# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0001752724-23-044633
**Filing Date:** 2023-2
**Character Count:** 336042
**Document Hash:** 87abe1a08e733e9390c19eed5ffb41af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044633.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044633

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000811869
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 23679661

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

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

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

## Series and Classes Contracts Data

### Thrivent Multidimensional Income Fund (Series ID: S000056339)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000177512 | Class S      | TMLDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** THRIVENT MULTIDIMENSIONAL INCOME FUND

- **b. EDGAR series identifier (if any):** S000056339

- **c. LEI of Series:** 549300FGR3XWGD5K6G18

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $63320240.55

**Total Liabilities:** $3621913.86

**Net Assets:** $59698326.69

**Delayed Delivery Securities:** $3307867.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16.86000000 | **1-Year:** -526.16000000 | **5-Year:** -2037.61000000 | **10-Year:** -2542.50000000 | **30-Year:** -11110.55000000

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

- **3-Month:** -3.79000000 | **1-Year:** -744.61000000 | **5-Year:** -5136.39000000 | **10-Year:** -2416.73000000 | **30-Year:** -7956.44000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177512 | 1.17%                | 3.43%                | -0.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-405591.10              | $839194.70                                 |
| Month 2  | $-120155.16              | $1928485.75                                |
| Month 3  | $-270431.41              | $-607807.51                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sunoco Lp  Sunoco Finance Corp                                                                   | Sunoco, LP                                                             | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9470.41      | 0.02%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Mpt Operating Partnership L P  Mpt Finance Corp                                                  | MPT Operating Partnership, LP                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $35841.48     | 0.06%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc New                                                                         | Cleveland-Cliffs, Inc.                                                 | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47766.23     | 0.08%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| New Residential Investment Corp                                                                  | Rithm Capital Corporation                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      4050 | NS      | $33088.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPCM SA                                                                                          | SPCM SA                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $40250.00     | 0.07%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                                         | Microchip Technology, Inc.                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        26 | NS      | $1826.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                                                                                 | Topgolf Callaway Brands Corporation, Convertible                       | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |     16000 | PA      | $20810.00     | 0.03%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                                         | SLM Corporation                                                        | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9149.56      | 0.02%             | 2025-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                                         | Hess Midstream Operations, LP                                          | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26530.83     | 0.04%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Inc                                                                               | NextEra Energy, Inc.                                                   | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $35195.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21757.50     | 0.04%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                            | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59554.42     | 0.10%             | 2026-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                              | Travel + Leisure Company                                               | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41086.99     | 0.07%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation Mich                                                               | Credit Acceptance Corporation                                          | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61085.67     | 0.10%             | 2024-12-31      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                              | Avantor Funding, Inc.                                                  | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43614.72     | 0.07%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution Inc                                                                           | WESCO Distribution, Inc.                                               | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101297.40    | 0.17%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                     | Centene Corporation                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79718.37     | 0.13%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                               | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62893.09     | 0.11%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                           | NextEra Energy Capital Holdings, Inc.                                  | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150746.29    | 0.25%             | 2082-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                                                              | Sumitomo Life Insurance Company                                        | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $187703.64    | 0.31%             | 2081-04-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, 4.125%                                                 | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      5950 | NS      | $102399.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital XIII                                                                           | Citigroup Capital XIII, 10.785%                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2000 | NS      | $56800.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                                           | Progress Software Corporation, Convertible                             | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14308.00     | 0.02%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Plc  Ardagh Holdings Usa Inc                                            | Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.                 | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     37000 | PA      | $27666.46     | 0.05%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Air Trans Svcs Group Inc                                                                         | Air Transport Services Group, Inc., Convertible                        | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12435.60     | 0.02%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24756.30     | 0.04%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Inc                                                                               | NextEra Energy, Inc., Convertible, 5.279%                              | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       181 | NS      | $9176.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                      | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $44577.55     | 0.07%             | 2025-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                     | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169132.00    | 0.28%             | 2027-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                                            | PennyMac Financial Services, Inc.                                      | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     32000 | PA      | $24957.08     | 0.04%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                                 | LPL Holdings, Inc.                                                     | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39154.50     | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company                                                     | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     88000 | PA      | $65994.87     | 0.11%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                                         | Patrick Industries, Inc., Convertible                                  | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31014.84     | 0.05%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., Convertible                                | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6435.00      | 0.01%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 3.950%                                                 | CUSIP: 74460W446<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      5500 | NS      | $90310.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New America High Income Fund Inc                                                                 | New America High Income Fund, Inc.                                     | CUSIP: 641876800<br>LEI: V5LSTDFQKWGSW30MQ381 | Long             |  | RF                | US        |     11994 | NS      | $79160.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc                                                                      | BioMarin Pharmaceutical, Inc.                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        41 | NS      | $4243.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                                                              | Churchill Downs, Inc.                                                  | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22371.75     | 0.04%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND                                                            | Drawbridge Special Opportunities Fund, LP                              | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90130.11     | 0.15%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Prime Security Svcs Borrower Llc  Prime Finance Inc                                              | Prime Security Services Borrower, LLC/Prime Finance, Inc.              | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $40047.04     | 0.07%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                          | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130025.00    | 0.22%             | 2025-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource Inc                                                                         | Builders FirstSource, Inc.                                             | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22151.98     | 0.04%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company, 6.000%                                             | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      5500 | NS      | $117755.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Springleaf Finance Corp                                                                          | OneMain Finance Corporation                                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76854.00     | 0.13%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                         | Allison Transmission, Inc.                                             | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55640.34     | 0.09%             | 2027-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Blackrock Debt Strategies Fund Inc                                                               | BlackRock Debt Strategies Fund, Inc.                                   | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      1900 | NS      | $17480.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                            | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76557.00     | 0.13%             | 2047-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Select Income Reit                                                                               | Office Properties Income Trust                                         | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15153.33     | 0.03%             | 2024-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                             | JetBlue Airways Corporation, Convertible                               | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     32000 | PA      | $23330.47     | 0.04%             | 2026-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                           | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11703.09     | 0.02%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                            | Molina Healthcare, Inc.                                                | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37416.19     | 0.06%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT LLC                                                                       | Telesat Canada                                                         | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20000 | PA      | $8982.30      | 0.02%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | BNP Paribas SA                                                         | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197500.00    | 0.33%             | 2029-08-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                                         | Fortress Transportation and Infrastructure Investors, LLC              | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35087.50     | 0.06%             | 2027-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Waste Pro Usa Inc                                                                                | Waste Pro USA, Inc.                                                    | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13246.50     | 0.02%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp                                                                          | Chimera Investment Corporation                                         | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      3800 | NS      | $20900.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3075000 | PA      | $3082584.80   | 5.16%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                     | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    146550 | PA      | $160736.04    | 0.27%             | 2032-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Msci Inc                                                                                         | MSCI, Inc.                                                             | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39196.57     | 0.07%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Schwab Charles Corporation New                                                                   | Charles Schwab Corporation                                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127592.00    | 0.21%             | 2030-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                           | BP Capital Markets plc                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    314000 | PA      | $274750.00    | 0.46%             | 2030-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                            | Level 3 Financing, Inc.                                                | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55139.00     | 0.09%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                              | Delta Air Lines, Inc.                                                  | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10217.40     | 0.02%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                         | Occidental Petroleum Corporation                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69992.38     | 0.12%             | 2027-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                                         | SeaWorld Parks and Entertainment, Inc.                                 | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20896.77     | 0.04%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                             | Edison International                                                   | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175549.42    | 0.29%             | 2026-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Blackrock Tcp Capital Corp                                                                       | BlackRock TCP Capital Corporation                                      | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |      1900 | NS      | $24586.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1375209 BC LTD                                                                                   | 1375209 BC, Ltd.                                                       | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     38000 | PA      | $37002.50     | 0.06%             | 2028-01-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                                          | PTC, Inc.                                                              | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9524.31      | 0.02%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Blackrock Floating Rate Income Strategies Fund Inc                                               | BlackRock Floating Rate Income Strategies Fund, Inc.                   | CUSIP: 09255X100<br>LEI: UZXE8UOGW61VMG5WLP57 | Long             |  | RF                | US        |      1350 | NS      | $15201.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                              | Jazz Securities DAC                                                    | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     31000 | PA      | $27625.65     | 0.05%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                            | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48905.00     | 0.08%             | 2023-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG                                                                           | Credit Suisse Group AG                                                 | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $174213.47    | 0.29%             | 2027-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                           | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144187.19    | 0.24%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                              | Delta Air Lines, Inc.                                                  | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25548.52     | 0.04%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                         | 1011778 B.C., ULC                                                      | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    105000 | PA      | $94017.62     | 0.16%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company Llc                                                                    | Ford Motor Credit Company, LLC                                         | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70199.27     | 0.12%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                          | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112183.60    | 0.19%             | 2036-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                                          | PTC, Inc.                                                              | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36001.32     | 0.06%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                                         | United Natural Foods, Inc.                                             | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23059.80     | 0.04%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                             | Range Resources Corporation                                            | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40530.94     | 0.07%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                                          | Avis Budget Car Rental, LLC                                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38494.74     | 0.06%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                        | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114300.06    | 0.19%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                        | Occidental Petroleum Corporation                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20400.00     | 0.03%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                | Iron Mountain, Inc.                                                    | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41097.00     | 0.07%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Partners Lp                                                                       | NextEra Energy Partners, LP, Convertible                               | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38766.00     | 0.06%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cascades Inc  Cascades Usa Inc                                                                   | Cascades USA, Inc.                                                     | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $36390.45     | 0.06%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Telesat Canada  Telesat Llc                                                                      | Telesat Canada                                                         | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     10000 | PA      | $2892.51      | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                             | Cornerstone Building Brands, Inc.                                      | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $30282.32     | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                                              | First Republic Bank, 4.500%                                            | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      8500 | NS      | $146710.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeld-Wen Inc                                                                                     | JELD-WEN, Inc.                                                         | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14234.10     | 0.02%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                                  | Hanesbrands, Inc.                                                      | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38423.55     | 0.06%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Nuveen Short Duration Credit Opportunities Fd                                                    | Nuveen Short Duration Credit Opportunities Fund                        | CUSIP: 67074X107<br>LEI: N0WOEFO1WOMLJYH1PV29 | Long             |  | RF                | US        |     13279 | NS      | $157488.94    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                                             | M&T Bank Corporation                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    117000 | PA      | $90676.17     | 0.15%             | 2026-09-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S A                                                                        | YPSO Finance BIS SA                                                    | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $19062.50     | 0.03%             | 2027-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L P                                                                     | Cheniere Energy Partners, LP                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26976.64     | 0.05%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Aecom Technology Corp                                                                            | AECOM                                                                  | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110687.50    | 0.19%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                              | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14946.75     | 0.03%             | 2023-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                                      | Caesars Entertainment, Inc.                                            | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44214.75     | 0.07%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                               | Banco Santander SA                                                     | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    120000 | PA      | $97168.53     | 0.16%             | 2026-11-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                                         | EverArc Escrow Sarl                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     50000 | PA      | $41000.00     | 0.07%             | 2029-10-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                                          | American Electric Power Company, Inc.                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194776.55    | 0.33%             | 2062-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Columbia Gas System Inc                                                                          | NiSource, Inc.                                                         | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65275.00     | 0.11%             | 2023-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                                            | Burlington Stores, Inc., Convertible                                   | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     37000 | PA      | $42550.00     | 0.07%             | 2025-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                                             | Covert Mergeco, Inc.                                                   | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32770.80     | 0.05%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Allstate Corp                                                                                    | Allstate Corporation, 5.100%                                           | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      8500 | NS      | $168385.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                         | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    139000 | PA      | $126890.32    | 0.21%             | 2025-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                                                                          | Central Garden & Pet Company                                           | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53391.22     | 0.09%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                              | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102323.01    | 0.17%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Qbe Insurance Group Ltd                                                                          | QBE Insurance Group, Ltd.                                              | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |     44000 | PA      | $41477.84     | 0.07%             | 2025-05-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $19998.41     | 0.03%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Transcanada Tr                                                                                   | TransCanada Trust                                                      | CUSIP: 89356BAA6<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $127575.00    | 0.21%             | 2075-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                         | Performance Food Group, Inc.                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31198.32     | 0.05%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline Lp                                                                  | Plains All American Pipeline, LP                                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51600.00     | 0.09%             | 2023-02-03      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                     | Novelis Corporation                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17731.30     | 0.03%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                                              | PGT Innovations, Inc.                                                  | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41862.13     | 0.07%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                                 | Organon & Company                                                      | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $51353.20     | 0.09%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                  | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45780.00     | 0.08%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Chart Inds Inc                                                                                   | Chart Industries, Inc., Convertible                                    | CUSIP: 16115QAD2<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      6000 | PA      | $11916.00     | 0.02%             | 2024-11-15      | Fixed         | 0.01%                 | 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        |      1383 | NS      | $10441.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38664.08     | 0.06%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc New                                                                   | Charter Communications, Inc.                                           | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        33 | NS      | $11190.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO ESCROW SUB LLC                                                                               | XPO Escrow Sub, LLC                                                    | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48572.16     | 0.08%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                            | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343437.50    | 0.58%             | 2027-04-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| Hilton Worldwide Finance Llc  Hilton Worldwide Finance Corp                                      | Hilton Worldwide Finance, LLC                                          | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66627.95     | 0.11%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ncr Corporation New                                                                              | NCR Corporation                                                        | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126232.43    | 0.21%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    123000 | PA      | $89839.70     | 0.15%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     85000 | PA      | $60693.40     | 0.10%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALLIED UNIVERSAL                                                                 | Allied Universal Finance Corporation                                   | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     30000 | PA      | $24322.29     | 0.04%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co                                                                            | Scotts Miracle-Gro Company                                             | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29970.00     | 0.05%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Aberdeen Asia-Pacific Income Fund Inc                                                            | Aberdeen Asia-Pacific Income Fund, Inc.                                | CUSIP: 003009107<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |     79800 | NS      | $209874.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                 | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $120243.22    | 0.20%             | 2025-07-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                           | Open Text Corporation                                                  | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     90000 | PA      | $72194.85     | 0.12%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $40592.48     | 0.07%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | Mozart Debt Merger Sub, Inc.                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32565.07     | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | American Airlines, Inc.                                                | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    111000 | PA      | $119058.52    | 0.20%             | 2025-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                    | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12245.89     | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                          | Becton, Dickinson and Company, Convertible, 6.000%                     | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       897 | NS      | $44921.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                                                              | United Airlines, Inc.                                                  | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43565.52     | 0.07%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31377.85     | 0.05%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fti Consulting Inc                                                                               | FTI Consulting, Inc.                                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       100 | NS      | $15880.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                          | Consolidated Energy Finance SA                                         | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    113000 | PA      | $96013.48     | 0.16%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Sabre Glbl Inc                                                                                   | Sabre GLBL, Inc., Convertible                                          | CUSIP: 78573NAE2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19294.20     | 0.03%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                | Iron Mountain, Inc.                                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44909.03     | 0.08%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation New                                                                | Regions Financial Corporation                                          | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101371.92    | 0.17%             | 2025-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Aercap Holdings N V                                                                              | AerCap Holdings NV                                                     | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $81940.50     | 0.14%             | 2079-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                                                          | Realogy Group, LLC                                                     | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $41601.45     | 0.07%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Hub International Ltd                                                                            | HUB International, Ltd.                                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21537.78     | 0.04%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                                           | PENN Entertainment, Inc.                                               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $43450.20     | 0.07%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                                          | Howard Midstream Energy Partners, LLC                                  | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $51761.49     | 0.09%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Mplx Lp                                                                                          | MPLX, LP                                                               | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137900.00    | 0.23%             | 2023-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Cedar Fair, LP                                                         | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55679.04     | 0.09%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Short-Term Reserve Fund                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    370220 | PA      | $3702195.24   | 6.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Guitar Center Escrow II Inc                                                                      | Guitar Center Escrow Issuer II, Inc.                                   | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12327.86     | 0.02%             | 2026-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                    | Boyne USA, Inc.                                                        | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35401.77     | 0.06%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J2 Global Inc                                                                                    | Ziff Davis, Inc., Convertible                                          | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32901.00     | 0.06%             | 2026-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                                      | Gartner, Inc.                                                          | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68957.39     | 0.12%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                                    | Methanex Corporation                                                   | CUSIP: 59151KAK4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $56494.63     | 0.09%             | 2024-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                                        | Ionis Pharmaceuticals, Inc., Convertible                               | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18162.00     | 0.03%             | 2024-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global, Convertible, 5.750%                                  | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |       274 | NS      | $6786.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                            | Lincoln National Corporation                                           | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    116000 | PA      | $123250.00    | 0.21%             | 2027-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                                     | Teleflex, Inc.                                                         | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55684.46     | 0.09%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Iberiabank Lafayette La                                                                          | First Horizon Bank, 4.759%                                             | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |        60 | NS      | $46800.00     | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | Clydesdale Acquisition Holdings, Inc.                                  | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14551.52     | 0.02%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                         | Nippon Life Insurance Company                                          | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    129000 | PA      | $109415.24    | 0.18%             | 2050-01-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                      | Netflix, Inc.                                                          | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38623.45     | 0.06%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                                         | Primo Water Holdings, Inc.                                             | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6908.73      | 0.01%             | 2029-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc., Convertible, 7.750%                                    | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |        46 | NS      | $4749.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Multi-Sector Income Tr                                                                 | BlackRock Multi-Sector Income Trust                                    | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |      8718 | NS      | $123882.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                          | Frontier Communications Corporation                                    | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $19854.24     | 0.03%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Bny Mellon High Yield Strategies Fd                                                              | BNY Mellon High Yield Strategies Fund                                  | CUSIP: 09660L105<br>LEI: RH2DL1HWBBECVFYQNK56 | Long             |  | RF                | US        |     32498 | NS      | $70195.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                           | Albertson's Companies, Inc.                                            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $57890.31     | 0.10%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Oci N V                                                                                          | OCI NV                                                                 | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $33164.92     | 0.06%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bloomin Brands Inc                                                                               | Bloomin' Brands, Inc., Convertible                                     | CUSIP: 094235AB4<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |      2000 | PA      | $3625.00      | 0.01%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc.                                                  | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     16000 | PA      | $7705.79      | 0.01%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                  | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18077.35     | 0.03%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pgim High Yield Bond Fund Inc                                                                    | PGIM High Yield Bond Fund, Inc.                                        | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |     19984 | NS      | $237210.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                                                         | Encore Capital Group, Inc.                                             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       116 | NS      | $5561.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                          | Frontier Communications Holdings, LLC                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16267.99     | 0.03%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $64730.40     | 0.11%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                  | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $79576.35     | 0.13%             | 2024-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Blackrock Core Bond Tr                                                                           | BlackRock Core Bond Trust                                              | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |     19638 | NS      | $203842.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 / ALLIED UNIVERSAL                                                                 | Allied Universal Holdco, LLC                                           | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     85000 | PA      | $70204.05     | 0.12%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                              | Station Casinos, LLC                                                   | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31284.76     | 0.05%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                                                         | Community Health Systems, Inc.                                         | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     47000 | PA      | $24156.26     | 0.04%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                         | Jacobs Entertainment, Inc.                                             | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28884.19     | 0.05%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                         | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $113425.76    | 0.19%             | 2083-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    169000 | PA      | $161580.90    | 0.27%             | 2025-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Strategic Credit Fd                                                                   | Blackstone Strategic Credit Fund                                       | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |     14650 | NS      | $154997.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| HILTON DOMESTIC OPERATIN                                                                         | Hilton Domestic Operating Company, Inc.                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18418.40     | 0.03%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Invesco Dynamic Credit Opportu                                                                   | Invesco Dynamic Credit Opportunities Fund                              | CUSIP: 46091B207<br>LEI: UJGJ6DJQ6L11ZHIVZG65 | Long             |  | RF                | US        |      9214 | NS      | $98034.91     | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| TRIPADVISOR INC                                                                                  | Tripadvisor, Inc.                                                      | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11856.42     | 0.02%             | 2025-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Virtus Convertible & Income Fund                                                                 | Virtus Convertible & Income Fund                                       | CUSIP: 92838X102<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |     17400 | NS      | $59160.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                                                     | Danaher Corporation                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       212 | NS      | $56269.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                                                                   | Transocean, Inc.                                                       | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $45112.50     | 0.08%             | 2027-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                           | VICI Properties, LP/VICI Note Company, Inc.                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47053.87     | 0.08%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                                           | Bank of New York Mellon Corporation                                    | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    142000 | PA      | $136338.46    | 0.23%             | 2025-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                                         | Simmons Foods, Inc.                                                    | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $71636.63     | 0.12%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation New                                                                | Regions Financial Corporation, 5.700%                                  | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      3500 | NS      | $79730.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                      | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19175.40     | 0.03%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream Llc  Blue Racer Finance Corp                                                | Blue Racer Midstream, LLC/Blue Racer Finance Corporation               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $32910.98     | 0.06%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Rali Series 2007-Qs1 Tr                                                                          | Residential Accredit Loans, Inc. Trust                                 | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42876 | PA      | $32462.21     | 0.05%             | 2037-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Allianzgi DIVidend Interest & Premium Strategy Fd                                                | Virtus Dividend, Interest & Premium Strategy Fund                      | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |     14186 | NS      | $160018.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                                 | Nationstar Mortgage Holdings, Inc.                                     | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $36695.00     | 0.06%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| First Trust Senior Fltg Rate Income Fund II                                                      | First Trust Senior Floating Rate Income Fund II                        | CUSIP: 33733U108<br>LEI: 549300188EQ1UO018C30 | Long             |  | RF                | US        |     13673 | NS      | $130303.69    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                         | HLF Financing SARL, LLC                                                | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $80586.09     | 0.13%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                          | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     24000 | PA      | $25740.00     | 0.04%             | 2025-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                                                | Syneos Health, Inc.                                                    | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39817.25     | 0.07%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Windstream Holdings, Inc.                                                                        | Windstream Services, LLC, Warrants (Expires 12/31/2049)                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        21 | NC      | $105.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                                         | Hilton Grand Vacations Borrower Escrow, LLC                            | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $77400.00     | 0.13%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                                      | Southern Company                                                       | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100100.00    | 0.17%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203263.40    | 0.34%             | 2027-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                                                                              | Victors Merger Corporation                                             | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $16500.00     | 0.03%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Usb Realty Corp                                                                                  | USB Realty Corporation                                                 | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $129837.50    | 0.22%             | 2027-01-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                                 | Vail Resorts, Inc., Convertible                                        | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31535.00     | 0.05%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Seg Holding Llc  Seg Finance Corp                                                                | SEG Holding, LLC                                                       | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94000.00     | 0.16%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Square Inc                                                                                       | Block, Inc., Convertible                                               | CUSIP: 852234AD5<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19693.50     | 0.03%             | 2023-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                               | Forestar Group, Inc.                                                   | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35067.62     | 0.06%             | 2026-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Usis Merger Subordinated Inc                                                                     | USI, Inc./NY                                                           | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15413.51     | 0.03%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                         | Ford Motor Credit Company, LLC                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73814.00     | 0.12%             | 2026-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                                         | Cheniere Energy Partners, LP                                           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14304.72     | 0.02%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications Inc                                                                  | Consolidated Communications, Inc.                                      | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13210.03     | 0.02%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite System Corp                                                                     | Hughes Satellite Systems Corporation                                   | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18654.80     | 0.03%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                                         | New Enterprise Stone and Lime Company, Inc.                            | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     89000 | PA      | $79029.39     | 0.13%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc & Global Net Lease Operating Partnership L P                                | Global Net Lease, Inc.                                                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $74422.54     | 0.12%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                         | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8889.00      | 0.01%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llcquicken Lns Co-Issuer Inc                                                         | Rocket Mortgage Co-Issuer, Inc.                                        | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $35659.71     | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                                     | Pioneer Natural Resources Company                                      | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       168 | NS      | $38369.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING                                                                      | Western Midstream Operating, LP                                        | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103175.04    | 0.17%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $17689.04     | 0.03%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                                           | Chesapeake Energy Corporation                                          | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84703.20     | 0.14%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL                                                                        | Weatherford International, Ltd.                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $48975.72     | 0.08%             | 2030-04-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Pioneer High Income Tr                                                                           | Pioneer High Income Fund, Inc.                                         | CUSIP: 72369H106<br>LEI: GRH7C46DLKO4V5KVBT29 | Long             |  | RF                | US        |      1438 | NS      | $9347.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                         | Clear Channel Worldwide Holdings, Inc.                                 | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $37230.48     | 0.06%             | 2028-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                       | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42903.60     | 0.07%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                                                                               | Verint Systems, Inc., Convertible                                      | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16530.00     | 0.03%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                             | Cleveland-Cliffs, Inc.                                                 | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35500.00     | 0.06%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| Frontier Communications Corp                                                                     | Frontier Communications Holdings, LLC                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $52928.49     | 0.09%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                                      | Starwood Property Trust, Inc., Convertible                             | CUSIP: 85571BAH8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6785.63      | 0.01%             | 2023-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                             | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127819.79    | 0.21%             | 2027-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                          | Uniti Group, LP                                                        | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $60800.00     | 0.10%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                                             | Rackspace Technology Global, Inc.                                      | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $28331.00     | 0.05%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                           | Comstock Resources, Inc.                                               | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18050.00     | 0.03%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                           | Equitable Holdings, Inc., 5.250%                                       | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      8200 | NS      | $154242.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcanada Tr                                                                                   | TransCanada Trust                                                      | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $138600.00    | 0.23%             | 2077-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                                        | iStar, Inc.                                                            | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83293.59     | 0.14%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                        | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99025.00     | 0.17%             | 2023-04-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                                 | Teine Energy, Ltd.                                                     | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $26925.00     | 0.05%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                             | Chart Industries, Inc.                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19100.51     | 0.03%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Sm Energy Co                                                                                     | SM Energy Company                                                      | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51050.66     | 0.09%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                     | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8389.00      | 0.01%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Cedar Fair, LP                                                         | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22920.00     | 0.04%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 4.200%                                    | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      7200 | NS      | $125640.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc New                                                                       | Energizer Holdings, Inc.                                               | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12999.05     | 0.02%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                         | iHeartCommunications, Inc.                                             | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36645.30     | 0.06%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUVEEN PFD INCOME OPPORTUNITIES FD                                                               | Nuveen Preferred Income Opportunities Fund                             | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |      8400 | NS      | $61152.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PetSmart, Inc.                                                                                   | PetSmart, Inc./PetSmart Finance Corporation                            | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $67621.86     | 0.11%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Kbr Inc                                                                                          | KBR, Inc., Convertible                                                 | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     27000 | PA      | $56929.50     | 0.10%             | 2023-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                                                           | VistaJet Malta Finance plc                                             | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $40091.25     | 0.07%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Plc  Ardagh Holdings Usa Inc                                            | Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.                 | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $37387.11     | 0.06%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations Lp                                                                     | Hess Midstream Operations, LP                                          | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38963.40     | 0.07%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                                                                          | NextEra Energy Partners, LP, Convertible                               | CUSIP: 65341BAE6<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7508.00      | 0.01%             | 2024-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                           | VICI Properties, LP/VICI Note Company, Inc.                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38350.00     | 0.06%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc.                                                    | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38670.39     | 0.06%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Empire Cmntys Corp                                                                               | Empire Communities Corporation                                         | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $37070.64     | 0.06%             | 2025-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                                                                               | Greenbrier Companies, Inc., Convertible                                | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15867.00     | 0.03%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc  Acrisure Finance Inc                                                               | Acrisure, LLC/Acrisure Finance, Inc.                                   | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $29402.01     | 0.05%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                                     | Teradyne, Inc., Convertible                                            | CUSIP: 880770AG7<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | DBT              | CORP              | US        |      1000 | PA      | $2751.20      | 0.00%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                               | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10908.86     | 0.02%             | 2024-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc.                                                  | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31937.27     | 0.05%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Allied UnIVersal Holdco Llc  Allied UnIVersal Finance Corp                                       | Allied Universal Holdco, LLC                                           | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22875.00     | 0.04%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                          | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $53029.43     | 0.09%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate Llc  Alliant Holdings Co-Issuer Inc                                | Alliant Holdings Intermediate, LLC                                     | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $23370.36     | 0.04%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP, 7.600%                                            | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |       525 | NS      | $11492.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Sts Steel Corporation New                                                                 | United States Steel Corporation, Convertible                           | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $38000.00     | 0.06%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Square Inc                                                                                       | Block, Inc., Convertible                                               | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6783.75      | 0.01%             | 2027-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                            | Lincoln National Corporation                                           | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77000.00     | 0.13%             | 2023-02-17      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, 4.700%                                                 | CUSIP: 74460W594<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       225 | NS      | $4342.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc., 4.750%                                                     | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     13375 | NS      | $233260.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Midstream Partners Lp                                                            | Dominion Energy, Inc.                                                  | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    146000 | PA      | $127750.00    | 0.21%             | 2024-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Sunoco Lp  Sunoco Finance Corp                                                                   | Sunoco, LP                                                             | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39387.94     | 0.07%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                         | Corebridge Financial, Inc.                                             | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80391.02     | 0.13%             | 2052-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                                     | Comerica, Inc.                                                         | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21227.80     | 0.04%             | 2025-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UnIVision Communications Inc                                                                     | Univision Communications, Inc.                                         | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91656.95     | 0.15%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                                               | First Horizon Corporation, 6.500%                                      | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      3000 | NS      | $73050.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROUP                                                                        | Sinclair Television Group, Inc.                                        | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    105000 | PA      | $73419.15     | 0.12%             | 2030-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated ActIVity Co                                             | LCPR Senior Secured Financing DAC                                      | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $37400.00     | 0.06%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I L P                                                                          | Harvest Midstream, LP                                                  | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87808.48     | 0.15%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                         | Community Health Systems, Inc.                                         | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33459.20     | 0.06%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Winnebago Inds Inc                                                                               | Winnebago Industries, Inc., Convertible                                | CUSIP: 974637AB6<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20975.00     | 0.04%             | 2025-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                  | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8825.34      | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                                        | Arko Corporation                                                       | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $25126.40     | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $202951.21    | 0.34%             | 2042-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                                              | Gray Television, Inc.                                                  | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36168.25     | 0.06%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies, Inc.                                                | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33600.00     | 0.06%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| Cheplapharm Arzneimittel Gmbh                                                                    | Cheplapharm Arzneimittel GmbH                                          | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $8362.00      | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Terraform Power Operating Llc                                                                    | TerraForm Power Operating, LLC                                         | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89999.00     | 0.15%             | 2028-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                                                                        | Edgewell Personal Care Company                                         | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42085.35     | 0.07%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                              | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116973.34    | 0.20%             | 2025-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Springleaf Finance Corp                                                                          | OneMain Finance Corporation                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70365.12     | 0.12%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation, 4.750%                                   | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      5150 | NS      | $98313.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                            | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50161.05     | 0.08%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                               | SunCoke Energy, Inc.                                                   | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48069.70     | 0.08%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                               | Genworth Mortgage Holdings, Inc.                                       | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30422.16     | 0.05%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| First Trust High Income Long  Short Fd                                                           | First Trust High Income Long/Short Fund                                | CUSIP: 33738E109<br>LEI: JUEVI6DHENZLPUBV7E49 | Long             |  | RF                | US        |     24846 | NS      | $284486.70    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                                                       | Vishay Intertechnology, Inc., Convertible                              | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31848.35     | 0.05%             | 2025-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                                               | Scripps Escrow, Inc.                                                   | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31237.50     | 0.05%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc., Convertible, 6.125%             | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |       289 | NS      | $14906.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, Convertible, 7.500%                             | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       224 | NS      | $265440.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING                                                                      | Western Midstream Operating, LP                                        | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8299.73      | 0.01%             | 2048-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc.                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       505 | NS      | $42571.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckeye Partners L P                                                                             | Buckeye Partners, LP                                                   | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58155.50     | 0.10%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Eqt Corp                                                                                         | EQT Corporation, Convertible                                           | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     21000 | PA      | $48762.00     | 0.08%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Bloomin Brands Inc                                                                               | Bloomin' Brands, Inc.                                                  | CUSIP: 094235108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $8691.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS                                                                      | Consolidated Communications, Inc.                                      | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36873.36     | 0.06%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                           | Comstock Resources, Inc.                                               | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25791.00     | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                     | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25444.40     | 0.04%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                             | OI European Group BV                                                   | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     85000 | PA      | $74434.50     | 0.12%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                                               | Gray Escrow II, Inc.                                                   | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $100891.00    | 0.17%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                                         | Advanced Drainage Systems, Inc.                                        | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52469.64     | 0.09%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                            | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    470000 | PA      | $430017.43    | 0.72%             | 2024-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                 | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110500.00    | 0.19%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                        | TEGNA, Inc.                                                            | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83573.60     | 0.14%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                                    | Sempra Energy                                                          | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40685.92     | 0.07%             | 2025-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                           | Minerva Merger Sub, Inc.                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     56000 | PA      | $41268.20     | 0.07%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $68728.80     | 0.12%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                                          | Shift4 Payments, LLC                                                   | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9447.90      | 0.02%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ss&C Technologies Inc                                                                            | SS&C Technologies, Inc.                                                | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    141000 | PA      | $132031.85    | 0.22%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| B & G Foods Inc New                                                                              | B&G Foods, Inc.                                                        | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18405.32     | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bac Capital Trust XIV                                                                            | BAC Capital Trust XIV                                                  | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68878.80     | 0.12%             | 2023-01-19      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                                | TransCanada Trust                                                      | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $85500.00     | 0.14%             | 2082-03-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                                        | Olin Corporation                                                       | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23750.00     | 0.04%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                                            | Lumentum Holdings, Inc., Convertible                                   | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5298.30      | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank A G                                                                                | Deutsche Bank AG                                                       | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    275000 | PA      | $233219.69    | 0.39%             | 2025-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Pgim Global High Yield Fd                                                                        | PGIM Global High Yield Fund, Inc.                                      | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |     28485 | NS      | $308777.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                        | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $103950.00    | 0.17%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Canpack S A  Eastern Pennsylvania Land Investment Holding Llc                                    | Canpack SA/Canpack US LLC                                              | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |     95000 | PA      | $83237.11     | 0.14%             | 2025-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc                                                              | American Electric Power Company, Inc.                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       122 | NS      | $11583.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                              | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117087.50    | 0.20%             | 2026-08-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                            | Truist Financial Corporation                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101750.00    | 0.17%             | 2030-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                   | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     37000 | PA      | $37176.12     | 0.06%             | 2026-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                            | Nabors Industries, Ltd.                                                | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $80103.91     | 0.13%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                              | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102875.30    | 0.17%             | 2025-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                                         | Coty, Inc.                                                             | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52154.96     | 0.09%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                                     | Illumina, Inc.                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         6 | NS      | $1213.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc., Convertible                                       | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48309.20     | 0.08%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                        | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180140.00    | 0.30%             | 2025-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                                         | United Wholesale Mortgage, LLC                                         | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10807.44     | 0.02%             | 2025-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | Herc Holdings, Inc.                                                    | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41973.75     | 0.07%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                                         | Ferrellgas, LP                                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $35476.23     | 0.06%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Chart Inds Inc                                                                                   | Chart Industries, Inc.                                                 | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       219 | NS      | $25235.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                                          | ATI, Inc., Convertible                                                 | CUSIP: 01741RAK8<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     14000 | PA      | $28126.00     | 0.05%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                              | United Airlines, Inc.                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33086.44     | 0.06%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                       | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61313.20     | 0.10%             | 2062-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                    | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99398.18     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                                            | Nippon Life Insurance Company                                          | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $163965.17    | 0.27%             | 2051-09-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 4.750%                                    | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      6825 | NS      | $131449.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                             | RLJ Lodging Trust, LP                                                  | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17811.77     | 0.03%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings Inc                                                                            | Innophos Holdings, Inc.                                                | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24437.50     | 0.04%             | 2028-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                                 | Cinemark USA, Inc.                                                     | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     81000 | PA      | $67469.52     | 0.11%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S A                                                                              | Credit Agricole SA                                                     | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     44000 | PA      | $44545.60     | 0.07%             | 2025-12-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                                 | Taseko Mines, Ltd.                                                     | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $36932.25     | 0.06%             | 2026-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72670.63     | 0.12%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                          | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     86000 | PA      | $69517.90     | 0.12%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                 | CSC Holdings, LLC                                                      | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88687.50     | 0.15%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                                          | Unifrax Escrow Issuer Corporation                                      | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35405.33     | 0.06%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                                         | United Wholesale Mortgage, LLC                                         | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26250.85     | 0.04%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                             | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21097.25     | 0.04%             | 2050-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD EQUITY PARTNERS LP                                                                     | Crestwood Equity Partners, LP, 9.250%                                  | CUSIP: 226344307<br>LEI: 549300CUY0F1TYDLDL45 | Long             | EP               | CORP              | US        |     10535 | NS      | $91233.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19229.25     | 0.03%             | 2025-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                               | CNX Resources Corporation, Convertible                                 | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     25000 | PA      | $36650.00     | 0.06%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                                         | PetSmart, Inc./PetSmart Finance Corporation                            | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $58857.95     | 0.10%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc New                                                                       | Energizer Holdings, Inc.                                               | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33922.09     | 0.06%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                                         | Permian Resources Operating, LLC, Convertible                          | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      6000 | PA      | $10131.00     | 0.02%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Invs Llc                                                | Fortress Transportation and Infrastructure Investors, LLC              | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30086.52     | 0.05%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm, Inc.                                                        | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24654.75     | 0.04%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Amis Holdings Inc                                                                                | ON Semiconductor Corporation                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       126 | NS      | $7858.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                                                                    | Cable One, Inc., Convertible                                           | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24519.00     | 0.04%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                 | Altice France SA                                                       | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $95316.25     | 0.16%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                                 | United Rentals North America, Inc.                                     | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66335.50     | 0.11%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics L P                                                                             | Nustar Logistics, LP, 10.813%                                          | CUSIP: 67059T204<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | EP               | CORP              | US        |      1415 | NS      | $34243.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                                 | Duke Energy Corporation                                                | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41062.50     | 0.07%             | 2024-09-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Commscope Technologies Finance Llc                                                               | CommScope Technologies Finance, LLC                                    | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36400.00     | 0.06%             | 2025-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55509.84     | 0.09%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                               | Mattamy Group Corporation                                              | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     47000 | PA      | $41681.16     | 0.07%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc., Convertible                                 | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20223.00     | 0.03%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                | NatWest Group plc                                                      | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $78752.08     | 0.13%             | 2031-06-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                                                                             | Bank of America Corporation                                            | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106150.00    | 0.18%             | 2025-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Blackrock Corporate High Yield Fund Inc                                                          | BlackRock Corporate High Yield Fund, Inc.                              | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |     23740 | NS      | $207487.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP MEDIUM TERM NTS BOOK ENTRY                                                              | Navient Corporation                                                    | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44923.05     | 0.08%             | 2023-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                                                          | American Airlines Group, Inc.                                          | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11010.97     | 0.02%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Tr                                                                             | Kite Realty Group Trust                                                | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $1768.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Tr                                                                             | Pebblebrook Hotel Trust, Convertible                                   | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29610.00     | 0.05%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                 | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     55000 | PA      | $39537.21     | 0.07%             | 2025-09-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                             | Bank of America Corporation, 4.250%                                    | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8500 | NS      | $144075.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                          | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $19538.88     | 0.03%             | 2025-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| Life Insurance Company N H                                                                       | American International Group, Inc. 5.850%                              | CUSIP: 026874768<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EP               | CORP              | US        |      4000 | NS      | $85640.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                              | Charles Schwab Corporation                                             | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    176000 | PA      | $152680.00    | 0.26%             | 2026-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                             | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50031.63     | 0.08%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Chs Inc                                                                                          | CHS, Inc., 6.750%                                                      | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      3200 | NS      | $76896.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ATLAS BUYER INC                                                                               | CP Atlas Buyer, Inc.                                                   | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29706.58     | 0.05%             | 2028-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| PRICELINE GROUP INC                                                                              | Booking Holdings, Inc.                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         9 | NS      | $18137.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                         | Rogers Communications, Inc.                                            | CUSIP: 775109BS9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $158833.35    | 0.27%             | 2082-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                                                                          | Summit Hotel Properties, Inc., Convertible                             | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14518.00     | 0.02%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                                                                         | Necessity Retail REIT, Inc.                                            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $53655.00     | 0.09%             | 2028-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Bway Holding Co                                                                                  | Mauser Packaging Solutions Holding Company                             | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29170.41     | 0.05%             | 2024-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Ard Finance S A                                                                                  | ARD Finance SA                                                         | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $13910.65     | 0.02%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation                                            | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    284000 | PA      | $272742.49    | 0.46%             | 2024-09-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                          | Macy's Retail Holdings, LLC                                            | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $61978.20     | 0.10%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                                         | SCIL USA Holdings, LLC                                                 | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $40680.00     | 0.07%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley, 7.125%                                                 | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      5800 | NS      | $145870.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Operating Partners Lp                                                             | NextEra Energy Operating Partners, LP                                  | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91501.97     | 0.15%             | 2026-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                        | CUSIP: 69354NAC0<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29145.00     | 0.05%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                                     | Pioneer Natural Resources Company, Convertible                         | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      7000 | PA      | $16324.00     | 0.03%             | 2025-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                            | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85625.00     | 0.14%             | 2026-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                  | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38944.18     | 0.07%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                                               | Scientific Games International, Inc.                                   | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62400.00     | 0.10%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                            | GFL Environmental, Inc.                                                | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $53010.00     | 0.09%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                       | Viasat, Inc.                                                           | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18755.57     | 0.03%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                                              | Allegiant Travel Company                                               | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35192.99     | 0.06%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                                     | Calpine Corporation                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42814.95     | 0.07%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Golub Capital Bdc Inc                                                                            | Golub Capital BDC, Inc.                                                | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |      2182 | NS      | $28715.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Income Trust Inc                                                                       | BlackRock Income Trust, Inc.                                           | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      4966 | NS      | $61280.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                                         | Jefferies Finance, LLC                                                 | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $29366.28     | 0.05%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp                                                                      | United States Cellular Corporation                                     | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30877.00     | 0.05%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                               | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17223.24     | 0.03%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Meg Energy Corp                                                                                  | MEG Energy Corporation                                                 | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $55074.17     | 0.09%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                         | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $47019.33     | 0.08%             | 2080-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                                                            | Lumentum Holdings, Inc., Convertible                                   | CUSIP: 55024UAB5<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30493.50     | 0.05%             | 2024-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank A G                                                                                | Deutsche Bank AG                                                       | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     16000 | PA      | $15052.38     | 0.03%             | 2028-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners L P  Suburban Energy Finance Corp                                      | Suburban Propane Partners, LP                                          | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $27555.83     | 0.05%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Goeasy Ltd                                                                                       | goeasy, Ltd.                                                           | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15348.80     | 0.03%             | 2024-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Nuveen Global High Income Fd                                                                     | Nuveen Global High Income Fund                                         | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             |  | RF                | US        |     13964 | NS      | $157095.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                                                      | Gartner, Inc.                                                          | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39542.40     | 0.07%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Prime Security Svcs Borrower Llc  Prime Finance Inc                                              | Prime Security Services Borrower, LLC/Prime Finance, Inc.              | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $97212.50     | 0.16%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Blackrock Enhanced International DIVidend Tr                                                     | BlackRock Enhanced International Dividend Trust                        | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      6800 | NS      | $34136.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Gas System Inc                                                                          | NiSource, Inc.                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       598 | NS      | $16397.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                                        | Apollo Commercial Real Estate Finance, Inc.                            | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      2400 | NS      | $25824.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                            | Caesars Entertainment, Inc.                                            | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68988.96     | 0.12%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Voya Global Equity DIVidend & Premium Opportunity Fd                                             | Voya Global Equity Dividend & Premium Opportunity Fund                 | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     30100 | NS      | $162841.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                                                                                   | Bombardier, Inc.                                                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $46558.84     | 0.08%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                           | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $211875.00    | 0.35%             | 2027-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc New                                                                            | Iron Mountain, Inc.                                                    | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39249.00     | 0.07%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188181.98    | 0.32%             | 2026-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company, 4.250%                                          | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     13500 | NS      | $222345.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                                                             | Wabash National Corporation                                            | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43430.88     | 0.07%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage, 4.625%                                                 | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       850 | NS      | $16243.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                                                                         | Holly Energy Partners, LP/Holly Energy Finance Corporation             | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35369.71     | 0.06%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                              | Bank of Nova Scotia                                                    | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $243522.50    | 0.41%             | 2025-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                                            | Nesco Holdings II, Inc.                                                | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52500.00     | 0.09%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AG Mortgage Investment Trust, Inc.                                                               | AG Mortgage Investment Trust, Inc.                                     | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |      1466 | NS      | $7784.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    218000 | PA      | $182186.94    | 0.31%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                          | Royal Caribbean Cruises, Ltd.                                          | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     57000 | PA      | $58573.20     | 0.10%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited  Titan Co-Borrower Llc                                                 | Titan Acquisition, Ltd.                                                | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     30000 | PA      | $27017.64     | 0.05%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co                                                                     | Perrigo Finance Unlimited Company                                      | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     93000 | PA      | $86265.86     | 0.14%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                                | Owens & Minor, Inc.                                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36094.80     | 0.06%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CDX HY 39, 5 Year, at 5.00%, Quarterly                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   1240000 | NC      | $6963.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                 | Boyd Gaming Corporation                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43500.00     | 0.07%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                             | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20064.24     | 0.03%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                         | Nippon Life Insurance Company                                          | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $254036.74    | 0.43%             | 2044-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                         | American Airlines, Inc.                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    121000 | PA      | $116359.23    | 0.19%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                              | Altice Financing SA                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $11798.44     | 0.02%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                                                                    | Annaly Capital Management, Inc.                                        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      1162 | NS      | $24494.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                | Iron Mountain, Inc.                                                    | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39105.00     | 0.07%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                                              | Callon Petroleum Company                                               | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44775.00     | 0.08%             | 2025-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                                | Post Holdings, Inc.                                                    | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47386.92     | 0.08%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                                                                           | Pactiv Evergreen Group                                                 | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35736.00     | 0.06%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                             | Magic MergerCo, Inc.                                                   | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32181.23     | 0.05%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Chobani Llc  Chobani Finance Corporation Inc                                                     | Chobani, LLC/Chobani Finance Corporation, Inc.                         | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $52236.60     | 0.09%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc                                                                      | BioMarin Pharmaceutical, Inc., Convertible                             | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39758.75     | 0.07%             | 2027-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| Crown Holdings Inc                                                                               | Crown Cork & Seal Company, Inc.                                        | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51475.50     | 0.09%             | 2026-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Nuveen Preferred & Income Secs Fd                                                                | Nuveen Quality Preferred Income Fund II                                | CUSIP: 67072C105<br>LEI: 1V4KW82TOLZ6S7J7N128 | Long             |  | RF                | US        |      9400 | NS      | $63920.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Nederland Holding B V                                                                      | Alcoa Nederland Holding BV                                             | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $101184.38    | 0.17%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | Credit Agricole SA                                                     | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $160283.51    | 0.27%             | 2029-03-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                               | Ally Financial, Inc.                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    301000 | PA      | $201293.75    | 0.34%             | 2026-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream Llc  Blue Racer Finance Corp                                                | Blue Racer Midstream, LLC/Blue Racer Finance Corporation               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14888.31     | 0.02%             | 2025-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                | Iliad Holding SASU                                                     | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     73000 | PA      | $67704.13     | 0.11%             | 2026-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC                                                      | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $83636.86     | 0.14%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHINNOK HOLDCO                                                               | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                               | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $35813.91     | 0.06%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                              | SVB Financial Group                                                    | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99003.00     | 0.17%             | 2026-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Blackrock Credit Allocation Income Tr                                                            | BlackRock Credit Allocation Income Trust                               | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     23878 | NS      | $241167.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                         | EQM Midstream Partners, LP                                             | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33517.50     | 0.06%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                                                             | Telephone and Data Systems, Inc., 6.000%                               | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6000 | NS      | $78600.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Delaware IVy High Income Opportunities Fd                                                        | Delaware Ivy High Income Opportunities Fund                            | CUSIP: 246107106<br>LEI: 549300C130E3EJZ8ZQ39 | Long             |  | RF                | US        |      6554 | NS      | $71831.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                         | Clear Channel Worldwide Holdings, Inc.                                 | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43325.00     | 0.07%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                        | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182935.20    | 0.31%             | 2025-12-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| W & T Offshore Inc                                                                               | W&T Offshore, Inc.                                                     | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18663.57     | 0.03%             | 2023-11-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                                           | Park Intermediate Holdings, LLC                                        | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12697.50     | 0.02%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53893.80     | 0.09%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                  | CMS Energy Corporation, 4.200%                                         | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     11500 | NS      | $203206.15    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                            | HUB International, Ltd.                                                | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29695.00     | 0.05%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Aegon Funding Company Llc                                                                        | Aegon Funding Corporation II, 5.100%                                   | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      3925 | NS      | $74810.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     73000 | PA      | $57859.41     | 0.10%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                              | Viavi Solutions, Inc., Convertible                                     | CUSIP: 925550AB1<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16064.00     | 0.03%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                                    | Sempra Energy                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89048.64     | 0.15%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                                  | Murphy Oil Corporation                                                 | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38491.60     | 0.06%             | 2027-12-01      | Fixed         | 0.06%                 | 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        |     12883 | NS      | $163356.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                                       | First Quantum Minerals, Ltd.                                           | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $97575.22     | 0.16%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                          | Algonquin Power & Utilities Corporation                                | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $141750.00    | 0.24%             | 2082-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                            | Level 3 Financing, Inc.                                                | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83250.00     | 0.14%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| General Mtrs Financial Company Inc                                                               | General Motors Financial Company, Inc.                                 | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42318.75     | 0.07%             | 2030-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                             | Pilgrim's Pride Corporation                                            | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32082.50     | 0.05%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                                              | Callon Petroleum Company                                               | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23790.00     | 0.04%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc  Bpr Cumulus Llc  Bpr Nimbus Llc  Ggsi Sellco Llc                   | Brookfield Property REIT, Inc.                                         | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11875.07     | 0.02%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| H & E Equipment Svcs Inc                                                                         | H&E Equipment Services, Inc.                                           | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    114000 | PA      | $97104.06     | 0.16%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                                 | Allied Universal Holdco, LLC                                           | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $25401.59     | 0.04%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fti Consulting Inc                                                                               | FTI Consulting, Inc., Convertible                                      | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $39325.00     | 0.07%             | 2023-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Kkr & Company Inc                                                                                | KKR & Company, Inc., Convertible, 6.000%                               | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       655 | NS      | $37498.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERFLEX LTD                                                                                     | Enerflex, Ltd.                                                         | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $31911.84     | 0.05%             | 2027-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Ncr Corporation New                                                                              | AT&T, Inc.                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       613 | NS      | $11285.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                                                                            | Antero Resources Corporation                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41719.95     | 0.07%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Crownrock L P  Crownrock Finance Inc                                                             | CrownRock Finance, Inc.                                                | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $56935.00     | 0.10%             | 2025-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                            | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21364.75     | 0.04%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO S P A                                                                            | Intesa Sanpaolo SPA                                                    | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     16000 | PA      | $15380.97     | 0.03%             | 2024-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                                                                         | Cracker Barrel Old Country Store, Inc., Convertible                    | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11098.75     | 0.02%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                            | Tenet Healthcare Corporation                                           | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40341.42     | 0.07%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                                            | Hilton Domestic Operating Company, Inc.                                | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27186.30     | 0.05%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP                                                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    243000 | PA      | $208980.00    | 0.35%             | 2026-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                                   | Hertz Corporation                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30344.00     | 0.05%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                             | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147375.00    | 0.25%             | 2043-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                    | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18050.00     | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Wellpoint Inc                                                                                    | Elevance Health, Inc.                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       131 | NS      | $67199.07     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Equity & Convertible In                                                                   | Virtus Equity & Convertible Income Fund                                | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      2775 | NS      | $50588.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Csc Holdings Llc                                                                                 | CSC Holdings, LLC                                                      | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33517.50     | 0.06%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc.                                                          | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     49000 | PA      | $35284.90     | 0.06%             | 2027-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL GAME TECH                                                                          | International Game Technology plc                                      | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     81000 | PA      | $75480.61     | 0.13%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                     | Centene Corporation                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57571.66     | 0.10%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                                         | Hawaiian Brand Intellectual Property, Ltd.                             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     22000 | PA      | $19910.00     | 0.03%             | 2026-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Templeton Emerging Mkts Income Fd                                                                | Templeton Emerging Markets Income Fund                                 | CUSIP: 880192109<br>LEI: HM42X4Y58XQ0M2JYZW07 | Long             |  | RF                | US        |      4840 | NS      | $26571.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp                                                           | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106275.00    | 0.18%             | 2027-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                                              | Sprint Capital Corporation                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86149.02     | 0.14%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                                         | Scientific Games International, Inc.                                   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $28719.80     | 0.05%             | 2030-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                                         | Suburban Propane Partners, LP                                          | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21249.56     | 0.04%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Voya Asia Pacific DIVidend Equity Income Fd                                                      | Voya Asia Pacific High Dividend Equity Income Fund                     | CUSIP: 92912J102<br>LEI: 549300GNK7F1VWTNPE94 | Long             |  | RF                | US        |      8102 | NS      | $49665.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Svcs Group Inc                                                                | Hartford Financial Services Group, Inc.                                | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100455.60    | 0.17%             | 2047-02-12      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                                        | Olin Corporation                                                       | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71820.00     | 0.12%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                           | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $57187.50     | 0.10%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                                                                        | Itron, Inc., Convertible                                               | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     29000 | PA      | $23745.20     | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Ag                                                                                 | Credit Suisse Group AG                                                 | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     55000 | PA      | $47850.00     | 0.08%             | 2023-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                                                     | Semtech Corporation, Convertible                                       | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4090.00      | 0.01%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                                        | Black Knight InfoServ, LLC                                             | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46737.00     | 0.08%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Limited Duration Income Fd                                                           | Eaton Vance Limited Duration Income Fund                               | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |     26020 | NS      | $244327.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                    | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4119335.93   | 6.90%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Allegheny Technologies Inc                                                                       | Allegheny Technologies, Inc.                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       192 | NS      | $5733.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                         | Service Properties Trust                                               | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21967.81     | 0.04%             | 2024-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Metlife Inc                                                                                      | MetLife, Inc.                                                          | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190173.51    | 0.32%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         9 | NS      | $2288.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                                           | Sunoco, LP                                                             | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30381.75     | 0.05%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 4.250%                                                 | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      5875 | NS      | $100932.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                            | CUSIP: 48124BAC9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112268.75    | 0.19%             | 2023-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                                          | Akamai Technologies, Inc., Convertible                                 | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23100.00     | 0.04%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                | Ares Capital Corporation, Convertible                                  | CUSIP: 04010LAW3<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11666.88     | 0.02%             | 2024-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $46291.25     | 0.08%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                                     | Teradyne, Inc.                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        51 | NS      | $4454.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Hbrs Investment Corp                                                                         | Two Harbors Investment Corporation                                     | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |       675 | NS      | $10644.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hsbc Holdings Plc                                                                                | HSBC Holdings plc                                                      | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $85578.18     | 0.14%             | 2030-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                                                                  | Hecla Mining Company                                                   | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24615.77     | 0.04%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                    | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13131.20     | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Amsted Inds Inc                                                                                  | Amsted Industries, Inc.                                                | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12787.50     | 0.02%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Jazz Invts I Ltd                                                                                 | Jazz Investments I, Ltd., Convertible                                  | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     40000 | PA      | $47550.00     | 0.08%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Yum Brands Inc                                                                                   | Yum! Brands, Inc.                                                      | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68812.50     | 0.12%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                            | Caesars Entertainment, Inc.                                            | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56966.70     | 0.10%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company                                                  | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92795.99     | 0.16%             | 2027-01-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Alliancebernstein Global High Income Fund Inc                                                    | AllianceBernstein Global High Income Fund, Inc.                        | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |     26225 | NS      | $241794.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                                                                         | United States Steel Corporation                                        | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61150.73     | 0.10%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| Bway Holding Co                                                                                  | Mauser Packaging Solutions Holding Company                             | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64730.17     | 0.11%             | 2025-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                                         | Wyndham Hotels & Resorts, Inc.                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26916.00     | 0.05%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                              | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108212.44    | 0.18%             | 2026-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                             | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180623.50    | 0.30%             | 2044-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company                                                     | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48014.59     | 0.08%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92761.30     | 0.16%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                                                            | Encompass Health Corporation                                           | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90840.00     | 0.15%             | 2028-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                                 | ITT Holdings, LLC                                                      | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46317.70     | 0.08%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                                 | United Rentals North America, Inc.                                     | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25643.90     | 0.04%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                           | CCO Holdings, LLC                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $119172.90    | 0.20%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                                                                 | InterDigital, Inc., Convertible                                        | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17010.00     | 0.03%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | Clydesdale Acquisition Holdings, Inc.                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7606.00      | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods Inc                                                                              | TreeHouse Foods, Inc.                                                  | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     67000 | PA      | $56950.00     | 0.10%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                                     | Danaher Corporation, Convertible, 5.000%                               | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |         4 | NS      | $5426.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18839.90     | 0.03%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                                                         | Marriott Vacations Worldwide Corporation,  Convertible                 | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29250.00     | 0.05%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                  | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125990.02    | 0.21%             | 2027-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2955000 | PA      | $2405092.97   | 4.03%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                               | Energy Transfer, LP                                                    | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116775.00    | 0.20%             | 2025-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                     | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87175.00     | 0.15%             | 2026-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                                           | Synovus Financial Corporation, 5.875%                                  | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |       250 | NS      | $5437.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                           | Blackstone Mortgage Trust, Inc., Convertible                           | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9398.13      | 0.02%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Enlink Midstream Partners Lp                                                                     | EnLink Midstream Partners, LP                                          | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61101.82     | 0.10%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Entercom Media Corp                                                                              | Entercom Media Corporation                                             | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |     78000 | PA      | $14675.20     | 0.02%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                                              | Sprint Capital Corporation                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     56000 | PA      | $66645.60     | 0.11%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | Mozart Debt Merger Sub, Inc.                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33044.36     | 0.06%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                | Post Holdings, Inc.                                                    | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31064.39     | 0.05%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Dicks Sporting Goods Inc                                                                         | Dick's Sporting Goods, Inc.                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       150 | NS      | $18043.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                 | CSC Holdings, LLC                                                      | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     61000 | PA      | $43055.63     | 0.07%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Aramark Svcs Inc                                                                                 | Aramark Services, Inc.                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73701.87     | 0.12%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Dish Dbs Corp                                                                                    | DISH DBS Corporation                                                   | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18584.68     | 0.03%             | 2024-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc  Safeway Inc  New Albertsons L P  Albertsons Llc                              | Albertson's Companies, Inc.                                            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69665.25     | 0.12%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Six Flags Theme Parks Inc                                                                        | Six Flags Theme Parks, Inc.                                            | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18122.62     | 0.03%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Bank America Corpo                                                                               | Bank of America Corporation, Convertible, 7.250%                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        32 | NS      | $37120.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                           | PNC Financial Services Group, Inc.                                     | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    116000 | PA      | $113361.00    | 0.19%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                         | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $242273.42    | 0.41%             | 2083-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Pptys Inc  Brookfield Residential Us Llc                                  | Brookfield Residential Properties, Inc.                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     34000 | PA      | $30195.40     | 0.05%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Srm Escrow Issuer Llc                                                                            | SRM Escrow Issuer, LLC                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93943.50     | 0.16%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC                                                      | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30979.22     | 0.05%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                            | Wells Fargo & Company, 4.750%                                          | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      4500 | NS      | $82440.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                                                         | UGI Corporation, Convertible, 7.250%                                   | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |        60 | NS      | $5185.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                                                           | Permian Resources Corporation                                          | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      1055 | NS      | $9917.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm, Inc.                                                        | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192505.25    | 0.32%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Plc New                                                                           | Vodafone Group plc                                                     | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     88000 | PA      | $88477.84     | 0.15%             | 2079-04-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                      | Staples, Inc.                                                          | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40451.96     | 0.07%             | 2026-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                  | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24022.40     | 0.04%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Ncl Corporation Ltd                                                                              | NCL Corporation, Ltd.                                                  | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     63000 | PA      | $53824.55     | 0.09%             | 2024-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                                         | Microchip Technology, Inc., Convertible                                | CUSIP: 595017AF1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     14000 | PA      | $27790.00     | 0.05%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                         | Venture Global Calcasieu Pass, LLC                                     | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70000.00     | 0.12%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Transocean Proteus Ltd                                                                           | Transocean Proteus, Ltd.                                               | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |      8000 | PA      | $7880.59      | 0.01%             | 2024-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                                            | Scripps Escrow II, Inc.                                                | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40075.45     | 0.07%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| American Axle & Mfg Inc                                                                          | American Axle & Manufacturing, Inc.                                    | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    107000 | PA      | $96512.17     | 0.16%             | 2027-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc., Convertible                                          | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15816.00     | 0.03%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Western Asset High Income Opportunity Fund Inc                                                   | Western Asset High Income Opportunity Fund, Inc.                       | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     47693 | NS      | $188387.35    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kbr Inc                                                                                          | KBR, Inc.                                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        25 | NS      | $1320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                        | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $217387.50    | 0.36%             | 2026-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                                         | Ashton Woods USA, LLC                                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8026.10      | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                         | Hilcorp Energy I, LP/Hilcorp Finance Company                           | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $66754.99     | 0.11%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                                          | Precision Drilling Corporation                                         | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46550.34     | 0.08%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25872.45     | 0.04%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                              | NCL Corporation, Ltd.                                                  | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $21657.50     | 0.04%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                            | Toronto-Dominion Bank                                                  | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208000.00    | 0.35%             | 2082-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                              | Hudbay Minerals, Inc.                                                  | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40875.28     | 0.07%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                                                      | Southern Company, 4.950%                                               | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      8800 | NS      | $172832.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                              | Fifth Third Bancorp                                                    | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97546.83     | 0.16%             | 2025-09-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                                        | Ionis Pharmaceuticals, Inc., Convertible                               | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16616.25     | 0.03%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMACM Mortgage Loan Trust                                              | CUSIP: 36185MBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13728 | PA      | $12403.18     | 0.02%             | 2035-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                                         | Ashton Woods USA, LLC                                                  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24021.92     | 0.04%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Gfl Environmental Inc                                                                            | GFL Environmental, Inc.                                                | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $65058.03     | 0.11%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ncl Corporation Ltd                                                                              | NCL Corporation, Ltd.                                                  | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $12567.52     | 0.02%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                               | CNX Resources Corporation                                              | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36805.76     | 0.06%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Blackrock Enhanced Equity DIVidend Tr                                                            | BlackRock Enhanced Equity Dividend Trust                               | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      1500 | NS      | $13515.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Group Inc                                                                         | Morgan Stanley, 5.850%                                                 | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      5500 | NS      | $126555.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                                                                       | Mattel, Inc.                                                           | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78149.41     | 0.13%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                       | Capital One Financial Corporation, 5.000%                              | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      5300 | NS      | $95400.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE CO                                                                        | VICI Properties, LP/VICI Note Company, Inc.                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $21785.88     | 0.04%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                           | Goodyear Tire & Rubber Company                                         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33365.98     | 0.06%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Blackrock Enhanced Global DIVIId Tr                                                              | BlackRock Enhanced Global Dividend Trust                               | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     20273 | NS      | $193809.88    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                                                                     | AES Corporation, Convertible, 6.875%                                   | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |       522 | NS      | $53249.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                          | VZ Secured Financing BV                                                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     81000 | PA      | $65822.33     | 0.11%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                           | Goodyear Tire & Rubber Company                                         | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16358.80     | 0.03%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIT GROUP INC                                                                                   | Uniti Group, Inc., Convertible                                         | CUSIP: 91325VAA6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4612.50      | 0.01%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                            | Playtika Holding Corporation                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39247.50     | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                         | HFC Prestige Products, Inc.                                            | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $57920.00     | 0.10%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Dai-Ichi Life Holdings Inc                                                                       | Dai-ichi Life Insurance Company, Ltd.                                  | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $268078.38    | 0.45%             | 2024-10-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                                   | VTR Finance NV                                                         | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $15211.83     | 0.03%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                                   | Hertz Corporation                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28475.00     | 0.05%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                                                             | Laredo Petroleum, Inc.                                                 | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99009.23     | 0.17%             | 2029-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Tri Continental Corp                                                                             | Tri-Continental Corporation                                            | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      2580 | NS      | $66125.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corporation Dr Test                                                              | AGNC Investment Corporation                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      2300 | NS      | $23805.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Usa Compression Partners Lp  Usa Compression Finance Corp                                        | USA Compression Partners, LP                                           | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52760.95     | 0.09%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                    | CommScope, Inc.                                                        | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50040.82     | 0.08%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     27000 | PA      | $35775.00     | 0.06%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                 | Altice France SA                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     29000 | PA      | $21742.55     | 0.04%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company, 5.750%                                    | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      1900 | NS      | $44441.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financing Trust I                                                                      | Provident Financing Trust I                                            | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31200.00     | 0.05%             | 2038-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                         | Prudential Financial, Inc.                                             | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227500.00    | 0.38%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Prods Operating Llc                                                                   | Enterprise Products Operating, LLC                                     | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33487.50     | 0.06%             | 2077-08-16      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Gci Llc                                                                                          | GCI, LLC                                                               | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63006.03     | 0.11%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S A                                                                              | Credit Agricole SA                                                     | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     52000 | PA      | $49805.60     | 0.08%             | 2024-09-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                         | Hilcorp Energy I, LP/Hilcorp Finance Company                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $44008.71     | 0.07%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, Inc.                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78570.69     | 0.13%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Amsted Inds Inc                                                                                  | Amsted Industries, Inc.                                                | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61662.90     | 0.10%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glasscontainer Inc                                                                | Owens-Brockway Glass Container, Inc.                                   | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19857.65     | 0.03%             | 2023-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                              | J.P. Morgan Chase & Company                                            | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132187.50    | 0.22%             | 2025-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                              | SVB Financial Group                                                    | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131209.74    | 0.22%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                         | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112608.36    | 0.19%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Archrock Partners L P  Archrock Partners Finance Corp                                            | Archrock Partners, LP/Archrock Partners Finance Corporation            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $59475.78     | 0.10%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company Llc                                                                    | Vistra Operations Company, LLC                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74247.48     | 0.12%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Global DIVidend Opportunity Fd                                                       | Allspring Global Dividend Opportunities Fund                           | CUSIP: 94987C103<br>LEI: 5493000KZPDD7O5F1562 | Long             |  | RF                | US        |       223 | NS      | $974.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                                            | DIRECTV Holdings, LLC                                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $58152.90     | 0.10%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                               | Ford Motor Company, Convertible                                        | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50005.50     | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                         | Venture Global Calcasieu Pass, LLC                                     | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21299.88     | 0.04%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cco Holdings Llc  Cco Holdings Capital Corp                                                      | CCO Holdings, LLC                                                      | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9320.70      | 0.02%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Debt Fund                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |    594006 | NS      | $4502568.72   | 7.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc New                                                                            | Iron Mountain, Inc.                                                    | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45980.00     | 0.08%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                                             | Cengage Learning, Inc.                                                 | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39103.75     | 0.07%             | 2024-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                       | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $44629.86     | 0.07%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Panther Bf Aggregator 2 Lp  Panther Finance Company Inc                                          | Clarios Global, LP                                                     | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $14647.45     | 0.02%             | 2027-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Advantage Income Opportunities Fd                                                    | Allspring Income Opportunities Fund                                    | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     30727 | NS      | $196345.53    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                                                                | Oasis Petroleum, Inc.                                                  | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43826.85     | 0.07%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                              | FS KKR Capital Corporation                                             | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |      1169 | NS      | $20457.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab Charles Corporation New                                                                   | Charles Schwab Corporation                                             | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    191000 | PA      | $186798.00    | 0.31%             | 2025-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                         | Allison Transmission, Inc.                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16450.00     | 0.03%             | 2031-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Endeavor Energy Resources L P  Eer Finance Inc                                                   | Endeavor Energy Resources, LP                                          | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43088.40     | 0.07%             | 2028-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners Lp  Tallgrass Energy Finance Corp                                      | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation      | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $95778.72     | 0.16%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                         | Citizens Financial Group, Inc.                                         | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88303.44     | 0.15%             | 2026-10-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Cash Management Trust                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    991002 | PA      | $991002.00    | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                                                                            | Euronet Worldwide, Inc., Convertible                                   | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7565.00      | 0.01%             | 2049-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Liberty InteractIVe Llc                                                                          | Liberty Interactive, LLC, Convertible                                  | CUSIP: 530610AD6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18392.00     | 0.03%             | 2046-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                                           | MIWD Holdco II, LLC                                                    | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $50953.61     | 0.09%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                                              | General Electric Company                                               | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216137.35    | 0.36%             | 2023-03-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| Allen Media Llc  Allen Media Co-Issuer Inc                                                       | Allen Media, LLC/Allen Media Co-Issuer, Inc.                           | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $17100.00     | 0.03%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                     | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $20899.03     | 0.04%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nuveen Credit Strategies Income Fd                                                               | Nuveen Credit Strategies Income Fund                                   | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     55800 | NS      | $284022.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc., Convertible                                       | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12193.00     | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                                                                       | Kaman Corporation, Convertible                                         | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8365.50      | 0.01%             | 2024-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Cumulus Media New Holdings Inc                                                                   | Cumulus Media New Holdings, Inc.                                       | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20160.00     | 0.03%             | 2026-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                                           | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                  | CUSIP: 418751AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9156.00      | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kkr Real Estate Finance Trust Inc                                                                | KKR Real Estate Finance Trust, Inc., Convertible                       | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5888.52      | 0.01%             | 2023-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Southwest Airls Co                                                                               | Southwest Airlines Company, Convertible                                | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     43000 | PA      | $51643.00     | 0.09%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                        | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53400.74     | 0.09%             | 2024-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Granite Pt Mortgage Trust Inc                                                                    | Granite Point Mortgage Trust, Inc.                                     | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      2800 | NS      | $15008.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                           | Boston Scientific Corporation, Convertible, 5.500%                     | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |       379 | NS      | $43516.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                                                           | MACOM Technology Solutions Holdings, Inc., Convertible                 | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30674.50     | 0.05%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group Plc Retail Medium Terminal Senior Bank Nts Book Entry                       | Lloyds Banking Group plc                                               | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $40706.40     | 0.07%             | 2024-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics L P                                                                             | NuStar Logistics, LP                                                   | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48066.66     | 0.08%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                               | Ally Financial, Inc.                                                   | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53231.25     | 0.09%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                               | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90365.00     | 0.15%             | 2026-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                       | U.S. Bancorp, 4.000%                                                   | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      5900 | NS      | $95816.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pimco Dynamic Income Fd                                                                          | Pimco Dynamic Income Fund                                              | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |      9093 | NS      | $168038.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chs  Community Health System Inc                                                                 | Community Health Systems, Inc.                                         | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17196.67     | 0.03%             | 2027-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Kb Home                                                                                          | KB Home                                                                | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39131.55     | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco Llc  Radiate Finance Inc                                                          | Radiate Holdco, LLC                                                    | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $14665.53     | 0.02%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                                 | Radian Group, Inc.                                                     | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41230.99     | 0.07%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                           | Southwestern Energy Company                                            | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23176.50     | 0.04%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                                | Post Holdings, Inc.                                                    | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18098.30     | 0.03%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry                                  | Goldman Sachs Group, Inc.                                              | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126031.66    | 0.21%             | 2024-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L P  Icahn Enterprises Finance Corp                                            | Icahn Enterprises, LP                                                  | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38792.00     | 0.06%             | 2025-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                            | Huntington Bancshares, Inc.                                            | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116292.34    | 0.19%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                         | Capital One Financial Corporation                                      | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39269.03     | 0.07%             | 2026-09-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17654.80     | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B V                                                  | Teva Pharmaceutical Finance Netherlands III BV                         | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    118000 | PA      | $103191.00    | 0.17%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                           | Lumen Technologies, Inc.                                               | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34772.00     | 0.06%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH DBS Corporation                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $14857.50     | 0.02%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer