2021-2 LTD / BALBOA BAY LN FDG 2021-2 LLC                                      | Balboa Bay Loan Funding, Ltd.                                                                 | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |    200000 | PA      | $200051.80    | 0.11%             | 2035-01-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| KILROY RLTY L P                                                                                  | Kilroy Realty, LP                                                                             | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53122.74     | 0.03%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $76637.29     | 0.04%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27171.01     | 0.02%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                      | Saudi Arabian Oil Company                                                                     | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     54000 | PA      | $50484.60     | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $39803.76     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RITHM CAP CORP                                                                                   | Rithm Capital Corporation                                                                     | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       761 | NS      | $8591.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839500 | PA      | $805307.56    | 0.46%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163951.63    | 0.09%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARROYO MTG TR 2022-1                                                                             | Arroyo Mortgage Trust                                                                         | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $462761.95    | 0.26%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30404.50     | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HBRS INC                                                                                   | Clean Harbors, Inc.                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25613.08     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                       | First Quantum Minerals, Ltd.                                                                  | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $41392.53     | 0.02%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NUVEEN CR STRATEGIES INCOME FD                                                                   | Nuveen Credit Strategies Income Fund                                                          | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     25612 | NS      | $138048.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    188000 | PA      | $194306.27    | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130156.91    | 0.07%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     71000 | PA      | $71586.23     | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                               | Mattamy Group Corporation                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $75634.39     | 0.04%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24973.11     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                        | FORVIA SE                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     57000 | PA      | $58401.40     | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ATI INC                                                                                          | ATI, Inc.                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    119000 | PA      | $124700.46    | 0.07%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65380.90     | 0.04%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CAP ALLOCATION TERM TR                                                                 | BlackRock Capital Allocation Term Trust                                                       | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |      4512 | NS      | $68311.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                       | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     73000 | PA      | $71587.48     | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                              | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132268.71    | 0.08%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29768.93     | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    300000 | PA      | $284842.53    | 0.16%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                 | Altria Group, Inc.                                                                            | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36945.43     | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | 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        |    152081 | PA      | $140426.38    | 0.08%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35645.94     | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43776.50     | 0.02%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72880.76     | 0.04%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     47983 | PA      | $907.87       | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                       | Zoetis, Inc.                                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59125.14     | 0.03%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    134000 | PA      | $124483.32    | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REXFORD INDL RLTY L P                                                                            | Rexford Industrial Realty, LP, Convertible                                                    | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27356.00     | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMER INC                                                                               | Aon North America, Inc.                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $65039.10     | 0.04%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PPTYS L P / VICI NT CO INC                                                                  | VICI Properties, LP/VICI Note Company, Inc.                                                   | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $154102.52    | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                   | Albemarle Corporation, Convertible, 7.250%                                                    | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      1344 | NS      | $43142.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                           | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25022.06     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STR LENDING PARTNERS                                                                       | Sixth Street Lending Partners                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41749.08     | 0.02%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                              | Rocket Software, Inc.                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64940.72     | 0.04%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                                          | Mirion Technologies, Inc., Convertible                                                        | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $69030.00     | 0.04%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BELRON UK FIN PLC                                                                                | Belron UK Finance plc                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $54450.54     | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                                                   | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484642 | PA      | $484516.78    | 0.28%             | 2051-04-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                         | Snap, Inc., Convertible                                                                       | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15280.47     | 0.01%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22838.55     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RES UTICA HLDGS LLC / ARU FIN CORP                                                        | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                  | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39565.40     | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                                                            | Victoria's Secret & Company                                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116646.41    | 0.07%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    141000 | PA      | $127725.92    | 0.07%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HAT HLDGS I LLC / HAT HLDGS II LLC                                                               | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                                         | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $12694.00     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                         | APA Corporation                                                                               | CUSIP: 03743QAD0<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56747.78     | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15364.37     | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| UNIT GROUP INC                                                                                   | Uniti Group, Inc., Convertible                                                                | CUSIP: 91325VAA6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30884.00     | 0.02%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                    | DTE Energy Company                                                                            | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39573.17     | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                                                                               | Greenbrier Companies, Inc., Convertible                                                       | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32900.30     | 0.02%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAP HLDGS LTD                                                                       | Aston Martin Capital Holdings, Ltd.                                                           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     75000 | PA      | $71016.64     | 0.04%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     41000 | PA      | $44520.40     | 0.03%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     68688 | PA      | $1111.24      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                          | Energizer Holdings, Inc.                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61477.94     | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124065.86    | 0.07%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AS6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     71207 | PA      | $1453.78      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61461.71     | 0.03%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     36000 | PA      | $36222.41     | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2021-LTV2                                                                      | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    178350 | PA      | $154096.16    | 0.09%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP / ATLAS LUXCO 4 S A R L                            | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    149000 | PA      | $144630.16    | 0.08%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    136977 | PA      | $2386.18      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP FDG LLC / NXP USA INC                                                              | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                         | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     42000 | PA      | $41616.08     | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-2                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    127787 | PA      | $128258.21    | 0.07%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-3                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162738 | PA      | $162989.41    | 0.09%             | 2067-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                              | Meritage Homes Corporation, Convertible                                                       | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25173.85     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99711.43     | 0.06%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $51213.97     | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151167.45    | 0.09%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67432.66     | 0.04%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                           | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63360.00     | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                                                       | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347464 | PA      | $347295.78    | 0.20%             | 2051-05-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN CORP MEDIUM TERM NTS BOOK ENTRY                                    | National Rural Utilities Cooperative Finance Corporation                                      | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22394.49     | 0.01%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | Nextera Energy, Inc., Convertible, 7.234%                                                     | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |        69 | NS      | $3053.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERS CARE CO                                                                            | Edgewell Personal Care Company                                                                | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54721.98     | 0.03%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2007-A1                                                                        | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46630GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25315 | PA      | $24505.29     | 0.01%             | 2035-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| TALOS PRODTN INC                                                                                 | Talos Production, Inc.                                                                        | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22525.01     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COVERT MERGECO INC                                                                               | Reworld Holding Corporation                                                                   | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44713.16     | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73282.92     | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                            | Amrize Finance US, LLC                                                                        | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39571.79     | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES B V                                                                         | Sensata Technologies BV                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $95108.08     | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMON PPTY GROUP L P                                                                             | Simon Property Group, LP                                                                      | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37975.45     | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc.                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37376.44     | 0.02%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PIMCO INCOME STRATEGY FD II                                                                      | PIMCO Income Strategy Fund II                                                                 | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |      8107 | NS      | $59910.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34880.99     | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                       | Oncor Electric Delivery Company, LLC                                                          | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59994.49     | 0.03%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                                 | Pitney Bowes, Inc.                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26236.60     | 0.01%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                                   | Global Aircraft Leasing Company, Ltd.                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     50000 | PA      | $51255.55     | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                              | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49960.99     | 0.03%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    133000 | PA      | $123451.84    | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94809.80     | 0.05%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                              | Diebold Nixdorf, Inc.                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33948.64     | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79308.88     | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | 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        |   1069013 | PA      | $927572.63    | 0.53%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                    | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     74000 | PA      | $56451.16     | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                                  | MEG Energy Corporation                                                                        | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $42956.11     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENVISTA HLDGS CORP                                                                               | Envista Holdings Corporation, Convertible                                                     | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15756.88     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                                   | Verus Securitization Trust                                                                    | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176520 | PA      | $158561.08    | 0.09%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PMTS INC                                                                                  | Shift4 Payments, Inc., Convertible                                                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $52430.00     | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38309.23     | 0.02%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| RCO IX MTG LLC 2025-2                                                                            | RCO IX Mortgage, LLC                                                                          | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    194889 | PA      | $195727.04    | 0.11%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                              | Station Casinos, LLC                                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47773.41     | 0.03%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Tr                                                                              | Bear Stearns ARM Trust                                                                        | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17565 | PA      | $16629.35     | 0.01%             | 2035-10-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Debt Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   1845333 | NS      | $15408532.51  | 8.75%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM GLOBAL HIGH YIELD FD                                                                        | PGIM Global High Yield Fund, Inc.                                                             | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |     10690 | NS      | $143352.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.125%                                                                        | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2925 | NS      | $48496.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                      | Beach Acquisition Bidco, LLC                                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44570.15     | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     45162 | PA      | $51804.82     | 0.03%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TRIANGLE RE 2023-1 LTD                                                                           | Triangle Re, Ltd.                                                                             | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162474 | PA      | $164267.61    | 0.09%             | 2033-11-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $69952.96     | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-2                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195993 | PA      | $190682.30    | 0.11%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDGS LLC / MILEAGE PLUS INTELLECTUAL PPTY ASSETS LTD                               | Mileage Plus Holdings, LLC/Mileage Plus Intellectual Property Assets, Ltd.                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50400 | PA      | $50466.44     | 0.03%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                                    | Open Text Holdings, Inc.                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $170120.70    | 0.10%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                      | Ovintiv, Inc.                                                                                 | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     63000 | PA      | $68066.95     | 0.04%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                              | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39400.39     | 0.02%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                             | Western Digital Corporation, Convertible                                                      | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     71000 | PA      | $127445.00    | 0.07%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company                                                            | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76800.69     | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation, 5.000%                                                     | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      2600 | NS      | $49140.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RALI SER 2007-QS1 TR                                                                             | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79496 | PA      | $63224.34     | 0.04%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78566.95     | 0.04%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319569 | PA      | $299049.06    | 0.17%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FIN LLC / WYNN RESORTS CAP CORP                                                     | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $113044.87    | 0.06%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50894.93     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45372.08     | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42352.31     | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                                         | Dell, Inc.                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47933.46     | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FIN PTY LTD                                                              | Newmont Corporation/Newcrest Finance, Pty. Ltd.                                               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51291.61     | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2024-1                                                                             | Toorak Mortgage Trust                                                                         | CUSIP: 89053DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401239.52    | 0.23%             | 2031-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39715.87     | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    203000 | PA      | $193770.61    | 0.11%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65671.41     | 0.04%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49838.75     | 0.03%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Cash Management Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2853294 | NS      | $2853294.00   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                           | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $92379.05     | 0.05%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                           | Fair Isaac Corporation                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69632.44     | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S A                                                                              | Banco Santander SA                                                                            | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     29000 | PA      | $28113.42     | 0.02%             | 2026-11-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVS INC                                                                        | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106594.94    | 0.06%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                                 | Teine Energy, Ltd.                                                                            | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $119339.21    | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $59802.61     | 0.03%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XHQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185644 | PA      | $169725.88    | 0.10%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33435.53     | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     60000 | PA      | $56248.79     | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| SYMPHONY CLO XX LTD / SYMPHONY CLO XX LLC                                                        | Symphony CLO XX, Ltd.                                                                         | CUSIP: 87166VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250431.00    | 0.14%             | 2032-01-16      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                                               | Cloud Software Group, Inc.                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    236000 | PA      | $238197.87    | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47048.40     | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                              | Gilead Sciences, Inc.                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31035.79     | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    108000 | PA      | $102888.89    | 0.06%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     89000 | PA      | $97488.71     | 0.06%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME Ultra Long Term U.S. Treasury Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-5571.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45361.71     | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| BANK MONTREAL QUE                                                                                | Bank of Montreal                                                                              | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $39725.47     | 0.02%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     83000 | PA      | $84548.89     | 0.05%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                           | USA Compression Partners, LP/USA Compression Finance Corporation                              | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92243.88     | 0.05%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60485.68     | 0.03%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51473.15     | 0.03%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34081.54     | 0.02%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VOLT XCIX LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215747 | PA      | $215532.48    | 0.12%             | 2051-04-25      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Secs Inc                                                                          | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust                                          | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92145 | PA      | $80346.62     | 0.05%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp, 5.650%                                                                               | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       725 | NS      | $15333.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPER LTD PARTNERSHIP                                                                         | ERP Operating, LP                                                                             | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77878.64     | 0.04%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                  | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $43943.00     | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55965.53     | 0.03%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMSTED INDS INC                                                                                  | Amsted Industries, Inc.                                                                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9618.34      | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2023-III LTD / PK BLUE CLO 2023-III LLC                                            | Park Blue CLO, Ltd.                                                                           | CUSIP: 70019AAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $150789.00    | 0.09%             | 2038-04-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB L L C / EMERALD CO-ISSUER INC                                            | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                    | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $110394.58    | 0.06%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PARK INTER HLDGS LLC / PK DOMESTIC PPTY LLC / PK FIN CO-ISSUER INC /                             | Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, Inc.          | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $119175.29    | 0.07%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 1 LTD / SIGNAL PEAK CLO 1 LLC                                                    | Signal Peak CLO 1, Ltd.                                                                       | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $350263.55    | 0.20%             | 2034-04-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS BOOK ENTRY 144A                                   | Metropolitan Life Global Funding I                                                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63642.05     | 0.04%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TR                                                                                | AMSR Trust                                                                                    | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234466.85    | 0.13%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                                        | Jabil, Inc.                                                                                   | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44093.08     | 0.03%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDUCATION FDG TR 2020-A                                                                          | Education Funding Trust                                                                       | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154209 | PA      | $145578.25    | 0.08%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTL INC                                                                               | Honeywell International, Inc.                                                                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65458.84     | 0.04%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                                                       | Deere & Company                                                                               | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31012.85     | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                                      | Staples, Inc.                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30285.60     | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48090.64     | 0.03%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEINZ H J FIN CO                                                                                 | Kraft Heinz Foods Company                                                                     | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49560.65     | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                                                                  | Sprint Capital Corporation                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     65000 | PA      | $78850.86     | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Iliad Holding SASU                                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     54000 | PA      | $57759.75     | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SVC INC                                                                            | United Parcel Service, Inc.                                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37509.55     | 0.02%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HLDGS LP / SCIENTIFIC GAMES US FINCO INC                                        | Scientific Games Holdings, LP/Scientific Games US FinCo, Inc.                                 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5781.95      | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14385.32     | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                                   | Verus Securitization Trust                                                                    | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    315396 | PA      | $317162.73    | 0.18%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    795570 | PA      | $665511.48    | 0.38%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $4175.82      | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80646.58     | 0.05%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15084.78     | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26191.48     | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52944.22     | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1077388 | PA      | $1017845.32   | 0.58%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                                  | Hanesbrands, Inc.                                                                             | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27526.85     | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                           | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46083.33     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49899.30     | 0.03%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS INC DEL                                                                                     | Mars, Inc.                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7016.93      | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OZLM XVII LTD / OZLM XVII LLC                                                                    | OZLM XVII, Ltd.                                                                               | CUSIP: 67111NAW4<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $399472.80    | 0.23%             | 2030-07-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD / ANNISA CLO LLC                                                                  | Annisa CLO, Ltd.                                                                              | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    225000 | PA      | $225012.38    | 0.13%             | 2031-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2024-RTL1                                                                             | Roc Mortgage Trust                                                                            | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399786.48    | 0.23%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                        | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84632.12     | 0.05%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $38960.65     | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHEFS WHSE INC                                                                                   | Chefs' Warehouse, Inc., Convertible                                                           | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     45000 | PA      | $70020.00     | 0.04%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD / AMERN AIRLS INC                                                      | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     76000 | PA      | $75825.60     | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDS INC                                                                               | Winnebago Industries, Inc., Convertible                                                       | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44720.00     | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    195362 | PA      | $15114.52     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELL CDA                                                                                         | Bell Telephone Company of Canada                                                              | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30428.89     | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52626.49     | 0.03%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 20 LTD / ANCHORAGE CAP CLO 20 LLC                                              | Anchorage Capital CLO 20, Ltd.                                                                | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501681.00    | 0.28%             | 2035-01-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED GLOBAL DIVIID TR                                                              | BlackRock Enhanced Global Dividend Trust                                                      | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     10756 | NS      | $122080.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     63000 | PA      | $68175.94     | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137HAHQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    254289 | PA      | $206274.87    | 0.12%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                                                | OneSky Flight, LLC                                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73928.11     | 0.04%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2006-2                                                             | Renaissance Home Equity Loan Trust                                                            | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216611 | PA      | $76596.33     | 0.04%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     25000 | PA      | $25979.74     | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-NQM1                                                                           | CHNGE Mortgage Trust                                                                          | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398371 | PA      | $396887.79    | 0.23%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68628.43     | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CR ALLOCATION INCOME TR                                                                | BlackRock Credit Allocation Income Trust                                                      | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     14785 | NS      | $161452.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                                                                     | Semtech Corporation, Convertible                                                              | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $43138.06     | 0.02%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED WHSL MTG LLC                                                                              | United Wholesale Mortgage, LLC                                                                | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136862.37    | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47291.68     | 0.03%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FELLS PT FDG TR                                                                                  | Fells Point Funding Trust                                                                     | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97831.84     | 0.06%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CDX HY 44, 5 Year, at 5.00%, Quarterly                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   2200000 | OU      | $-42935.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51321.64     | 0.03%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                                  | PPL Capital Funding, Inc.                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84675.42     | 0.05%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK NTS BOOK ENTRY 3/A2                                   | KeyBank NA/Cleveland, OH                                                                      | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80916.99     | 0.05%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PPTYS TR                                                                                 | Service Properties Trust                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47237.17     | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                                      | Ameren Corporation                                                                            | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48512.90     | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36842.25     | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD CTRY STORE INC                                                                | Cracker Barrel Old Country Store, Inc., Convertible                                           | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8572.50      | 0.00%             | 2026-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $1905982.04   | 1.08%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2023-1                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259483 | PA      | $260177.84    | 0.15%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CNX RES CORP                                                                                     | CNX Resources Corporation, Convertible                                                        | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     31000 | PA      | $81437.00     | 0.05%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102971.76    | 0.06%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16378.08     | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC /                          | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                   | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17524.04     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                                               | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $48556.22     | 0.03%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIRTUS DIVID INT & PREM STRATEGY FD                                                              | Virtus Dividend, Interest & Premium Strategy Fund                                             | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |      9712 | NS      | $120428.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $72429.30     | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64971.08     | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                      | Ventas Realty, LP, Convertible                                                                | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     26000 | PA      | $31083.00     | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104558.20    | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $453111.33    | 0.26%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vanguard Scottsdale Fds                                                                          | Vanguard Short-Term Corporate Bond ETF                                                        | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      5491 | NS      | $436534.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60846.41     | 0.03%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                 | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66560.05     | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Societe Generale SA                                                                           | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     49000 | PA      | $48286.66     | 0.03%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2021-16 LTD / MARATHON CLO 2021-16 LLC                                              | Marathon CLO, Ltd.                                                                            | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $150000.00    | 0.09%             | 2034-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation, Convertible                                                          | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62422.00     | 0.04%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                                                                 | Credit Suisse Group AG                                                                        | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    110000 | PA      | $7425.00      | 0.00%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77375.56     | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26698.44     | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                 | Centene Corporation                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    178000 | PA      | $159046.74    | 0.09%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137H03L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3088079 | PA      | $300062.48    | 0.17%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer