# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0001752724-25-156716
**Filing Date:** 2025-6
**Character Count:** 962495
**Document Hash:** fe83e8f3794da0075db1f0d05b66b3ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156716.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156716

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 251075391

**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 Dynamic Allocation Fund (Series ID: S000000701)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000002055 | Class A      | AABFX           |
| C000002056 | Class S      | IBBFX           |

## 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 DYNAMIC ALLOCATION FUND

- **b. EDGAR series identifier (if any):** S000000701

- **c. LEI of Series:** 382LN73IHPB5WUM3B285

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $424325718.80

**Total Liabilities:** $17583084.02

**Net Assets:** $406742634.78

**Delayed Delivery Securities:** $12470104.32

**Cash Not Reported:** $195926.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6736.00000000 | **1-Year:** -1676.00000000 | **5-Year:** -9181.00000000 | **10-Year:** -12199.00000000 | **30-Year:** -49268.00000000

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

- **3-Month:** -249.00000000 | **1-Year:** -1289.00000000 | **5-Year:** -7897.00000000 | **10-Year:** -5340.00000000 | **30-Year:** -5980.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002056 | 0.50%                | -1.79%               | -0.00%               |
| Class ID C000002055 | 0.43%                | -1.77%               | -0.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $608359.48               | $-1051286.53                               |
| Month 2  | $244283.81               | $-9290934.84                               |
| Month 3  | $540093.97               | $-2189429.59                               |

**Designated Index Information**

- **Index Name:** 10% MSCI All Country World Index ex USA, 27% Bloomberg US Mortgage Backed Securities Index, 21% Bloomberg US Corporate High Yield Bond Index, 12% Bloomberg US Corporate Bond Index, 30% S&P 1500 Composite Index

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

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANTERO MIDSTREAM CORP                                                                            | Antero Midstream Corporation                                                                  | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $2912.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PMTS INC                                                                                  | Shift4 Payments, Inc., Convertible                                                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $113344.00    | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     82000 | PA      | $70506.15     | 0.02%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                                    | Synaptics, Inc., Convertible                                                                  | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65046.00     | 0.02%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    103000 | PA      | $97276.79     | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    127000 | PA      | $124980.69    | 0.03%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51958.55     | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation, Convertible                                                       | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48277.76     | 0.01%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                                            | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121181.50    | 0.03%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTL INC                                                                               | Honeywell International, Inc.                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2428 | NS      | $511094.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.750%                                                              | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3350 | NS      | $67268.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61796.18     | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRESHWORKS INC                                                                                   | Freshworks, Inc.                                                                              | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      1647 | NS      | $24326.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    166000 | PA      | $163358.49    | 0.04%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMAC Mortgage Corporation Loan Trust                                                          | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80506 | PA      | $68351.45     | 0.02%             | 2035-05-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPER CO LLC / GD FIN CO INC                                                             | GoDaddy Operating Company, LLC/GD Finance Company, Inc.                                       | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25151.12     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     63000 | PA      | $67183.82     | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1815800 | PA      | $1644238.89   | 0.40%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MODINE MFG CO                                                                                    | Modine Manufacturing Company                                                                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      1553 | NS      | $126786.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33296.34     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56852.28     | 0.01%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                                           | Intuitive Surgical, Inc.                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       944 | NS      | $486915.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9066.05      | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13915.25     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                  | CMS Energy Corporation, 4.200%                                                                | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      4150 | NS      | $69720.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY L P                                                                            | Rexford Industrial Realty, LP, Convertible                                                    | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35532.00     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| D R HORTON INC                                                                                   | D.R. Horton, Inc.                                                                             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3333 | NS      | $421091.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46793.90     | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110949.33    | 0.03%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PIMCO INCOME STRATEGY FD II                                                                      | PIMCO Income Strategy Fund II                                                                 | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |      4507 | NS      | $32810.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE AG                                                                                 | Credit Suisse Group AG                                                                        | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     36000 | PA      | $2520.00      | 0.00%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       679 | NS      | $36333.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42835.56     | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30992.91     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                               | Anheuser-Busch InBev Worldwide, Inc.                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117982.04    | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                                                                                        | Block, Inc., Convertible                                                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22150.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                                         | Ryan Specialty, LLC                                                                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14228.55     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72911.11     | 0.02%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                             | Las Vegas Sands Corporation                                                                   | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40515.92     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                 | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44309.64     | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $37578.40     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC MINN                                                                             | Xcel Energy, Inc.                                                                             | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57792.03     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE INC                                                                         | Broadstone Net Lease, Inc.                                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      1132 | NS      | $18315.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME RE 2022-1 LTD                                                                               | Home RE, Ltd.                                                                                 | CUSIP: 43730GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    131413 | PA      | $131823.15    | 0.03%             | 2034-10-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD CTRY STORE INC                                                                | Cracker Barrel Old Country Store, Inc., Convertible                                           | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19100.00     | 0.00%             | 2026-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                          | Energizer Holdings, Inc.                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22391.71     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77820.58     | 0.02%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                           | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82206.81     | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.750%                                                                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2350 | NS      | $44556.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40148.61     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPER PARTNERS LP                                                                  | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80069.07     | 0.02%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC INVT FD INC                                                                | Cornerstone Strategic Investment Fund, Inc., Rights                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4131 | NS      | $301.14       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                              | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $26793.25     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                                      | Moody's Corporation                                                                           | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38609.26     | 0.01%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385GD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    700000 | PA      | $697697.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TR 2023-I1                                                                                   | CIM Trust                                                                                     | CUSIP: 12570DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    369065 | PA      | $371125.93    | 0.09%             | 2058-04-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| COLGATE PALMOLIVE CO                                                                             | Colgate-Palmolive Company                                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1289 | NS      | $118832.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN PFD & INCOME OPPORTUNITIES FD                                                             | Nuveen Preferred Income Opportunities Fund                                                    | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |      5463 | NS      | $42338.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     16000 | PA      | $15905.72     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indymac Mbs Inc                                                                                  | Residential Asset Securitization Trust                                                        | CUSIP: 45660NYL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83687 | PA      | $78441.53     | 0.02%             | 2034-01-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| AAG FH UK LTD & GLOBAL AUTO HLDGS UK LTD                                                         | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                    | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     45000 | PA      | $36046.80     | 0.01%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FD INC                                                                 | BlackRock Debt Strategies Fund, Inc.                                                          | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |       713 | NS      | $7343.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                    | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13993.44     | 0.00%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1678395 | PA      | $1336175.85   | 0.33%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S A / JBS USA FOOD CO / JBS USA FIN INC                                              | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                            | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     47000 | PA      | $42523.02     | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BK CORP MICH                                                                         | Independent Bank Corporation/MI                                                               | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        66 | NS      | $2010.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CDA                                                                                          | Air Canada                                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24531.12     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Debt Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   2512742 | NS      | $20378339.39  | 5.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                           | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                              | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $62620.34     | 0.02%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HLDGS LTD                                                                          | RenaissanceRe Holdings, Ltd.                                                                  | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $97555.36     | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                                               | Cerdia Finanz GmbH                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     47000 | PA      | $47293.75     | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FING I PLC                                                                            | VMED O2 UK Financing I plc                                                                    | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     29000 | PA      | $29259.92     | 0.01%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-1 LTD / PALMER SQUARE LN FDG 2025-1 LLC                                | Palmer Square Loan Funding, Ltd.                                                              | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $244281.25    | 0.06%             | 2033-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                        | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    119000 | PA      | $113412.79    | 0.03%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLS CO                                                                               | Southwest Airlines Company                                                                    | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36097.84     | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35449.54     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| AETHON UTD BR LP / AETHON UTD FIN CORP                                                           | Aethon United BR, LP/Aethon United Finance Corporation                                        | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12048.52     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC                                                                                 | United Airlines, Inc.                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87355.72     | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.375%                                                                 | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      3175 | NS      | $55562.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDS INC                                                                      | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54043.60     | 0.01%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation, 5.000%                                                     | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      3050 | NS      | $57004.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47113.42     | 0.01%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                              | Meritage Homes Corporation, Convertible                                                       | CUSIP: 59001ABE1<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43695.00     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                                           | Bank of New York Mellon Corporation                                                           | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     39000 | PA      | $42638.31     | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL GROUP INC                                                                    | Mitsubishi UFJ Financial Group, Inc.                                                          | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     78000 | PA      | $75327.93     | 0.02%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                            | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    154000 | PA      | $144373.85    | 0.04%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25454.08     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $70893.96     | 0.02%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SVCS INC                                                                                | Republic Services, Inc.                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42252.89     | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                                         | Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL                           | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $23408.39     | 0.01%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                                                             | Align Technology, Inc.                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1017 | NS      | $176246.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                     | Rockies Express Pipeline, LLC                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65958.27     | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     18570 | NS      | $1072046.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange-Traded Fund Trust II                                                            | Invesco Senior Loan ETF                                                                       | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |      8836 | NS      | $183081.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| KINDER MORGAN INC DEL                                                                            | Kinder Morgan, Inc.                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       668 | NS      | $17568.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26585.06     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                                        | Qorvo, Inc.                                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      4195 | NS      | $300655.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81310.81     | 0.02%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $792067.36    | 0.19%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp, 5.650%                                                                               | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       775 | NS      | $16980.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc., Convertible                                                              | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $79988.24     | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10042.50     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159215.87    | 0.04%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                                | International Game Technology plc                                                             | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $87986.93     | 0.02%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                         | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34339.22     | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APTS L P                                                                             | Mid-America Apartments, LP                                                                    | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73672.97     | 0.02%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER LTD                                                                                 | Schlumberger NV                                                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1479 | NS      | $49176.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J P MORGAN MTG TR 2021-LTV2                                                                      | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180372 | PA      | $155411.37    | 0.04%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FABRINET                                                                                         | Fabrinet                                                                                      | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      1147 | NS      | $235203.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O REILLY AUTOMOTIVE INC NEW                                                                      | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       296 | NS      | $418899.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                              | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25619.00     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                   | TD SYNNEX Corporation                                                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      4099 | NS      | $454169.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                                               | Expand Energy Corporation                                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      5743 | NS      | $596697.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC NEW                                                                            | Owens & Minor, Inc.                                                                           | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40252.56     | 0.01%             | 2030-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1194400 | PA      | $1087174.05   | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LANCASTER COLONY CORP                                                                            | Lancaster Colony Corporation                                                                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1262 | NS      | $205428.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107311.91    | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                                      | Crescent Energy Finance, LLC                                                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57242.23     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                                   | State Street Corporation                                                                      | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39848.72     | 0.01%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BK GLOBAL BK SUB NT PROGRAM BOOK ENTRY                                                    | Truist Bank                                                                                   | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31709.23     | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FIN UNLIMITED CO                                                                         | Perrigo Finance Unlimited Company                                                             | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     22000 | PA      | $21838.17     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENDO FIN HLDGS INC                                                                               | Endo Finance Holdings, Inc.                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28072.85     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| VALARIS LTD                                                                                      | Valaris, Ltd.                                                                                 | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     56000 | PA      | $52471.35     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                                  | Ross Stores, Inc.                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        75 | NS      | $10425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HLDGS INC                                                                              | Equitable Holdings, Inc., 5.250%                                                              | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      1425 | NS      | $28500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                                                                    | CommScope, LLC                                                                                | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26597.27     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                                                                                 | Welltower OP, LLC, Convertible                                                                | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      9000 | PA      | $11988.00     | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | Nextera Energy, Inc., Convertible, 7.234%                                                     | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       316 | NS      | $13404.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63867.32     | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24655.36     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35383.02     | 0.01%             | 2028-11-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LCI INDS                                                                                         | LCI Industries, Convertible                                                                   | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60885.00     | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BKG CORP                                                                                 | Westpac Banking Corporation                                                                   | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     56000 | PA      | $53585.03     | 0.01%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation                                                                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      4808 | NS      | $293480.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $86339.73     | 0.02%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation                                                                 | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40975.93     | 0.01%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                              | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35460.80     | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       774 | NS      | $174513.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                                                                     | United Therapeutics Corporation                                                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       540 | NS      | $163668.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                                                                  | Pegasystems, Inc.                                                                             | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      3385 | NS      | $311690.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39432.59     | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SKECHERS U S A INC                                                                               | Skechers USA, Inc.                                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      3730 | NS      | $179114.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS CONV & INCOME FD                                                                          | Virtus Convertible & Income Fund                                                              | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      1396 | NS      | $18106.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MTN FIN CORP                                                                                 | New Mountain Finance Corporation, Convertible                                                 | CUSIP: 647551AE0<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13064.82     | 0.00%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT ASSET TR SER 2007-FI                                                | Merrill Lynch Alternative Note Asset Trust                                                    | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248085 | PA      | $83583.92     | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                                           | Arch Capital Group, Ltd.                                                                      | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      4869 | NS      | $441520.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                | Progress Residential Trust                                                                    | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $538641.95    | 0.13%             | 2039-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28227.96     | 0.01%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                                          | GCI, LLC                                                                                      | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66222.84     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KITE RLTY GROUP L P                                                                              | Kite Realty Group, LP, Convertible                                                            | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5047.00      | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77236.84     | 0.02%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                                          | DraftKings Holdings, Inc., Convertible                                                        | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $179854.76    | 0.04%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TR 2007-1                                                                             | MortgageIT Securities Corporation Mortgage Loan Trust                                         | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    511681 | PA      | $439638.62    | 0.11%             | 2047-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| LEIDOS HLDGS INC                                                                                 | Leidos Holdings, Inc.                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1913 | NS      | $281555.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NYMT LN TR SER 2024-BPL1                                                                         | NYMT Loan Trust                                                                               | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252555.38    | 0.06%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2007-AR5                                                                     | Citigroup Mortgage Loan Trust, Inc.                                                           | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130698 | PA      | $115229.98    | 0.03%             | 2037-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91581.59     | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Laredo Petroleum, Inc.                                                                        | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31199.58     | 0.01%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                                           | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $26882.83     | 0.01%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC                                                              | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $480545.44    | 0.12%             | 2029-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                                     | Assurant, Inc.                                                                                | CUSIP: 04621XAP3<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62419.25     | 0.02%             | 2026-02-27      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37819.54     | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                     | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39303.46     | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27256.01     | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     20642 | NS      | $4386425.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48775.31     | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                                  | Rand Parent, LLC                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $59512.81     | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42879.44     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30976.87     | 0.01%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87137.66     | 0.02%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORP NEW                                                               | Great Lakes Dredge & Dock Corporation                                                         | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |        95 | NS      | $863.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COVERT MERGECO INC                                                                               | Reworld Holding Corporation                                                                   | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23359.45     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20675.85     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FING LTD                                                                        | Transocean Titan Financing, Ltd.                                                              | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     48857 | PA      | $48400.43     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      6960 | NS      | $192792.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                                           | XPLR Infrastructure, LP, Convertible                                                          | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    194000 | PA      | $186240.00    | 0.05%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VONTIVE MTG TR 2025-RTL1                                                                         | Vontive Mortgage Trust                                                                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $403160.28    | 0.10%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc., 7.375%                                                        | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       550 | NS      | $14448.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc., Convertible                                                         | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     81000 | PA      | $91368.00     | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73752.38     | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                                   | Ziff Davis, Inc., Convertible                                                                 | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2808.73      | 0.00%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |      8381 | NS      | $1613091.07   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    238511 | PA      | $5234.21      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    647776 | PA      | $637673.32    | 0.16%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55585.27     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                      | Royal Caribbean Cruises, Ltd.                                                                 | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    123000 | PA      | $121317.75    | 0.03%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $1933564.83   | 0.48%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES B V                                                                         | Sensata Technologies BV                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     58000 | PA      | $53355.01     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58262.49     | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10684.82     | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCO VIII MTG LLC 2024-1                                                                          | RCO VII Mortgage, LLC                                                                         | CUSIP: 754921AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252236 | PA      | $253476.29    | 0.06%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     24686 | NS      | $984477.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67682.52     | 0.02%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-3                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    228720 | PA      | $228767.96    | 0.06%             | 2067-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| RFMSI SER 2007-S7 TR                                                                             | Residential Funding Mortgage Security I Trust                                                 | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135877 | PA      | $108397.31    | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC & GLOBAL NET LEASE OPER PARTNERSHIP L P                                     | Global Net Lease, Inc./Global Net Lease Operating Partnership, LP                             | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $77039.40     | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $23843.75     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $765000.25    | 0.19%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STENA INTL S A                                                                                   | Stena International SA                                                                        | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     44000 | PA      | $43431.58     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN & INFRASTRUCTURE INVS LLC                                                        | Fortress Transportation and Infrastructure Investors, LLC                                     | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64057.27     | 0.02%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                             | BWX Technologies, Inc.                                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1680 | NS      | $183321.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RES CORP                                                                                     | CNX Resources Corporation, Convertible                                                        | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     58000 | PA      | $133487.00    | 0.03%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68057.21     | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37461.62     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FIN CO                                                       | Ashton Woods USA, LLC/Ashton Woods Finance Company                                            | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $28418.68     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    115108 | PA      | $2859.19      | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC NEW                                                                               | Merck & Company, Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6859 | NS      | $584386.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                             | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28756.07     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70611.94     | 0.02%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MAGIC MERGECO INC                                                                                | Michaels Companies, Inc.                                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $20843.22     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47029.01     | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                                         | Permian Resources Operating, LLC, Convertible                                                 | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     28000 | PA      | $58702.00     | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       264 | NS      | $66604.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     60000 | PA      | $57365.21     | 0.01%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                              | Carrier Global Corporation                                                                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $70170.84     | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                                                   | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371460 | PA      | $371126.37    | 0.09%             | 2051-04-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                                                        | Six Flags Entertainment Corporation                                                           | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13009.70     | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ROCKET SOFTWARE INC                                                                              | Rocket Software, Inc.                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35031.63     | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                                      | BioMarin Pharmaceutical, Inc., Convertible                                                    | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    107000 | PA      | $99403.00     | 0.02%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation, 4.450%                                                         | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      1550 | NS      | $27233.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANWICH MTG LN CO 2021-NPL-B-1 LLC                                                              | Stanwich Mortgage Loan Company, LLC                                                           | CUSIP: 85501YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16023 | PA      | $16040.75     | 0.00%             | 2026-10-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $39616.96     | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66214.85     | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79010.90     | 0.02%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                                                          | Helios Technologies, Inc.                                                                     | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      5833 | NS      | $159007.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.700%                                                                 | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1550 | NS      | $28923.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-18                                                                  | CHL Mortgage Pass-Through Trust                                                               | CUSIP: 12544JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153452 | PA      | $65884.98     | 0.02%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KILROY RLTY L P                                                                                  | Kilroy Realty, LP                                                                             | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27099.96     | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAP GLOBAL FIN LLC                                                                       | Burford Capital Global Finance, LLC                                                           | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67426.88     | 0.02%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                | General Mills, Inc.                                                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15904.86     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                   | 1261229 B.C., Ltd.                                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     49000 | PA      | $47979.53     | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP INC                                                                    | Northwestern Energy Group, Inc.                                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1837 | NS      | $106968.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19327.20     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47904.12     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                                                          | Enerpac Tool Group Corporation                                                                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      3130 | NS      | $126358.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CQP HOLDCO LP & BIP-V CHINOOK HOLDCO L L C                                                       | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                      | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $47021.97     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79884.02     | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                      | Ovintiv, Inc.                                                                                 | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68591.69     | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                           | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33738.78     | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22685.00     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                             | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40850.69     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TR 2023-2                                                                 | Upstart Securitization Trust                                                                  | CUSIP: 91683VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31122 | PA      | $31169.54     | 0.01%             | 2033-06-20      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18615.50     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                              | Hudbay Minerals, Inc.                                                                         | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     47000 | PA      | $46121.05     | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS L P / SUBN ENERGY FIN CORP                                             | Suburban Propane Partners, LP/Suburban Energy Finance Corporation                             | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26863.51     | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation, Convertible                                                              | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     63000 | PA      | $77921.44     | 0.02%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32525.01     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51671.37     | 0.01%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                | Eversource Energy                                                                             | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91263.55     | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63814.80     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40435.47     | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     27000 | PA      | $23986.99     | 0.01%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV1 MTG LN TR                                                                         | COLT Mortgage Loan Trust                                                                      | CUSIP: 12672RAB8<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-CBDO         | CORP              | US        |    297822 | PA      | $299593.83    | 0.07%             | 2068-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc., Convertible                                                          | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $89520.00     | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                            | Northrop Grumman Corporation                                                                  | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19759.47     | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24616.61     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK MARIN BANCORP                                                                               | Bank of Marin Bancorp                                                                         | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $1990.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                                         | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74409.51     | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                                        | Timken Company                                                                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      7415 | NS      | $476413.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA TR                                                                                   | TransCanada Trust                                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98543.24     | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                                   | DCLI Bidco, LLC                                                                               | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21424.96     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5581 | NS      | $542752.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40861.55     | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                                    | Ingevity Corporation                                                                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      4295 | NS      | $141649.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                          | Central Garden & Pet Company                                                                  | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30224.26     | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    202319 | PA      | $16038.58     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1245000.00   | 0.31%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 1 LTD / SIGNAL PEAK CLO 1 LLC                                                    | Signal Peak CLO 1, Ltd.                                                                       | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $295260.90    | 0.07%             | 2034-04-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V14 MTG TR                                                                        | Benchmark Mortgage Trust                                                                      | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $441841.94    | 0.11%             | 2057-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $21584.14     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                   | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109169.96    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    400000 | PA      | $398696.08    | 0.10%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     54000 | PA      | $54080.62     | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34449.26     | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                             | WEC Energy Group, Inc., Convertible                                                           | CUSIP: 92939UAN6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     65000 | PA      | $76557.00     | 0.02%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24058.04     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16603.60     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                                | Owens Corning, Inc.                                                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       166 | NS      | $24138.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27182.13     | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19969.27     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core International Equity Fund                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   2533130 | NS      | $28953679.72  | 7.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                   | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $67533.63     | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                    | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26774.40     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Cork & Seal Company, Inc.                                                               | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35994.00     | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137376.81    | 0.03%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38682.41     | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| LIGHTNING PWR LLC                                                                                | Lightning Power, LLC                                                                          | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47657.44     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY                                                        | McDonald's Corporation                                                                        | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39371.74     | 0.01%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29314.37     | 0.01%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                  | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29231.48     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                            | Devon Energy Corporation                                                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     17274 | NS      | $525302.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33532.69     | 0.01%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35622.79     | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL2                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506268.45    | 0.12%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc., Convertible                                                            | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43934.55     | 0.01%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ORGANON FIN 1 LLC                                                                                | Organon & Company/Organon Foreign Debt Co-Issuer BV                                           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $75541.60     | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33115.98     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66280.38     | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                                          | CVR Partners, LP/CVR Nitrogen Finance Corporation                                             | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $47356.97     | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                       | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36698.36     | 0.01%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26265.98     | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                                                                      | Corteva, Inc.                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4440 | NS      | $275235.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VITERRA FIN B V                                                                                  | Viterra Finance BV                                                                            | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $72561.91     | 0.02%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     18805 | NS      | $3468018.10   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53612.07     | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                       | Sysco Corporation                                                                             | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38958.60     | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                                                            | Victoria's Secret & Company                                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63644.93     | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| COSTCO WHSL CORP NEW                                                                             | Costco Wholesale Corporation                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        90 | NS      | $89505.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                                                                        | Greif, Inc.                                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3165 | NS      | $166099.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini S&P Mid-Cap 400 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -40 | NC      | $245011.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                                               | United Rentals, Inc.                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       533 | NS      | $336562.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                                                  | AdaptHealth, LLC                                                                              | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $105502.96    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                           | Standard Chartered plc                                                                        | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     59000 | PA      | $56884.95     | 0.01%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABS                                                                                      | Abbott Laboratories                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2000 | NS      | $261500.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                                                                          | Lululemon Athletica, Inc.                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      1034 | NS      | $279976.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31728.90     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                       | Ecolab, Inc.                                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1996 | NS      | $501854.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-1 LTD / PALMER SQUARE LN FDG 2024-1 LLC                                | Palmer Square Loan Funding, Ltd.                                                              | CUSIP: 69703NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $734986.50    | 0.18%             | 2032-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17861.23     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                            | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36997.34     | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24417.69     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13486.24     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                               | Cascade Funding Mortgage Trust, LLC                                                           | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156103 | PA      | $154585.80    | 0.04%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2383 | NS      | $859047.67    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100524.93    | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | Eurex Euro STOXX 50 Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -84 | NC      | $180761.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE MGMT INC DEL                                                                               | Waste Management, Inc.                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       270 | NS      | $63007.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40316.30     | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24999.74     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REXFORD INDL RLTY L P                                                                            | Rexford Industrial Realty, LP, Convertible                                                    | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57525.00     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIR TRANS SVCS GROUP INC                                                                         | Air Transport Services Group, Inc., Convertible                                               | CUSIP: 00922RAD7<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79520.00     | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831119 | PA      | $740329.82    | 0.18%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVID TR                                                               | BlackRock Enhanced Equity Dividend Trust                                                      | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      1075 | NS      | $8868.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106586.09    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53179.71     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     56000 | PA      | $59498.84     | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                  | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     16000 | PA      | $15839.13     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38646.81     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72549.77     | 0.02%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                              | Macquarie Group, Ltd.                                                                         | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     76000 | PA      | $72949.62     | 0.02%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24656.08     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| A&D MTG TR 2024-NQM4                                                                             | A&D Mortgage Trust                                                                            | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |    372190 | PA      | $373242.36    | 0.09%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Tr                                                                           | GMACM Mortgage Loan Trust                                                                     | CUSIP: 36185MBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45909 | PA      | $39135.10     | 0.01%             | 2035-11-19      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24461.45     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                       | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59801.41     | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                               | Owens-Brockway Glass Container, Inc.                                                          | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22443.75     | 0.01%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LNS 2017-A LLC                                                               | College Avenue Student Loans, LLC                                                             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49397 | PA      | $49785.72     | 0.01%             | 2046-11-26      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                                       | Berkshire Hathaway, Inc.                                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       827 | NS      | $440997.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation, Convertible                                                                 | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    246000 | PA      | $255569.40    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    450000 | PA      | $425555.96    | 0.10%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                                          | Extra Space Storage, Inc.                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1151 | NS      | $168644.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                                                         | SLM Corporation                                                                               | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7226.00      | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FIN INC                                                   | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                                         | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $31295.11     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1796 | NS      | $135472.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22010.93     | 0.01%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                                    | II-VI, Inc.                                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24891.82     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation                                                                 | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51803.11     | 0.01%             | 2025-06-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18865 | NS      | $831191.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103055.24    | 0.03%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                              | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49959.40     | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Cwmbs Inc                                                                                        | CHL Mortgage Pass-Through Trust                                                               | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21463 | PA      | $20804.59     | 0.01%             | 2035-12-20      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BEST BUY INC                                                                                     | Best Buy Company, Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3979 | NS      | $265359.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC BK N A PITTSBURGH PA MEDIUM TERM SUB BK NTS BOOK ENTRY                                       | PNC Bank NA                                                                                   | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34014.94     | 0.01%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                                                     | UGI Corporation, Convertible                                                                  | CUSIP: 902681AA3<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     58000 | PA      | $74141.40     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31347.92     | 0.01%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                                                                         | Necessity Retail REIT, Inc./American Finance Operating Partner, LP                            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16973.14     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $52126.54     | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PARK INTER HLDGS LLC / PK DOMESTIC PPTY LLC / PK FIN CO-ISSUER INC /                             | Park Intermediate Holdings, LLC                                                               | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $73021.12     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST CASH INC                                                                                   | FirstCash, Inc.                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67841.29     | 0.02%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                           | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20160.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PRKCM 2023-AFC2 TR                                                                               | PRKCM Trust                                                                                   | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    302869 | PA      | $304916.63    | 0.07%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80408.90     | 0.02%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HERBALIFE NUTRITION LTD / HLF FING INC                                                           | Herbalife Nutrition, Ltd./HLF Financing, Inc.                                                 | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     38000 | PA      | $37894.96     | 0.01%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5632.11      | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56836.68     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-8                                                                 | Pagaya AI Debt Grantor Trust                                                                  | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208000 | PA      | $208844.69    | 0.05%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     17839 | NS      | $1266747.39   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN CR STRATEGIES INCOME FD                                                                   | Nuveen Credit Strategies Income Fund                                                          | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     12898 | NS      | $67972.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISION DRILLING CORP                                                                          | Precision Drilling Corporation                                                                | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $27190.34     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58128.10     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company, Convertible, 7.625%                                       | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |      2264 | NS      | $113652.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24482.26     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                                    | Regeneron Pharmaceuticals, Inc.                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       370 | NS      | $221541.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BLDG SOLUTIONS INC                                                                      | Standard Building Solutions, Inc.                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27336.25     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26321.46     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEXSTAR ESCROW INC                                                                               | Nexstar Media, Inc.                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33682.14     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2450000 | PA      | $2398099.74   | 0.59%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company                                                            | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49397.40     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HARTFORD INS GROUP INC                                                                           | Hartford Insurance Group, Inc.                                                                | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20992.82     | 0.01%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                                     | Clarivate Science Holdings Corporation                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28308.46     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $37964.44     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                                        | ESAB Corporation                                                                              | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52760.80     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | 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        |      3191 | NS      | $25783.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36332.67     | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     82000 | PA      | $80371.56     | 0.02%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM1 TR                                                                                | PRPM Trust                                                                                    | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $159013.36    | 0.04%             | 2068-01-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| ASCENT RES UTICA HLDGS LLC / ARU FIN CORP                                                        | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                  | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56575.40     | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TR                                                                 | BlackRock Multi-Sector Income Trust                                                           | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |      4902 | NS      | $68922.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTMT CORP / SIX FLAGS THEME PKS INC                                                   | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company   | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14125.58     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HLDGS LLC                                                                        | MPH Acquisition Holdings, LLC                                                                 | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      7603 | PA      | $6994.76      | 0.00%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                                        | Spire, Inc.                                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2471 | NS      | $189130.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDS INC NEW                                                                     | Armstrong World Industries, Inc.                                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        55 | NS      | $7976.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TVC MTG TR 2024-RRTL1                                                                            | TVC Mortgage Trust                                                                            | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $547949.11    | 0.13%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1171509 | PA      | $1103617.98   | 0.27%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                                   | JBT Marel Corporation, Convertible                                                            | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63771.50     | 0.02%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                                     | Fortinet, Inc.                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3811 | NS      | $395429.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41963.41     | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HLDGS INC NEW                                                              | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36016.11     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                                          | TGNR Intermediate Holdings, LLC                                                               | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54217.89     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525797 | PA      | $528035.36    | 0.13%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO AMER INC                                                                       | Roller Bearing Company of America, Inc.                                                       | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60710.66     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32732.42     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71411.43     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54135.78     | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $157535.21    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOLT XCIX LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57235 | PA      | $57198.66     | 0.01%             | 2051-04-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                                                                               | Greenbrier Companies, Inc., Convertible                                                       | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60734.60     | 0.01%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| DIAMOND FGN ASSET CO / DIAMOND FIN LLC                                                           | Diamond Foreign Asset Company/Diamond Finance, LLC                                            | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     22000 | PA      | $21032.22     | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    123000 | PA      | $109658.42    | 0.03%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59595.99     | 0.01%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QS2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267244 | PA      | $257278.34    | 0.06%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FDG LLC                                                                                  | Hotwire Funding, LLC                                                                          | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $430636.05    | 0.11%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1145 | NS      | $1029297.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                                                        | Sunoco, LP                                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84309.37     | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $58987.01     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2024-1 LTD                                                                             | Radnor Re, Ltd.                                                                               | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $554033.48    | 0.14%             | 2034-09-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56042.51     | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57656.06     | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAP INC                                                             | Genting New York, LLC/GENNY Capital, Inc.                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22984.61     | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      9454 | PA      | $9719.15      | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6047 | NS      | $1479217.14   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47262.42     | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35301.40     | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                     | Thermo Fisher Scientific, Inc.                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       663 | NS      | $284427.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2024-NPL3                                                                                   | Pretium Mortgage Credit Partners, LLC                                                         | CUSIP: 69391UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364655 | PA      | $365860.29    | 0.09%             | 2054-04-27      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                                       | Tronox, Inc.                                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22665.29     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18171.49     | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $34937.24     | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43166.28     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE S A                                                                              | Credit Agricole SA                                                                            | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     37000 | PA      | $34154.35     | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103655.45    | 0.03%             | 2025-06-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $109611.26    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                                                | OneSky Flight, LLC                                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62582.65     | 0.02%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2401 | NS      | $987867.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70909.99     | 0.02%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAP INC                                                                                | Accenture Capital, Inc.                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55902.24     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29720.00     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                                                | ConocoPhillips Company                                                                        | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78125.31     | 0.02%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FIN LLC / WYNN RESORTS CAP CORP                                                     | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67051.66     | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38924.39     | 0.01%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                                    | ING Groep NV                                                                                  | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     76000 | PA      | $74023.49     | 0.02%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FD INC                                                            | BlackRock Corporate High Yield Fund, Inc.                                                     | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |      6950 | NS      | $66372.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                                           | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25674.20     | 0.01%             | 2025-09-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41655.89     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVS INC                                                                        | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39045.13     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                    | Allstate Corporation                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1409 | NS      | $279531.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP N V                                                                                    | ING Groep NV                                                                                  | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     54000 | PA      | $55090.39     | 0.01%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc., Convertible                                                                 | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $106600.00    | 0.03%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc., Convertible                                                       | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30307.21     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENT PWR & LT CO                                                                          | Jersey Central Power & Light Company                                                          | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     81000 | PA      | $69885.95     | 0.02%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301058.25    | 0.07%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| S & S HLDGS LLC                                                                                  | S&S Holdings, LLC                                                                             | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58384 | PA      | $54866.16     | 0.01%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.625%                                                                        | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      1125 | NS      | $21251.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54094.17     | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69682.78     | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                                        | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66366.59     | 0.02%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $700836.72    | 0.17%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Iliad Holding SASU                                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     74000 | PA      | $78057.57     | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $33225.12     | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL INC NEW                                                                            | Marriott International, Inc./MD                                                               | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54940.85     | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FIN LLC                                                                              | AstraZeneca Finance, LLC                                                                      | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58566.73     | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                             | Neptune Bidco US, Inc.                                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84550.00     | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3197597 | PA      | $3079673.31   | 0.76%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM PWR OPER LLC                                                                           | TerraForm Power Operating, LLC                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116880.16    | 0.03%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    182120 | PA      | $3748.68      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                                 | Pitney Bowes, Inc.                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13953.29     | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29641.88     | 0.01%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                                                                                 | Jazz Investments I, Ltd., Convertible                                                         | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    122000 | PA      | $132487.86    | 0.03%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                  | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24722.83     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTL INC                                                                          | Mettler-Toledo International, Inc.                                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       100 | NS      | $107057.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                                                                   | CBRE Group, Inc.                                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2058 | NS      | $251446.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA HLDGS INC                                                                                 | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     68000 | PA      | $69134.34     | 0.02%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72089.99     | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPER PARTNERS LP                                                             | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7983.15      | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| INTERDIGITAL INC                                                                                 | InterDigital, Inc., Convertible                                                               | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $86172.12     | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT 5-Yr. U.S. Treasury Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       159 | NC      | $334973.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                                                                                 | Centene Corporation                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    163000 | PA      | $143153.90    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                  | Cascades, Inc./Cascades USA, Inc.                                                             | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     53000 | PA      | $52710.94     | 0.01%             | 2026-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| OPTICS BIDCO S P A                                                                               | FiberCop SPA                                                                                  | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     66000 | PA      | $60949.13     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAM RESH CORP                                                                                    | Lam Research Corporation                                                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       179 | NS      | $12828.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2401228 | PA      | $2102396.98   | 0.52%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XX LTD / SYMPHONY CLO XX LLC                                                        | Symphony CLO XX, Ltd.                                                                         | CUSIP: 87166VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498608.00    | 0.12%             | 2032-01-16      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.250%                                                           | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4100 | NS      | $70520.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786762 | PA      | $718395.08    | 0.18%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                               | Viking Cruises, Ltd.                                                                          | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    139000 | PA      | $138717.92    | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRS INC                                                                                 | Texas Instruments, Inc.                                                                       | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36256.64     | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22713.96     | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CR ALLOCATION INCOME TR                                                                | BlackRock Credit Allocation Income Trust                                                      | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |      8140 | NS      | $86202.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                                                 | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71465.46     | 0.02%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42653.66     | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-3                                                                   | Velocity Commercial Capital Loan Trust                                                        | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263498 | PA      | $266439.52    | 0.07%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99700.57     | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                  | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21069.50     | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1647296 | PA      | $1544726.05   | 0.38%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13178.65     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                | Johnson & Johnson                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      7673 | NS      | $1199366.63   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORE BD TR                                                                             | BlackRock Core Bond Trust                                                                     | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      1273 | NS      | $13379.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc., Convertible                                                    | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66163.20     | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.750%                                                           | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1575 | NS      | $30555.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING PT BRANDS INC                                                                            | Turning Point Brands, Inc.                                                                    | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      2534 | NS      | $155536.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45879.06     | 0.01%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Ishares Tr                                                                                       | iShares Preferred and Income Securities ETF                                                   | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |      2723 | NS      | $82180.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14147.26     | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP                                               | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                   | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16936.75     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WNS HOLDINGS LIMITED                                                                             | WNS Holdings, Ltd.                                                                            | CUSIP: G98196101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |      4311 | NS      | $260901.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FIN LTD                                                                                   | Azorra Finance, Ltd.                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     63000 | PA      | $62513.64     | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2024-1 LLC                                                                     | Business Jet Securities, LLC                                                                  | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404191 | PA      | $409395.84    | 0.10%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., Convertible                                                       | CUSIP: 595017BF0<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103238.87    | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32538.39     | 0.01%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      5253 | NS      | $52530.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                                         | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBT3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49242.05     | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                                       | Evergy, Inc., Convertible                                                                     | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $102990.60    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29772.59     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS L P                                                                                     | Prologis, LP                                                                                  | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43421.07     | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAP GROUP CORP                                                                          | Aviation Capital Group, LLC                                                                   | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41953.24     | 0.01%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation, Convertible                                                          | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    138000 | PA      | $150420.00    | 0.04%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIXTH STR LENDING PARTNERS                                                                       | Sixth Street Lending Partners                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52189.72     | 0.01%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BELL CDA                                                                                         | Bell Telephone Company of Canada                                                              | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $38621.11     | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                   | Microsoft Corporation                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     13181 | NS      | $5209922.06   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61438.57     | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109933.74    | 0.03%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                                  | Alumina, Pty. Ltd.                                                                            | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     24000 | PA      | $23799.58     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc., 4.750%                                                                         | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |       775 | NS      | $15174.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                                                                       | Masco Corporation                                                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       820 | NS      | $49700.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86410.23     | 0.02%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| J P Morgan AlternatIVe Loan Tr                                                                   | J.P. Morgan Alternative Loan Trust                                                            | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56984 | PA      | $42097.67     | 0.01%             | 2036-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35069.54     | 0.01%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $225596.92    | 0.06%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CME Ultra Long Term U.S. Treasury Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        53 | NC      | $-28214.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                        | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61059.83     | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                                  | Best Buy Company, Inc.                                                                        | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31812.46     | 0.01%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FLOATING RATE INCOME STRATEGIES FD INC                                                 | BlackRock Floating Rate Income Strategies Fund, Inc.                                          | CUSIP: 09255X100<br>LEI: UZXE8UOGW61VMG5WLP57 | Long             |  | RF                | US        |       220 | NS      | $2745.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STS LIME & MINERALS INC                                                                   | United States Lime & Minerals, Inc.                                                           | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       364 | NS      | $34037.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ADR                                                                                    | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1133 | NS      | $331051.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42733.58     | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-1                                                                   | Velocity Commercial Capital Loan Trust                                                        | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236331 | PA      | $238077.08    | 0.06%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                         | Acadia Healthcare Company, Inc.                                                               | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34978.35     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51747.99     | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MGMT INC NEW                                                                       | Apollo Global Management, Inc., Convertible, 6.750%                                           | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      2131 | NS      | $153687.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86105.53     | 0.02%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                             | Alpha Generation, LLC                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22420.46     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132E0HN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379247 | PA      | $383317.26    | 0.09%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                        | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92662.35     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                                | MFA Trust                                                                                     | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380955 | PA      | $381738.80    | 0.09%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SURGERY CTR HLDGS INC                                                                            | Surgery Center Holdings, Inc.                                                                 | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23945.53     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                                           | Bank of New York Mellon Corporation                                                           | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41419.06     | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| HARTFORD INS GROUP INC                                                                           | Hartford Insurance Group, Inc.                                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34316.59     | 0.01%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                                        | Shell plc ADR                                                                                 | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      3198 | NS      | $206207.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79899.61     | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                                                                   | AMETEK, Inc.                                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1502 | NS      | $254709.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                        | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850420 | PA      | $786612.55    | 0.19%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRACO INC                                                                                        | Graco, Inc.                                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       205 | NS      | $16730.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26323.44     | 0.01%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc., Convertible                                                            | CUSIP: 84762LAY1<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    132000 | PA      | $122367.42    | 0.03%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                               | Bunge, Ltd. Finance Corporation                                                               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20368.74     | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13654.41     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24571.99     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HOULIHAN LOKEY INC                                                                               | Houlihan Lokey, Inc.                                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1123 | NS      | $182015.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     27212 | PA      | $30130.07     | 0.01%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD & DELTA AIR LINES INC                                                            | Delta Air Lines, Inc./SkyMiles IP, Ltd.                                                       | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13514 | PA      | $13389.77     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENABLE MIDSTREAM PARTNERS LP                                                                     | Energy Transfer, LP                                                                           | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38903.99     | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     57000 | PA      | $57249.87     | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72448.13     | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc.                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29364.17     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39120.06     | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                       | Sysco Corporation                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7773 | NS      | $554992.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41300.32     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| SMUCKER J M CO                                                                                   | J.M. Smucker Company                                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2853 | NS      | $331718.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WTR PRODS INC                                                                            | Mueller Water Products, Inc.                                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44126.81     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     27212 | PA      | $30409.41     | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XV LTD / NEUBERGER BERMAN CLO XV LLC                                        | Neuberger Berman CLO, Ltd.                                                                    | CUSIP: 64129KBL0<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $349269.20    | 0.09%             | 2029-10-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11888.65     | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT U.S. Long Bond                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         2 | NC      | $-4943.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32726.07     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55864.31     | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                                        | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     26000 | PA      | $1820.00      | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VERDE CLO LTD / VERDE CLO LLC                                                                    | VERDE CLO, Ltd.                                                                               | CUSIP: 92338BBC8<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498610.50    | 0.12%             | 2032-04-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18114.41     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENACT HLDGS INC                                                                                  | Enact Holdings, Inc.                                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |        17 | NS      | $608.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                                                               | Mattamy Group Corporation                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $49540.15     | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2023-3                                                                         | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46656RAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    419173 | PA      | $416658.25    | 0.10%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     10658 | NS      | $443692.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123496.89    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19560.60     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Societe Generale SA                                                                           | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $34262.67     | 0.01%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35645.12     | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PTS INC                                                                             | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      4563 | NS      | $149301.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TIBCO SOFTWARE INC                                                                               | Cloud Software Group, Inc.                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121043.42    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                           | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28357.60     | 0.01%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                                         | RLI Corporation                                                                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      4791 | NS      | $354581.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD / AMERN AIRLS INC                                                      | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     62253 | PA      | $60379.38     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| M & T BK CORP                                                                                    | M&T Bank Corporation                                                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1561 | NS      | $264995.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US LLC                                 | Brookfield Residential Properties, Inc./Brookfield Residential US, LLC                        | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     42000 | PA      | $36563.10     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                 | Centene Corporation                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      4308 | NS      | $257833.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                                           | Progress Software Corporation, Convertible                                                    | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     87000 | PA      | $98665.33     | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AGREE RLTY CORP                                                                                  | Agree Realty Corporation                                                                      | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1056 | NS      | $81956.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                                   | Verus Securitization Trust                                                                    | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    226076 | PA      | $202491.63    | 0.05%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SANFILIPPO JOHN B & SON INC                                                                      | John B. Sanfilippo & Son, Inc.                                                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      3804 | NS      | $252091.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC                                                                                  | Tripadvisor, Inc.                                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       177 | NS      | $2203.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                                                      | Trimble, Inc.                                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      8245 | NS      | $512344.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT HLDGS LLC                                                                                    | ITT Holdings, LLC                                                                             | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64827.21     | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                                                     | UGI Corporation                                                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     13497 | NS      | $442566.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COS INC                                                                                   | Cooper Companies, Inc.                                                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       925 | NS      | $75544.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYS INC                                                                                 | Landstar System, Inc.                                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1331 | NS      | $178553.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40474.16     | 0.01%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38359.11     | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                                                     | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138080.00    | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40723.23     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12839.43     | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147985.13    | 0.04%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1735 | NS      | $297309.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS L P / VICI NT CO INC                                                                  | VICI Properties, LP/VICI Note Company, Inc.                                                   | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141506.54    | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    990077 | PA      | $930276.62    | 0.23%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27107.20     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XNZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681009 | PA      | $621838.41    | 0.15%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                              | Gilead Sciences, Inc.                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44908.35     | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17798.17     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SVCS INC                                                                    | Harley-Davidson Financial Services, Inc.                                                      | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58756.38     | 0.01%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                               | Brookfield Finance, Inc.                                                                      | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $56002.78     | 0.01%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62318.35     | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39183.72     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337260 | PA      | $315423.38    | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    127000 | PA      | $117524.49    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                                      | Datadog, Inc.                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1953 | NS      | $199518.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37593.31     | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55931.27     | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A73W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     60048 | PA      | $535.43       | 0.00%             | 2027-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124396.75    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC NEW                                                                          | BellRing Brands, Inc.                                                                         | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21788.33     | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc., Convertible                                                         | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      2347 | PA      | $108102.82    | 0.03%             | 2029-09-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc., 6.375%                                                            | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      1250 | NS      | $29825.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-6 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    471136 | PA      | $471742.63    | 0.12%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                                         | Ryder System, Inc.                                                                            | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52122.01     | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $48580.66     | 0.01%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $56667.91     | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33172.85     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73571.93     | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GATES INDL CORP PLC                                                                              | Gates Industrial Corporation plc                                                              | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     10880 | NS      | $205849.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32138.24     | 0.01%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc., Convertible                                                            | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     49000 | PA      | $132799.76    | 0.03%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL INC NEW                                                                            | Marriott International, Inc./MD                                                               | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42371.25     | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HERCULES CAP INC                                                                                 | Hercules Capital, Inc., Convertible                                                           | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14370.00     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40086.24     | 0.01%             | 2025-08-10      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME Euro Foreign Exchange Currency                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -34 | NC      | $-161640.28   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      5689 | NS      | $485271.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25501.58     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                        | FORVIA SE                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     61000 | PA      | $60730.26     | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24792.92     | 0.01%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 4.250%                                                                        | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2600 | NS      | $44564.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDS INC                                                                                 | Patrick Industries, Inc., Convertible                                                         | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $59292.22     | 0.01%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $59506.19     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                                | INEOS Finance plc                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     84000 | PA      | $78898.81     | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68319.64     | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12805.39     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PMTS INC                                                                                  | Shift4 Payments, Inc., Convertible                                                            | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $126504.00    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KITE RLTY GROUP TR                                                                               | Kite Realty Group Trust                                                                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $4568.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMER INC                                                                            | Willis North America, Inc.                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73946.44     | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLACIER BANCORP INC NEW                                                                          | Glacier Bancorp, Inc.                                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      5394 | NS      | $219859.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33862.75     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       434 | NS      | $15012.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                       | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122098.43    | 0.03%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COMMUNITY TR BANCORP INC                                                                         | Community Trust Bancorp, Inc.                                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $22619.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                                                                                | Waste Pro USA, Inc.                                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56115.46     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2417632 | PA      | $1920852.01   | 0.47%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                       | Viasat, Inc.                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24491.40     | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     12669 | NS      | $413769.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATL CORP IND                                                                            | Lincoln National Corporation                                                                  | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31500.72     | 0.01%             | 2025-05-19      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                        | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2229006 | PA      | $1770457.24   | 0.44%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                                            | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     49760 | PA      | $56160.28     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31442.36     | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55157.85     | 0.01%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                              | Clearway Energy, Inc., Class C                                                                | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       760 | NS      | $22298.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48331.39     | 0.01%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       351 | NS      | $141674.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                                     | KKR & Company, Inc., Convertible, 6.250%                                                      | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      3725 | NS      | $178539.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE LTD DURATION INCOME FD                                                               | Eaton Vance Limited Duration Income Fund                                                      | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |      7017 | NS      | $69398.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37515.11     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                                  | MEG Energy Corporation                                                                        | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26049.08     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRIUMPH BANCORP INC                                                                              | Triumph Financial, Inc.                                                                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      4405 | NS      | $235315.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PPTYS RLTY TR INC                                                                      | Essential Properties Realty Trust, Inc.                                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      9718 | NS      | $312628.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                                                                               | Forestar Group, Inc.                                                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44736.58     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     96000 | PA      | $86230.82     | 0.02%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51272.74     | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $41229.35     | 0.01%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RCO IX MTG LLC 2025-2                                                                            | RCO IX Mortgage, LLC                                                                          | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $325000.00    | 0.08%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1521616.77   | 0.37%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                                 | Vail Resorts, Inc., Convertible                                                               | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79783.75     | 0.02%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                                                              | Badger Infrastructure Solutions, Ltd.                                                         | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      9419 | NS      | $268372.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HLDGS LLC                                                                      | Raven Acquisition Holdings, LLC                                                               | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $47791.92     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                                             | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44380.93     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUT GROUP INC                                                                            | Liberty Mutual Group, Inc.                                                                    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14165.70     | 0.00%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                                      | Avient Corporation                                                                            | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20775.51     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc., Class C                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15233 | NS      | $2450837.37   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     79000 | PA      | $79101.44     | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60728.22     | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN B V                                                                    | Deutsche Telekom International Finance BV                                                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    132000 | PA      | $155303.21    | 0.04%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | ICE US mini MSCI Emerging Markets Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        78 | NC      | $-81315.59    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILS CORP                                                                       | Algonquin Power & Utilities Corporation                                                       | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $105141.59    | 0.03%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OH                                                                              | Progressive Corporation                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       938 | NS      | $264272.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION HOMES INC                                                                               | Champion Homes, Inc.                                                                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5197 | NS      | $449540.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                                    | Medtronic plc                                                                                 | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      6058 | NS      | $513476.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                                                                        | Crocs, Inc.                                                                                   | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25985.68     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                                               | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     46000 | PA      | $43410.74     | 0.01%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37332.77     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                    | Allstate Corporation, 5.100%                                                                  | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      5200 | NS      | $107796.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38298.48     | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                                  | KeHE Distributors, LLC/KeHE Finance Corporation/NextWave Distribution, Inc.                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $50127.05     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        85 | NS      | $19644.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HLDG LTD                                                                                  | Athene Holding, Ltd., 5.625%                                                                  | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      1550 | NS      | $29558.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                                                         | Snap, Inc., Convertible                                                                       | CUSIP: 83304AAJ5<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94012.50     | 0.02%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BD CO BV                                                                                   | Ziggo Bond Company BV                                                                         | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     33000 | PA      | $29255.26     | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69190.00     | 0.02%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| M & T BK CORP                                                                                    | M&T Bank Corporation                                                                          | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     82000 | PA      | $75033.06     | 0.02%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2024-1                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266671 | PA      | $266530.58    | 0.07%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37590.68     | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37477.83     | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXLSERVICE HLDGS INC                                                                             | ExlService Holdings, Inc.                                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      4137 | NS      | $200561.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7230 | NS      | $119439.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                                                       | Nasdaq, Inc.                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      6286 | NS      | $479056.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO CAP PLC                                                                                   | Diageo Capital plc                                                                            | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $37334.91     | 0.01%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49690.08     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HLDGS INC                                                                            | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    154000 | PA      | $131867.19    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL2 LLC                                                                               | Pretium Mortgage Credit Partners, LLC                                                         | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $494449.80    | 0.12%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                                     | Coca-Cola Company                                                                             | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37674.18     | 0.01%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28369.94     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47969.51     | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64008.87     | 0.02%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| PORTLAND GEN ELEC CO                                                                             | Portland General Electric Company                                                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      3801 | NS      | $160098.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID BANCSHARES INC                                                                         | First Mid-Illinois Bancshares, Inc.                                                           | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $4479.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COS INC                                                                             | Williams Companies, Inc.                                                                      | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69710.89     | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN                                                                                      | ICE mini MSCI EAFE Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        68 | NC      | $97371.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                                                         | Hometrust Bancshares, Inc.                                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $14987.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TR                                                                   | National Storage Affiliates Trust                                                             | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |      8357 | NS      | $310880.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN ENERGY GAS HLDGS LLC                                                                     | Eastern Energy Gas Holdings, LLC                                                              | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111484.67    | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY S A                                                                           | Spotify Technology SA                                                                         | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       557 | NS      | $341986.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                    | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      5239 | NS      | $879994.83    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HLDGS CORP                                                                               | Envista Holdings Corporation, Convertible                                                     | CUSIP: 29415FAB0<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7950.40      | 0.00%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| CROCS INC                                                                                        | Crocs, Inc.                                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2062 | NS      | $198818.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                 | Outfront Media Capital, LLC/Outfront Media Capital Corporation                                | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $40660.31     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEDPACE HLDGS INC                                                                                | Medpace Holdings, Inc.                                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       453 | NS      | $139700.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37065.72     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                                         | Ferguson Enterprises, Inc.                                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1597 | NS      | $270947.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       156 | NS      | $33642.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67186.91     | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT 2-Yr. U.S. Treasury Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        47 | NC      | $85798.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                                                            | Twist Bioscience Corporation                                                                  | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      4448 | NS      | $170447.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $124028.88    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP NEW                                                                                | Amphenol Corporation                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      6842 | NS      | $526491.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                              | Procter & Gamble Company                                                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2219 | NS      | $360742.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                                                        | Warner Brothers Discovery, Inc.                                                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     23509 | NS      | $203823.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LA Z BOY INC                                                                                     | La-Z-Boy, Inc.                                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      5296 | NS      | $209192.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40814.22     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33977.53     | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EOG RES INC                                                                                      | EOG Resources, Inc.                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2473 | NS      | $272846.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39253.43     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16752.79     | 0.00%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GEORGIA PWR CO                                                                                   | Georgia Power Company                                                                         | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24936.45     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2032.79      | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BK CINCINNATI OHIO MEDIUM TERM SUB BK NTS BOOK ENTRY                                 | Fifth Third Bank NA                                                                           | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100039.25    | 0.02%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DIGITAL RLTY TR LP                                                                               | Digital Realty Trust, LP, Convertible                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87284.40     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Banc America AlternatIVe Loan Tr                                                                 | Banc of America Alternative Loan Trust                                                        | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222362 | PA      | $197477.33    | 0.05%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                                   | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $57184.11     | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412612 | PA      | $331815.25    | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                                                                   | TechnipFMC plc                                                                                | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      5544 | NS      | $156174.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15395.61     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50647.56     | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                                    | Life Time, Inc.                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34890.26     | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    197000 | PA      | $154829.62    | 0.04%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24310.72     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| VZ SECD FING BV                                                                                  | VZ Secured Financing BV                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     89000 | PA      | $77665.49     | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                           | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16323.26     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LABCORP HLDGS INC                                                                                | Labcorp Holdings, Inc.                                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2020 | NS      | $486840.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120170.89    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                         | APA Corporation                                                                               | CUSIP: 03743QAD0<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56874.46     | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75145.47     | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                                                     | Enerflex, Ltd.                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $19432.74     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2022-1 LLC                                                                     | Business Jet Securities, LLC                                                                  | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168050 | PA      | $164524.03    | 0.04%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589FE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |   1100000 | PA      | $1099353.75   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                    | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4963.19      | 0.00%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                             | Federal Realty OP, LP, Convertible                                                            | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24900.00     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                       | Phinia, Inc.                                                                                  | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35324.41     | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     67693 | PA      | $1383.53      | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                                                     | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55532.57     | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33580.95     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM2                                                                             | A&D Mortgage Trust                                                                            | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    397746 | PA      | $402634.26    | 0.10%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| HLF FING SARL LLC / HERBALIFE INTL INC                                                           | HLF Financing SARL, LLC/Herbalife International, Inc.                                         | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12732.91     | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp, 4.950%                                                                   | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      1550 | NS      | $32953.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HLDGS CORP                                                                               | Envista Holdings Corporation, Convertible                                                     | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34413.75     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                              | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41443.35     | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                                                     | Frontier Communications Holdings, LLC                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59932.14     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22247.68     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                       | Kenvue, Inc.                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     19687 | NS      | $464613.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CDA                                                                                         | Bell Telephone Company of Canada                                                              | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     31500 | PA      | $31258.75     | 0.01%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                                                  | Western Alliance Bancorp                                                                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      2756 | NS      | $192120.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNERA CORP                                                                                     | Magnera Corporation                                                                           | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58629.06     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16585.23     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36756.36     | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EXPEDITORS INTL WASH INC                                                                         | Expeditors International of Washington, Inc.                                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1956 | NS      | $214983.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                                                                                   | BankUnited, Inc.                                                                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       319 | NS      | $10434.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48737.47     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26605.55     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     60185 | PA      | $977.88       | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29642.76     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87858.90     | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY L P / GENESIS ENERGY FIN CORP                                                     | Genesis Energy LP/Genesis Energy Finance Corporation                                          | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $66165.11     | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUNT J B TRANS SVCS INC                                                                          | JB Hunt Transport Services, Inc.                                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1801 | NS      | $235174.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    154763 | PA      | $2927.42      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45913.06     | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HECLA MNG CO                                                                                     | Hecla Mining Company                                                                          | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30075.60     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11805 | NS      | $960927.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80403.20     | 0.02%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63264.82     | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Iliad Holding SASU                                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $40545.27     | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BK NEW CASTLE DEL                                                                       | Discover Bank                                                                                 | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76596.73     | 0.02%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM2                                                                             | A&D Mortgage Trust                                                                            | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    178986 | PA      | $181687.04    | 0.04%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     47000 | PA      | $49576.07     | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                                | Marriott Vacations Worldwide Corporation, Convertible                                         | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63904.60     | 0.02%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                   | Albemarle Corporation                                                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1909 | NS      | $111771.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                | Atmos Energy Corporation                                                                      | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32107.61     | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY TR INC                                                                           | Healthcare Realty Trust, Inc.                                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     20311 | NS      | $315429.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                                                      | Ameren Corporation                                                                            | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42655.82     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ishares Tr                                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                           | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |      1403 | NS      | $151495.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERDIGITAL INC                                                                                 | InterDigital, Inc.                                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $6030.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                            | GFL Environmental, Inc.                                                                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $84777.77     | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                         | Allison Transmission, Inc.                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17069.36     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEGER HLDGS CORP                                                                               | Integer Holdings Corporation, Convertible                                                     | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    108000 | PA      | $114048.00    | 0.03%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HLDGS LLC                                                                        | MPH Acquisition Holdings, LLC                                                                 | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     14559 | PA      | $11283.23     | 0.00%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                                        | Adobe, Inc.                                                                                   | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112286.47    | 0.03%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Banc America Mortgage Secs Inc                                                                   | Banc of America Mortgage Securities Trust                                                     | CUSIP: 05949CFW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19907 | PA      | $17222.28     | 0.00%             | 2035-09-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                   | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $67678.10     | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       405 | NS      | $248386.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385JE7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $198229.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26052.76     | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                 | Welltower OP, LLC, Convertible                                                                | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $211705.00    | 0.05%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28523.91     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PPTYS L P                                                                       | COPT Defense Properties, LP, Convertible                                                      | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23026.50     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                 | Entergy Corporation                                                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8766 | NS      | $729068.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CORELOGIC INC                                                                                    | CoreLogic, Inc.                                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16087.38     | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                         | Acadia Healthcare Company, Inc.                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30973.05     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                      | Textron, Inc.                                                                                 | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55052.47     | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                                              | Star Leasing Company, LLC                                                                     | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22423.39     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| APTIV PLC NEW                                                                                    | Aptiv plc                                                                                     | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      3419 | NS      | $195088.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                                            | AECOM                                                                                         | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28934.12     | 0.01%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    162000 | PA      | $140714.79    | 0.03%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U S ACUTE CARE SOLUTIONS LLC                                                                     | US Acute Care Solutions, LLC                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52789.41     | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43016.78     | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39999.91     | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32067.26     | 0.01%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.625%                                                              | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3175 | NS      | $61912.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                                                                   | Littelfuse, Inc.                                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       905 | NS      | $164990.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65662.94     | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                             | Western Digital Corporation, Convertible                                                      | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    201000 | PA      | $272757.00    | 0.07%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JFROG LTD                                                                                        | JFrog, Ltd.                                                                                   | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5574 | NS      | $188233.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT CO                                                                                     | Crane NXT Company                                                                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      4548 | NS      | $213392.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $53038.96     | 0.01%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| MATADOR RES CO                                                                                   | Matador Resources Company                                                                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      3666 | NS      | $144953.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC                                                                        | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12404.34     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $85905.36     | 0.02%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDS INC                                                                               | Winnebago Industries, Inc., Convertible                                                       | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48104.00     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc., 4.750%                                                                            | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      4975 | NS      | $94823.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSN HLDGS INC                                                                    | Knight-Swift Transportation Holdings, Inc.                                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5078 | NS      | $198905.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41783.14     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                             | RLJ Lodging Trust, LP                                                                         | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23498.38     | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODTN INC                                                                                 | Talos Production, Inc.                                                                        | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13420.95     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS L P / ALBERTSONS LLC                           | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                   | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37570.16     | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN TR CORP                                                                                 | Northern Trust Corporation                                                                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3202 | NS      | $300923.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEINE ENERGY LTD                                                                                 | Teine Energy, Ltd.                                                                            | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $37969.73     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                        | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    960151 | PA      | $913844.29    | 0.22%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34240.09     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER S A U                                                                      | Grifols SA                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     54000 | PA      | $50267.29     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33831.98     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                   | U.S. Bancorp                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       309 | NS      | $12465.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                                  | Ladder Capital Finance Holdings, LLLP/Ladder Capital Finance Corporation                      | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27277.90     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63773.23     | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68375.05     | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP / SUNOCO FIN CORP                                                                      | Sunoco, LP/Sunoco Finance Corporation                                                         | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43788.30     | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVIII LTD / SCULPTOR CLO XXVIII LLC                                                | Sculptor CLO XXVIII, Ltd.                                                                     | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $493637.50    | 0.12%             | 2035-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                                                          | ANI Pharmaceuticals, Inc., Convertible                                                        | CUSIP: 00182CAB9<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $64293.91     | 0.02%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation STRIPS                                                 | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    307317 | PA      | $28988.22     | 0.01%             | 2035-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                     | QUALCOMM, Inc.                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6246 | NS      | $927281.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                                          | Sotera Health Holdings, LLC                                                                   | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29743.59     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HBRS INC                                                                                   | Clean Harbors, Inc.                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56023.00     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132E0P71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223818 | PA      | $180244.61    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARES MGMT CORP                                                                                   | Ares Management Corporation, Convertible, 6.750%                                              | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      2222 | NS      | $109700.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28073.04     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65288.88     | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $31226.09     | 0.01%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                                    | TopBuild Corporation                                                                          | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15298.41     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35456.70     | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                                   | State Street Corporation                                                                      | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27095.31     | 0.01%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                         | Agilent Technologies, Inc.                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2999 | NS      | $322692.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202608.54    | 0.05%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                                    | Automatic Data Processing, Inc.                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1301 | NS      | $391080.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDL N V                                                                                     | CNH Industrial NV                                                                             | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     34757 | NS      | $402138.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $185195.31    | 0.05%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERINT SYS INC                                                                                   | Verint Systems, Inc., Convertible                                                             | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57736.16     | 0.01%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VORNADO RLTY L P                                                                                 | Vornado Realty, LP                                                                            | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17028.50     | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPER L P / ALLIANCE RESOURCE FIN CORP                                          | Alliance Resource Operating Partners, LP/Alliance Resource Finance Corporation                | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42320.94     | 0.01%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36746.74     | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                             | Duke Energy Ohio, Inc.                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37091.41     | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Energy Corporation                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      2226 | NS      | $288556.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                                                        | Tesla, Inc.                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4242 | NS      | $1196922.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                   | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45776.57     | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZEGONA FIN PLC                                                                                   | Zegona Finance plc                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     29000 | PA      | $30839.18     | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15527.74     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER LLC / ILLUMINATE HLDGS IV INC                                                   | Illuminate Buyer, LLC/Illuminate Holdings IV, Inc.                                            | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32032.96     | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                 | Altria Group, Inc.                                                                            | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41165.99     | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $46103.24     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36344.64     | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38729.06     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       733 | NS      | $135289.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                               | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62716.21     | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECD FING DESIGNATED ACTIVITY CO                                                         | LCPR Senior Secured Financing DAC                                                             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     49000 | PA      | $40274.14     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 7.125%                                                                        | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2800 | NS      | $70560.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $183706.89    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                                | Take-Two Interactive Software, Inc.                                                           | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51932.72     | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK ONT                                                                          | Toronto-Dominion Bank                                                                         | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $34108.31     | 0.01%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101756 | PA      | $1056617.41   | 0.26%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH, 4.500%                                                        | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      1550 | NS      | $27326.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                  | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27402.02     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77172.68     | 0.02%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PAGAYA AI DEBT GRANTOR TR 2024-11                                                                | Pagaya AI Debt Grantor Trust                                                                  | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333985 | PA      | $333715.72    | 0.08%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                                   | Verus Securitization Trust                                                                    | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $551098.19    | 0.14%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                                           | GE HealthCare Technologies, Inc.                                                              | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60940.50     | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                               | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26699.35     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                            | Waste Connections, Inc.                                                                       | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17990.43     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $25644.82     | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                                  | Ladder Capital Finance Holdings, LLLP/Ladder Capital Finance Corporation                      | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $70833.90     | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68233.14     | 0.02%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32461.63     | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPL OPPORTUNITIES FD LP / DRAWBRIDGE SPL OPPORTUNITIES FIN CORP                       | Drawbridge Special Opportunities Fund, LP                                                     | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88335.77     | 0.02%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36364.31     | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ABRDN INCOME CR STRATEGIES FD                                                                    | abrdn Income Credit Strategies Fund                                                           | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |     11089 | NS      | $62209.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                                         | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAC1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38291.17     | 0.01%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                             | Howard Midstream Energy Partners, LLC                                                         | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $80863.49     | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78021.09     | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29933.70     | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48797.94     | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VI-C LTD / CARVAL CLO VI-C LLC                                                        | CarVal CLO, Ltd.                                                                              | CUSIP: 14686FAG3<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-O            | CORP              | XX        |    300000 | PA      | $300031.80    | 0.07%             | 2034-04-21      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55396.00     | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                               | Archrock Partners, LP/Archrock Partners Finance Corporation                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29948.93     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17515.60     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99340.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2635 | NS      | $365158.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2018-BNK12                                                                                  | BANK 2018-BNK12                                                                               | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $585346.98    | 0.14%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN & INFRASTRUCTURE INVS LLC                                                        | Fortress Transportation and Infrastructure Investors, LLC                                     | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40532.12     | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                           | Array Technologies, Inc., Convertible                                                         | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    136000 | PA      | $93500.00     | 0.02%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                       | Zoetis, Inc.                                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1967 | NS      | $307638.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PPTYS INC                                                                           | Summit Hotel Properties, Inc., Convertible                                                    | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53564.00     | 0.01%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QS2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851067 | PA      | $816623.91    | 0.20%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53733.74     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                             | WEC Energy Group, Inc., Convertible                                                           | CUSIP: 92939UAQ9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     69000 | PA      | $82930.50     | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BK COLUMBUS GA                                                                           | Synovus Bank                                                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40136.31     | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31583.98     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc.                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61195.00     | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                                                                   | Noble Corporation plc                                                                         | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      5844 | NS      | $127048.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47756.32     | 0.01%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1759484 | PA      | $1481069.75   | 0.36%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     99000 | PA      | $95548.92     | 0.02%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HLDGS LLC                                                                        | Fortitude Group Holdings, LLC                                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114655.47    | 0.03%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.700%                                                                        | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       300 | NS      | $5664.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59844.47     | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $44737.19     | 0.01%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BARRETT BUSINESS SVCS INC                                                                        | Barrett Business Services, Inc.                                                               | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      6581 | NS      | $266925.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD RLTY OPER PARTNERSHIP LP                                                               | Americold Realty Operating Partnership, LP                                                    | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75072.86     | 0.02%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                       | Advanced Drainage Systems, Inc.                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57879.23     | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                                | Tractor Supply Company                                                                        | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40167.99     | 0.01%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RANGE RES CORP                                                                                   | Range Resources Corporation                                                                   | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42542.63     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2023-RTL4                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $354130.42    | 0.09%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS PARTNERS L P                                                                    | Enterprise Products Partners, LP                                                              | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     17169 | NS      | $513353.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                   | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48101.48     | 0.01%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                                                                  | Sprint Capital Corporation                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $72017.13     | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                       | Oncor Electric Delivery Company, LLC                                                          | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48649.01     | 0.01%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20167.88     | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19790.12     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TREX CO INC                                                                                      | Trex Company, Inc.                                                                            | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3375 | NS      | $195142.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26966.70     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KORN FERRY                                                                                       | Korn Ferry                                                                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2916 | NS      | $179917.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FIN PLC                                                                                | eG Global Finance plc                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     14000 | PA      | $15397.66     | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33505.44     | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                         | New York Life Global Funding                                                                  | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39014.14     | 0.01%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FIN PLC                                                                                | Belron UK Finance plc                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $44942.69     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc New                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22108.05     | 0.01%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     17000 | PA      | $16856.25     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                                                               | RXO, Inc.                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24394.23     | 0.01%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLDGS INC                                                                            | Lamb Weston Holdings, Inc.                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23819.06     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27294.70     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36535.19     | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NUVEEN CR STRATEGIES INCOME FD                                                                   | Nuveen Credit Strategies Income Fund, Rights                                                  | CUSIP: 67073D110<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             | EC               | CORP              | US        |     12898 | NS      | $1.29         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39919.04     | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| HOME RE 2023-1 LTD                                                                               | Home RE, Ltd.                                                                                 | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $360491.29    | 0.09%             | 2033-10-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERS CARE CO                                                                            | Edgewell Personal Care Company                                                                | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49119.73     | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IDEXX LABS INC                                                                                   | IDEXX Laboratories, Inc.                                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       616 | NS      | $266512.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP NEW                                                                          | Peabody Energy Corporation, Convertible                                                       | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136315.00    | 0.03%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD / PALMER SQUARE LN FDG 2024-2 LLC                                | Palmer Square Loan Funding, Ltd.                                                              | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $245491.25    | 0.06%             | 2033-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26346.62     | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLEXUS CORP                                                                                      | Plexus Corporation                                                                            | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      1006 | NS      | $123164.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PPTY GROUP L P                                                                             | Simon Property Group, LP                                                                      | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41768.38     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $192332.54    | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                                                        | Build-A-Bear Workshop, Inc.                                                                   | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      1723 | NS      | $60787.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC                                                              | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $424551.20    | 0.10%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96436.47     | 0.02%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                         | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40708.39     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $18134.39     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FIN 2019 INC / CSL CAP LLC                                          | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                               | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $80393.61     | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XBZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1956209 | PA      | $1653229.20   | 0.41%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                    | Smyrna Ready Mix Concrete, LLC                                                                | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85156.42     | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $139532.22    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385GN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    500000 | PA      | $497851.95    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                                       | Vertex Pharmaceuticals, Inc.                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       717 | NS      | $365311.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                                                       | NetApp, Inc.                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       422 | NS      | $37874.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                           | USA Compression Partners, LP/USA Compression Finance Corporation                              | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $47455.48     | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    117000 | PA      | $105519.26    | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC NEW                                                                                | BlackRock Funding, Inc.                                                                       | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $36898.73     | 0.01%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADMA BIOLOGICS INC                                                                               | ADMA Biologics, Inc.                                                                          | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8792 | NS      | $209249.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36537.38     | 0.01%             | 2025-09-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RES CORP                                                                              | California Resources Corporation                                                              | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32415.80     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                                   | Open Text Corporation                                                                         | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $70026.29     | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                            | Norfolk Southern Corporation                                                                  | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65229.00     | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHS CORP                                                                | International Business Machines Corporation                                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3132 | NS      | $757380.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                                           | Trane Technologies plc                                                                        | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1057 | NS      | $405158.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley, 5.850%                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2290 | NS      | $51983.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                                                            | Burlington Stores, Inc., Convertible                                                          | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $62769.00     | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                                         | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74572.55     | 0.02%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45961.49     | 0.01%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN B V                                                                        | Trivium Packaging Finance                                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     41000 | PA      | $40597.23     | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIANGLE RE 2023-1 LTD                                                                           | Triangle Re, Ltd.                                                                             | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    332421 | PA      | $336522.00    | 0.08%             | 2033-11-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                                    | Open Text Holdings, Inc.                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $64685.20     | 0.02%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43094.87     | 0.01%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81356.06     | 0.02%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37573.68     | 0.01%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29227.80     | 0.01%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG BANCORP                                                                                      | OFG Bancorp                                                                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       836 | NS      | $32896.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43945.37     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21577.04     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, 4.950%                                                                      | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      2750 | NS      | $55137.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78891.49     | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                                     | Walgreens Boots Alliance, Inc.                                                                | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14846.79     | 0.00%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                          | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68405.69     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40595.89     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AE4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     22657 | PA      | $88.23        | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                      | Equinix, Inc.                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       258 | NS      | $222073.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31765.33     | 0.01%             | 2030-06-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                       | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     44000 | PA      | $41611.40     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CDX HY 44, 5 Year, at 5.00%, Quarterly                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    915000 | OU      | $17932.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSG SYS INTL INC                                                                                 | CSG Systems International, Inc., Convertible                                                  | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |     76000 | PA      | $82498.00     | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69826.06     | 0.02%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74898.62     | 0.02%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                      | Ventas Realty, LP, Convertible                                                                | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     68000 | PA      | $89488.00     | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BJS WHSL CLUB HLDGS INC                                                                          | BJ's Wholesale Club Holdings, Inc.                                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2315 | NS      | $272151.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLT CVI LLC                                                                                     | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255716 | PA      | $251059.49    | 0.06%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      3943 | NS      | $417011.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATLS INC                                                                                | Applied Materials, Inc.                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2281 | NS      | $343769.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SVC ENTERPRISE GROUP INC                                                                  | Public Service Enterprise Group, Inc.                                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      5117 | NS      | $409001.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18430.00     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35435.53     | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                                     | Calpine Corporation                                                                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50860.53     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK MONTREAL QUE                                                                                | Bank of Montreal                                                                              | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $33788.69     | 0.01%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                                                  | Baker Hughes Company                                                                          | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3291 | NS      | $116501.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                                                                   | ServiceNow, Inc.                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       971 | NS      | $927314.71    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP / SEALED AIR CORP US                                                             | Sealed Air Corporation/Sealed Air Corporation (US)                                            | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $44324.90     | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                             | Kraft Heinz Foods Company                                                                     | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82540.50     | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                              | Meritage Homes Corporation                                                                    | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70234.56     | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRTUS DIVID INT & PREM STRATEGY FD                                                              | Virtus Dividend, Interest & Premium Strategy Fund                                             | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |      5085 | NS      | $59138.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                                                   | S&P Global, Inc.                                                                              | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36726.67     | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLS CO                                                                               | Southwest Airlines Company                                                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      7403 | NS      | $206987.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PALANTIR TECHNOLOGIES INC                                                                        | Palantir Technologies, Inc.                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      3332 | NS      | $394642.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76275.19     | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FING NTS IV DESIGNATED ACTIVITY CO                                           | Virgin Media Vendor Financing Notes IV DAC                                                    | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     37000 | PA      | $35784.52     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28574.51     | 0.01%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation, 4.450%                                                            | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |       775 | NS      | $15035.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | NextEra Energy, Inc., Convertible, 6.926%                                                     | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      1688 | NS      | $64988.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48476.94     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                                         | Moog, Inc.                                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1235 | NS      | $206553.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WTR CAP CORP                                                                            | American Water Capital Corporation                                                            | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54273.20     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY L P / GENESIS ENERGY FIN CORP                                                     | Genesis Energy LP/Genesis Energy Finance Corporation                                          | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45918.84     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34983.05     | 0.01%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FS KKR CAP CORP                                                                                  | FS KKR Capital Corporation                                                                    | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39442.47     | 0.01%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41922.46     | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RES OPER LLC                                                                             | Permian Resources Operating, LLC                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57696.01     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                                                               | Pioneer Natural Resources Company                                                             | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49170.65     | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     93000 | PA      | $92708.58     | 0.02%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS P L C                                                                                | BP Capital Markets plc                                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54764.00     | 0.01%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SVC INC                                                                            | United Parcel Service, Inc.                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3509 | NS      | $334407.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc., Convertible                                                              | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    229000 | PA      | $269663.25    | 0.07%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                                  | PPL Capital Funding, Inc.                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58993.69     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $278107.77    | 0.07%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35007.28     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    125911 | PA      | $2697.96      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINL SVCS                                                                               | Discover Financial Services                                                                   | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21328.11     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                                        | Stonepeak Nile Parent, LLC                                                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19289.75     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      4277 | NS      | $554769.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                       | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     39000 | PA      | $37755.73     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                       | Penske Truck Leasing Company, LP/PTL Finance Corporation                                      | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $37738.72     | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63288.87     | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                   | U.S. Bancorp, 4.000%                                                                          | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      2650 | NS      | $43142.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Tr                                                                       | Citigroup Mortgage Loan Trust, Inc.                                                           | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |     81783 | PA      | $80362.05     | 0.02%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC                                    | Barings Loan Partners CLO, Ltd. 2                                                             | CUSIP: 06763BAN9<br>LEI: 549300J1ZQ7BWN0H0X91 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $490622.50    | 0.12%             | 2034-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HOLCIM FIN US LLC                                                                                | Holcim Finance US, LLC                                                                        | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43977.94     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HLDGS LP / SCIENTIFIC GAMES US FINCO INC                                        | Scientific Games Holdings, LP/Scientific Games US FinCo, Inc.                                 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19035.82     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28552.58     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1161 | NS      | $394786.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                                           | XPLR Infrastructure, LP, Convertible                                                          | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33840.00     | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5200000 | PA      | $5188774.34   | 1.28%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                                                       | Bridgewater Bancshares, Inc.                                                                  | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     10563 | NS      | $162564.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TASEKO MINES LTD                                                                                 | Taseko Mines, Ltd.                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $56543.54     | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                     | NNN REIT, Inc.                                                                                | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33313.18     | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HLDGS INC NEW                                                              | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46669.79     | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TR                                                                             | Pebblebrook Hotel Trust, Convertible                                                          | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    242000 | PA      | $224769.60    | 0.06%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS P L C                                                                                | BP Capital Markets plc                                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47455.16     | 0.01%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51496.43     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Structured Adj Rate Mortgage Loan Tr                                                             | Structured Adjustable Rate Mortgage Loan Trust                                                | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44618 | PA      | $37861.59     | 0.01%             | 2035-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103794.00    | 0.03%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     48000 | PA      | $54026.62     | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                                     | Hess Midstream Operations, LP                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $57260.41     | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                            | MidAmerican Energy Company                                                                    | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    158000 | PA      | $147298.42    | 0.04%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                    | Sinclair Television Group, Inc.                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11878.32     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41261.47     | 0.01%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN S A                                                                      | Consolidated Energy Finance SA                                                                | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    161000 | PA      | $125296.64    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PKS & ENTMT INC                                                                         | SeaWorld Parks and Entertainment, Inc.                                                        | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61780.75     | 0.02%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP                                                                                | TotalEnergies Capital SA                                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    117000 | PA      | $110528.64    | 0.03%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74866.27     | 0.02%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELEC CO                                                                          | San Diego Gas & Electric Company                                                              | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36974.49     | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| F N B CORP PA                                                                                    | F.N.B. Corporation                                                                            | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     14221 | NS      | $186152.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRS INC                                                                                   | MKS Instruments, Inc., Convertible                                                            | CUSIP: 55306NAA2<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    228000 | PA      | $196064.38    | 0.05%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through                               | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877245 | PA      | $849261.45    | 0.21%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP                                         | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                            | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $54650.67     | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                    | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35997.01     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 TR                                                                               | PRKCM Trust                                                                                   | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267282 | PA      | $272688.98    | 0.07%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-2                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181915 | PA      | $176537.38    | 0.04%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32710.76     | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2024-2 LLC                                                                     | Business Jet Securities, LLC                                                                  | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330658 | PA      | $328358.59    | 0.08%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP                                               | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $106203.73    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                              | Station Casinos, LLC                                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42486.70     | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                                                               | Pretium Mortgage Credit Partners, LLC                                                         | CUSIP: 74136TAB4<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $149150.25    | 0.04%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     76920 | PA      | $1361.68      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     66000 | PA      | $65539.98     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FIN CORP                                         | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                             | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $50556.20     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    194413 | PA      | $14320.55     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34376.31     | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32411.42     | 0.01%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                               | Ryan Specialty, LLC                                                                           | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49385.60     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39260.50     | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALIA                                                                        | Commonwealth Bank of Australia                                                                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $39622.01     | 0.01%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                               | NextEra Energy, Inc., Convertible, 7.299%                                                     | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      2357 | NS      | $109341.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                                                           | Columbia Sportswear Company                                                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1753 | NS      | $108984.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37122.65     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini Russell 2000 Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -92 | NC      | $197787.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33041.30     | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2024-RTL1                                                                             | Roc Mortgage Trust                                                                            | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399103.92    | 0.10%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREAS UNLIMITED CO                                                                 | Smurfit Kappa Treasury, ULC                                                                   | CUSIP: 83272GAB7<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     60000 | PA      | $57520.08     | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE L P                                                                          | Extra Space Storage, LP                                                                       | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34151.00     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HLDG CORP                                                                               | Playtika Holding Corporation                                                                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48271.75     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                                                                 | Zillow Group, Inc., Class C                                                                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       781 | NS      | $52584.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PPTYS TR                                                                                 | Service Properties Trust                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19099.33     | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation, 4.800%                                                     | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       775 | NS      | $14074.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, Convertible                                                                 | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    154000 | PA      | $172788.00    | 0.04%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                           | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19569.00     | 0.00%             | 2029-01-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                           | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    102000 | PA      | $97544.42     | 0.02%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| J P Morgan Mortgage Tr                                                                           | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68004 | PA      | $47445.50     | 0.01%             | 2036-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMSTED INDS INC                                                                                  | Amsted Industries, Inc.                                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56252.17     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2023-PJ3                                                                   | GS Mortgage-Backed Securities Trust                                                           | CUSIP: 36270FAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    504825 | PA      | $505117.04    | 0.12%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20369.46     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HUB INTL LTD                                                                                     | HUB International, Ltd.                                                                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81942.20     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34399.55     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                              | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13738.44     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 4.375%                                                           | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3175 | NS      | $55784.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAP CORP II                                                                             | Blue Owl Capital Corporation II                                                               | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39574.88     | 0.01%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44386.31     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29618.13     | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128619.35    | 0.03%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81861.61     | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                               | Bausch + Lomb Corporation                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $16620.80     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140829.38    | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98307.63     | 0.02%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $554968.75    | 0.14%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91028.52     | 0.02%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP / MEDLINE CO-ISSUER INC                                                      | Medline Borrower, LP/Medline Co-Issuer, Inc.                                                  | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29221.94     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SVCS LLC / WINDSTREAM ESCROW FIN CORP                                                 | Windstream Services, LLC/Windstream Escrow Finance Corporation                                | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33782.73     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68680.96     | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                       | Wyeth, LLC                                                                                    | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     98000 | PA      | $108016.09    | 0.03%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vanguard Scottsdale Fds                                                                          | Vanguard Short-Term Corporate Bond ETF                                                        | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      3634 | NS      | $287740.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QSLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372152 | PA      | $367628.88    | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                                   | Columbia Pipelines Holding Company, LLC                                                       | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42591.86     | 0.01%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                           | Northern Oil and Gas, Inc., Convertible                                                       | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79505.70     | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc., Convertible                                            | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $71584.00     | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KILROY RLTY L P                                                                                  | Kilroy Realty, LP                                                                             | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55814.38     | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149898.19    | 0.04%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46709.48     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                           | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26100.69     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-1                                                                   | Verus Securitization Trust                                                                    | CUSIP: 92539BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    441146 | PA      | $441899.40    | 0.11%             | 2067-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                             | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36251.24     | 0.01%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     40000 | PA      | $40166.28     | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1476127.34   | 0.36%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46411.99     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XVIII LTD / MADISON PK FDG XVIII LLC                                              | Madison Park Funding XVIII, Ltd.                                                              | CUSIP: 55819BBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    650000 | PA      | $650204.75    | 0.16%             | 2030-10-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58975.94     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                                                       | Neurocrine Biosciences, Inc.                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      2435 | NS      | $262225.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                                                                     | Semtech Corporation, Convertible                                                              | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     47000 | PA      | $55201.50     | 0.01%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38791.16     | 0.01%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CNA FINL CORP                                                                                    | CNA Financial Corporation                                                                     | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76990.36     | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93434.42     | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| HAT HLDGS I LLC / HAT HLDGS II LLC                                                               | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                                         | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $25783.00     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58007.81     | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| DELL INTL L L C / EMC CORP                                                                       | Dell International, LLC/EMC Corporation                                                       | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75606.74     | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      5445 | NS      | $664398.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $45480.40     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS HLDGS INC                                                                           | United Airlines Holdings, Inc.                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1151 | NS      | $79211.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, 5.000%                                                           | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3175 | NS      | $64484.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP B V / NXP FDG LLC / NXP USA INC                                                              | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                         | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     14000 | PA      | $14000.00     | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HLDGS INC                                                                               | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96541.05     | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINL SVCS                                                                               | Discover Financial Services                                                                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2055 | NS      | $375386.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5011 | NS      | $377679.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35698.00     | 0.01%             | 2025-07-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: —       |
| ARCHROCK INC                                                                                     | Archrock, Inc.                                                                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |       745 | NS      | $17529.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASSET HIGH INCOME OPPORTUNITY FD INC                                                     | Western Asset High Income Opportunity Fund, Inc.                                              | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     17387 | NS      | $66592.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                           | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $88601.79     | 0.02%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2023-1                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308107 | PA      | $307901.94    | 0.08%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                                | Ivanhoe Mines, Ltd.                                                                           | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     14937 | NS      | $132619.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| PRET 2024-NPL4 LLC                                                                               | Pretium Mortgage Credit Partners, LLC                                                         | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |    463732 | PA      | $464188.92    | 0.11%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     28000 | PA      | $29386.76     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40034.71     | 0.01%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                      | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75568.13     | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1009843.75   | 0.25%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                            | DuPont de Nemours, Inc.                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3922 | NS      | $258812.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18565.40     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      8039 | NS      | $311752.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MTG TR 2022-NQM1                                                                           | CHNGE Mortgage Trust                                                                          | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    349636 | PA      | $348257.31    | 0.09%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO                                                                                       | Hershey Company                                                                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1465 | NS      | $244933.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223280 | PA      | $179812.11    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DONNELLEY FINL SOLUTIONS INC                                                                     | Donnelley Financial Solutions, Inc.                                                           | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      4720 | NS      | $227504.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL6                                                        | Saluda Grade Alternative Mortgage Trust                                                       | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $653522.55    | 0.16%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS L P / ALBERTSONS LLC                           | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                   | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $84876.87     | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGREE LTD PARTNERSHIP                                                                            | Agree, LP                                                                                     | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38356.09     | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JANE STR GROUP LLC / JSG FIN INC                                                                 | Jane Street Group/JSG Finance, Inc.                                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15469.83     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1046 | NS      | $492686.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                                        | Federal Agricultural Mortgage Corporation                                                     | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      1418 | NS      | $248617.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522988 | PA      | $475998.18    | 0.12%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                                          | Schlumberger Holdings Corporation                                                             | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23783.00     | 0.01%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423698 | PA      | $339559.26    | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2118 | NS      | $247784.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORP                                                                                   | Trustmark Corporation                                                                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       874 | NS      | $29322.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                           | Fairfax Financial Holdings, Ltd.                                                              | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $59114.30     | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIRST BANCORP P R                                                                                | First Bancorp/Puerto Rico                                                                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1074 | NS      | $21093.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                              | Xerox Holdings Corporation, Convertible                                                       | CUSIP: 98421MAE6<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $30468.75     | 0.01%             | 2030-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                                       | EZCORP, Inc., Convertible                                                                     | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $65120.00     | 0.02%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS PLC                                                                     | Santander UK Group Holdings plc                                                               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     79000 | PA      | $76247.25     | 0.02%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                             | Parker-Hannifin Corporation                                                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       823 | NS      | $497964.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                       | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35718.50     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                                 | Radian Group, Inc.                                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      7407 | NS      | $236579.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67420.22     | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $41295.28     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDL PPTYS INC                                                                        | Innovative Industrial Properties, Inc.                                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       289 | NS      | $15695.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32343.15     | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69005.29     | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2527761 | PA      | $2199314.00   | 0.54%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETE CORP                                                                               | Marathon Petroleum Corporation                                                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1741 | NS      | $239230.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       955 | NS      | $254421.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WTR WKS CO INC NEW                                                                      | American Water Works Company, Inc.                                                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       467 | NS      | $68653.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52703.29     | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21146.71     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30348.33     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36367.81     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                        | TEGNA, Inc.                                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83126.21     | 0.02%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CAP ALLOCATION TERM TR                                                                 | BlackRock Capital Allocation Term Trust                                                       | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |      2261 | NS      | $32671.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                                      | Prime Security Services Borrower, LLC/Prime Finance, Inc.                                     | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19980.08     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHARKNINJA INC                                                                                   | SharkNinja, Inc.                                                                              | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2839 | NS      | $228539.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                       | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58570.30     | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company, Convertible                                                                 | CUSIP: 842587DY0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     82000 | PA      | $91061.00     | 0.02%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                        | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42666.17     | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148264.74    | 0.04%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53635.30     | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68362.46     | 0.02%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                 | Entergy Corporation                                                                           | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35342.36     | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL5                                                        | Saluda Grade Alternative Mortgage Trust                                                       | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301144.80    | 0.07%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137HAHQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    340424 | PA      | $277864.98    | 0.07%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FIN CO                                                       | Ashton Woods USA, LLC/Ashton Woods Finance Company                                            | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37009.20     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVID & PREM OPPORTUNITY FD                                                   | Voya Global Equity Dividend & Premium Opportunity Fund                                        | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     11333 | NS      | $63804.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                       | Advanced Micro Devices, Inc.                                                                  | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39009.62     | 0.01%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| LINCOLN ELEC HLDGS INC                                                                           | Lincoln Electric Holdings, Inc.                                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1157 | NS      | $203863.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117067.59    | 0.03%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARS INC DEL                                                                                     | Mars, Inc.                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11917.10     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41508.81     | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5855 | NS      | $3214395.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                                                            | Bath & Body Works, Inc.                                                                       | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19804.25     | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NEWS CORP NEW                                                                                    | News Corporation, Class A                                                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       505 | NS      | $13695.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1657 | NS      | $482054.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOORAK MTG TR 2024-1                                                                             | Toorak Mortgage Trust                                                                         | CUSIP: 89053DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401844.48    | 0.10%             | 2031-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29515.40     | 0.01%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| H & E EQUIP SVCS INC                                                                             | H&E Equipment Services, Inc.                                                                  | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39830.42     | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    289597 | PA      | $282979.29    | 0.07%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MTG TR INC                                                                            | Blackstone Mortgage Trust, Inc., Convertible                                                  | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12597.00     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STEVANATO GROUP S P A                                                                            | Stevanato Group SPA                                                                           | CUSIP: T9224W109<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |      8154 | NS      | $170092.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                               | SunCoke Energy, Inc.                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     91000 | PA      | $83598.99     | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                  | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $46065.36     | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S A / JBS USA FOOD CO / JBS USA FIN INC                                              | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                            | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    105000 | PA      | $101293.22    | 0.02%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS OPER LLC                                                                        | Enterprise Products Operating, LLC                                                            | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37814.93     | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD / AMERN AIRLS INC                                                      | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     47667 | PA      | $47348.97     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                                                                       | Vishay Intertechnology, Inc., Convertible                                                     | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    113000 | PA      | $93790.00     | 0.02%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123166.39    | 0.03%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUB SVC CO                                                                               | Arizona Public Service Company                                                                | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39435.39     | 0.01%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HAT HLDGS I LLC / HAT HLDGS II LLC                                                               | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                                         | CUSIP: 418751AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9900.00      | 0.00%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13985.99     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $793875.00    | 0.20%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     66000 | PA      | $63550.30     | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92695.82     | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK SR MEDIUM TERM BK NTS BOOK ENTRY                                             | Toronto-Dominion Bank                                                                         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $39860.38     | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44646.46     | 0.01%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FELLS PT FDG TR                                                                                  | Fells Point Funding Trust                                                                     | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97146.68     | 0.02%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145835.63    | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                                   | Ziff Davis, Inc., Convertible                                                                 | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42434.38     | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197853 | PA      | $196056.98    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    165628 | PA      | $6637.56      | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2480761.73   | 0.61%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM INTL CAP PTE LTD                                                                             | IBM International Capital Private, Ltd.                                                       | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     58000 | PA      | $53328.90     | 0.01%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                   | Halliburton Company                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      8961 | NS      | $177607.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                             | OI European Group BV                                                                          | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     57000 | PA      | $52773.34     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAV ACQUISITION CORP                                                                             | McGraw-Hill Education, Inc.                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81307.49     | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP / ATLAS LUXCO 4 S A R L                            | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     93000 | PA      | $89052.04     | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     53000 | PA      | $53551.67     | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                                     | VeriSign, Inc.                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       531 | NS      | $149805.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                                            | Long Ridge Energy, LLC                                                                        | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37136.15     | 0.01%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FDS TR                                                            | Allspring Income Opportunities Fund                                                           | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     10265 | NS      | $69186.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11707.85     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECD FIN PLC                                                                        | Virgin Media Secured Finance plc                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     71000 | PA      | $68359.76     | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABRDN ASIA-PACIFIC INCOME FD INC                                                                 | abrdn Asia-Pacific Income Fund, Inc.                                                          | CUSIP: 003009867<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |      3692 | NS      | $57189.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42420.00     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TANGER INC                                                                                       | Tanger, Inc.                                                                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      2879 | NS      | $90717.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                               | Owens-Brockway Glass Container, Inc.                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44886.63     | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55448.87     | 0.01%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                              | Sherwin-Williams Company                                                                      | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40045.54     | 0.01%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDGS LLC / MILEAGE PLUS INTELLECTUAL PPTY ASSETS LTD                               | Mileage Plus Holdings, LLC                                                                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50850 | PA      | $51008.92     | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FIN II LLC                                                                                 | Noble Finance II, LLC                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25724.72     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                                       | Xilinx, Inc.                                                                                  | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23649.22     | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $48016.13     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16776.11     | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41652.93     | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                   | Transocean, Inc.                                                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     71200 | PA      | $69597.32     | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      7580 | NS      | $296453.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BK AG N Y BRH                                                                           | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     61000 | PA      | $53804.74     | 0.01%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                        | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1780 | NS      | $391635.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERALD DEBT MERGER SUB L L C / EMERALD CO-ISSUER INC                                            | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                    | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $87213.37     | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                          | KB Home                                                                                       | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53081.96     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL1                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $303018.78    | 0.07%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158837.50    | 0.04%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                           | Northern Oil and Gas, Inc.                                                                    | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36507.74     | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KINSALE CAP GROUP INC                                                                            | Kinsale Capital Group, Inc.                                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1134 | NS      | $493584.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67473.19     | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VIEMED HEALTHCARE INC                                                                            | Viemed Healthcare, Inc.                                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9120 | NS      | $64478.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                                       | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128842 | PA      | $115815.24    | 0.03%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PPTYS L P                                                                       | COPT Defense Properties, LP                                                                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76100.93     | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    315702 | PA      | $314835.85    | 0.08%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    138000 | PA      | $148457.19    | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                                      | BioMarin Pharmaceutical, Inc.                                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2531 | NS      | $161199.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO LIFE INS CO                                                                             | Sumitomo Life Insurance Company                                                               | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $79248.26     | 0.02%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| FMG RES AUGUST 2006 PTY LTD                                                                      | FMG Resources August 2006, Pty. Ltd.                                                          | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     28000 | PA      | $27682.48     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20412.74     | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc., Convertible                                                            | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137103.00    | 0.03%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93168.40     | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                              | Gilead Sciences, Inc.                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3238 | NS      | $344976.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385HZ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99172.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21390.20     | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company, Convertible, 6.000%                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      5100 | NS      | $313038.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HLDGS INC                                                         | Brundage-Bone Concrete Pumping Holdings, Inc.                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29275.14     | 0.01%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                                                     | Concentra Health Services, Inc.                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24571.12     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA INC                                                                               | Outfront Media, Inc.                                                                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2065 | NS      | $31243.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FIN CO INC                                                        | Clarios Global, LP/Clarios US Finance Company, Inc.                                           | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33515.43     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60319.43     | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36634.66     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2024-2                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386122 | PA      | $379629.34    | 0.09%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60695.29     | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 20 LTD / ANCHORAGE CAP CLO 20 LLC                                              | Anchorage Capital CLO 20, Ltd.                                                                | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $245986.75    | 0.06%             | 2035-01-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                                      | Deluxe Corporation                                                                            | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57076.61     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     69000 | PA      | $62483.67     | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAP CORP                                                                                | Unilever Capital Corporation                                                                  | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51160.42     | 0.01%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20275.30     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18355.27     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WTR CAP CORP                                                                            | American Water Capital Corporation, Convertible                                               | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85490.00     | 0.02%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45144.48     | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP II                                                                  | Blue Owl Technology Finance Corporation                                                       | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20043.26     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC / PANTHER CO-ISSUER INC                                                | Panther Escrow Issuer, LLC                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79910.61     | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation                                                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      4181 | NS      | $165985.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                                     | Walgreens Boots Alliance, Inc.                                                                | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56459.53     | 0.01%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Short-Term Reserve Fund                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1708369 | NS      | $17083693.85  | 4.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                                         | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4955.50      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAP CORP                                                                           | Pinnacle West Capital Corporation, Convertible                                                | CUSIP: 723484AJ0<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     44000 | PA      | $49711.20     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-6                                                                 | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust                                         | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139659 | PA      | $140880.15    | 0.03%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                                                       | Deere & Company                                                                               | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44237.68     | 0.01%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                                  | Taiwan Semiconductor Manufacturing Company, Ltd. ADR                                          | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      2218 | NS      | $369718.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                                             | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $37214.17     | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MILLER INDS INC TENN                                                                             | Miller Industries, Inc.                                                                       | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      2028 | NS      | $82762.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                                   | Columbia Pipelines Holding Company, LLC                                                       | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $81459.05     | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81444.75     | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                      | Saudi Arabian Oil Company                                                                     | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     57000 | PA      | $52953.00     | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20553.44     | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                                | Marriott Vacations Worldwide Corporation, Convertible                                         | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36520.00     | 0.01%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                        | Cooperatieve Rabobank UA                                                                      | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     29000 | PA      | $28854.04     | 0.01%             | 2026-06-24      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| IES HLDGS INC                                                                                    | IES Holdings, Inc.                                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       776 | NS      | $152623.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                       | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     17000 | PA      | $15442.87     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                      | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $30087.07     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP L P / MPT FIN CORP                                                          | MPT Operating Partnership, LP/MPT Finance Corporation                                         | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33527.44     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTMT CORP DEL                                                                         | Six Flags Entertainment Corporation                                                           | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      4914 | NS      | $169090.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     54000 | PA      | $52727.73     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE STRATEGIC CR FD                                                                       | Blackstone Strategic Credit 2027 Term Fund                                                    | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |      6079 | NS      | $71610.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                            | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68061.72     | 0.02%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OLD SECOND BANCORP INC DEL                                                                       | Old Second Bancorp, Inc.                                                                      | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |       959 | NS      | $15142.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                                           | Bank of New York Mellon Corporation                                                           | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67347.58     | 0.02%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                                                                     | DocuSign, Inc.                                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      6353 | NS      | $519357.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HLDGS INC                                                                                | Fortrea Holdings, Inc.                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8677.78      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                                                                               | Analog Devices, Inc.                                                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17290.14     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                     | Synopsys, Inc.                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60893.20     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                                        | Jabil, Inc.                                                                                   | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40646.14     | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                            | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28617.62     | 0.01%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                   | Yum! Brands, Inc.                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71820.87     | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUSINS PPTYS LP                                                                                 | Cousins Properties, LP                                                                        | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14865.71     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini S&P 500 Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        55 | NC      | $10719.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                                   | ConocoPhillips                                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6675 | NS      | $594876.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                                                         | FMC Corporation                                                                               | CUSIP: 302491AW5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41050.86     | 0.01%             | 2026-05-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31788.64     | 0.01%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORP                                                                                 | First Busey Corporation                                                                       | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       515 | NS      | $10706.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                              | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       337 | NS      | $24486.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59597.62     | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349603 | PA      | $281542.26    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47841.64     | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                                   | Gray Media, Inc.                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25662.05     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| ONTO INNOVATION INC                                                                              | Onto Innovation, Inc.                                                                         | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       788 | NS      | $96112.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1916 | NS      | $428340.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23595.45     | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                                       | Nucor Corporation                                                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4158 | NS      | $496340.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP NEW                                                                                  | Hexcel Corporation                                                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      4561 | NS      | $221071.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED INTL DIVID TR                                                                 | BlackRock Enhanced International Dividend Trust                                               | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      3486 | NS      | $19486.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12964.93     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                                            | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     18000 | PA      | $17367.80     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58677.46     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2023-4                                                                   | Velocity Commercial Capital Loan Trust                                                        | CUSIP: 92259HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291196 | PA      | $298533.17    | 0.07%             | 2053-11-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| CHEFS WHSE INC                                                                                   | Chefs' Warehouse, Inc., Convertible                                                           | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    128000 | PA      | $183731.04    | 0.05%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45974.18     | 0.01%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                                      | NVIDIA Corporation                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     38943 | NS      | $4241671.56   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43303.85     | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23606.91     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132DVJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1966417 | PA      | $2031502.35   | 0.50%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SELECT MED CORP                                                                                  | Select Medical Corporation                                                                    | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24823.84     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PBF HLDG CO LLC / PBF FIN CORP                                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                              | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $37938.92     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PGIM GLOBAL HIGH YIELD FD                                                                        | PGIM Global High Yield Fund, Inc.                                                             | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |      6530 | NS      | $81951.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37629.08     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                                                     | DoorDash, Inc.                                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2146 | NS      | $413941.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112964.38    | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR SER 2024-BPL2                                                                         | NYMT Loan Trust                                                                               | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302989.92    | 0.07%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INS CO                                                                               | Nippon Life Insurance Company                                                                 | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    135000 | PA      | $134531.71    | 0.03%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                              | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28118.69     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WIND RIV 2013-1 CLO LTD / WIND RIV 2013-1 CLO LLC                                                | Wind River CLO, Ltd.                                                                          | CUSIP: 97316FAE1<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-O            | CORP              | KY        |     98857 | PA      | $98849.53     | 0.02%             | 2030-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-3                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200535 | PA      | $202671.62    | 0.05%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1043 | NS      | $309176.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                                     | Danaher Corporation                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3587 | NS      | $714996.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782126 | PA      | $691561.43    | 0.17%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                                                    | Consensus Cloud Solutions, Inc.                                                               | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13960.66     | 0.00%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133248.73    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CF INDS HLDGS INC                                                                                | CF Industries Holdings, Inc.                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      6935 | NS      | $543495.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT 2024-INV1 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580232 | PA      | $588731.43    | 0.14%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3554960.92   | 0.87%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TARGA RES PARTNERS LP / TARGA RES PARTNERS FIN CORP                                              | Targa Resources Partners, LP                                                                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $99201.59     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8998.95      | 0.00%             | 2025-05-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100300.45    | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                       | Intel Corporation                                                                             | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    116000 | PA      | $95325.48     | 0.02%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27427.61     | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21257.93     | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                                             | Saturn Oil & Gas, Inc.                                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13592.51     | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK ENTRY                                                   | John Deere Capital Corporation                                                                | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21455.50     | 0.01%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1242405 | PA      | $1130841.57   | 0.28%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                          | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17755.86     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                                                       | Garmin, Ltd.                                                                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      2026 | NS      | $378598.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAP CORP                                                                                  | Sprint Capital Corporation                                                                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    124000 | PA      | $132627.68    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc.                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24738.59     | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP MED TERM NTS BOOK ENTRY                                                           | Air Lease Corporation                                                                         | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41831.39     | 0.01%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60143.84     | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                                                     | Sunnova Hestia II Issuer, LLC                                                                 | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328094 | PA      | $327067.87    | 0.08%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAP CORP                                                                                  | FS KKR Capital Corporation                                                                    | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35983.65     | 0.01%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41439.19     | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43240.28     | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PRET 2021-NPL5 LLC                                                                               | Pretium Mortgage Credit Partners, LLC                                                         | CUSIP: 74143KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222370 | PA      | $222254.30    | 0.05%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36018.60     | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation                                                                  | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86170.55     | 0.02%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119403.80    | 0.03%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INCOME TR INC                                                                          | BlackRock Income Trust, Inc.                                                                  | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      2353 | NS      | $27553.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42534.49     | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                                                                  | Match Group Holdings II, LLC                                                                  | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23511.10     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp                                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     21613 | NS      | $320736.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132DQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732788 | PA      | $737390.86    | 0.18%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMER INC                                                                               | Aon North America, Inc.                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $75424.45     | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    117000 | PA      | $108535.30    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FD INC                                                      | AllianceBernstein Global High Income Fund, Inc.                                               | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |      7016 | NS      | $74439.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INC                                                                                         | Dell, Inc.                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53972.26     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                         | Visa, Inc.                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4058 | NS      | $1402039.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38255.49     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39254.41     | 0.01%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPER PARTNERS LP                                                             | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8029.36      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| TELECOM ITALIA CAP                                                                               | Telecom Italia Capital SA                                                                     | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $24129.58     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                                                      | Popular, Inc.                                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       323 | NS      | $30820.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589HG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99361.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET MTG LLC / ROCKET MTG CO-ISSUER INC                                                        | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                          | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $16435.35     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55949.23     | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                                     | Dayforce, Inc.                                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4332 | NS      | $250692.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64969.70     | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51192.75     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                                          | Zimmer Biomet Holdings, Inc.                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3909 | NS      | $402822.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINL CORP PA                                                                              | Fulton Financial Corporation                                                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      1562 | NS      | $26054.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, Convertible, 7.500%                                                    | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       251 | NS      | $291662.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTL INC                                                                                 | Brinker International, Inc.                                                                   | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29376.00     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                 | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72380.99     | 0.02%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                                         | Coty, Inc.                                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     37612 | NS      | $189940.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                             | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21401.44     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                | Johnson & Johnson                                                                             | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77084.80     | 0.02%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                       | Penske Truck Leasing Company, LP/PTL Finance Corporation                                      | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29393.44     | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                                          | S&P MidCap 400 Total Return Index Swap                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -85 | NC      | $7816.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35664.85     | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96662.99     | 0.02%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                                       | Samsung Electronics Company, Ltd.                                                             | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     12150 | NS      | $474063.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45444.18     | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Secs Inc                                                                   | Banc of America Mortgage Securities Trust                                                     | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50461 | PA      | $47041.35     | 0.01%             | 2035-09-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST INDL RLTY TR INC                                                                           | First Industrial Realty Trust, Inc.                                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6146 | NS      | $292426.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SVCS INC                                                                        | Prime Healthcare Services, Inc.                                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36228.46     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79007.80     | 0.02%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                                  | Tricon Residential Trust                                                                      | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251970.93    | 0.06%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                                         | American Electric Power Company, Inc.                                                         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50296.50     | 0.01%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      7683 | NS      | $622399.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON FDG CO LLC                                                                                 | AEGON Funding Company, LLC, 5.100%                                                            | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      2475 | NS      | $49797.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                              | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $87393.54     | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD U S BORROWER LLC                                                             | Cushman & Wakefield US Borrower, LLC                                                          | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14065.31     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                      | Netflix, Inc.                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       122 | NS      | $138069.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP MED TERM NTS BOOK ENTRY                                                           | Air Lease Corporation                                                                         | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16957.15     | 0.00%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRADEWEB MKTS INC                                                                                | Tradeweb Markets, Inc.                                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3617 | NS      | $500231.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                                                  | Caterpillar, Inc.                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1747 | NS      | $540294.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY CMNTYS INC                                                                             | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       790 | NS      | $165884.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       262 | NS      | $51116.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MTR LTD                                                                                   | Nissan Motor Company, Ltd.                                                                    | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     63000 | PA      | $58216.74     | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                                                                                 | Jazz Investments I, Ltd., Convertible                                                         | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    110000 | PA      | $113078.14    | 0.03%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO N Y INC                                                                   | Consolidated Edison Company of New York, Inc.                                                 | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    117000 | PA      | $114888.33    | 0.03%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EMERSON ELEC CO                                                                                  | Emerson Electric Company                                                                      | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55804.68     | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HLF FING SARL LLC / HERBALIFE INTL INC                                                           | HLF Financing SARL, LLC/Herbalife International, Inc.                                         | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $21384.24     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                                                                  | Sony Group Corporation ADR                                                                    | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     14507 | NS      | $377182.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44555.97     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                          | UKG, Inc.                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29835.03     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTMT INC                                                                                 | Jacobs Entertainment, Inc.                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31850.00     | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                      | Tenneco, Inc.                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49676.32     | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32424.19     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PIMCO DYNAMIC INCOME FD                                                                          | Pimco Dynamic Income Fund                                                                     | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |      2292 | NS      | $42356.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO 2018-1 LTD / TCW CLO 2018-1 LLC                                                          | TCW CLO, Ltd.                                                                                 | CUSIP: 87240UBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    450000 | PA      | $447070.95    | 0.11%             | 2035-10-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                             | Jacobs Solutions, Inc.                                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2453 | NS      | $303681.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                 | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44076.69     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                          | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24174.06     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FACTSET RESH SYS INC                                                                             | FactSet Research Systems, Inc.                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       151 | NS      | $65265.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc., Convertible                                                            | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    148000 | PA      | $131128.00    | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340320 | PA      | $1115427.99   | 0.27%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUEEN MERGERCO INC                                                                               | Beacon Roofing Supply, Inc.                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39100.87     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS ESCROW CORP                                                                           | NCR Atleos Corporation                                                                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23669.23     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LINDE PLC NEW                                                                                    | Linde plc                                                                                     | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       740 | NS      | $335390.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    198000 | PA      | $132595.95    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46845.23     | 0.01%             | 2025-05-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                     | AutoZone, Inc.                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         6 | NS      | $22575.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85819.37     | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82370.73     | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                                                                   | Flowserve Corporation                                                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      7112 | NS      | $321675.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                                                          | Zebra Technologies Corporation                                                                | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1105 | NS      | $276603.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40208.70     | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                                  | Masterbrand, Inc.                                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     15730 | NS      | $191119.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       897 | NS      | $262524.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11637.84     | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $43817.15     | 0.01%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41706.93     | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XHQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1561581 | PA      | $1429332.71   | 0.35%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                                         | Ryder System, Inc.                                                                            | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44631.44     | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88872.00     | 0.02%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                                 | PayPal Holdings, Inc.                                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74134.49     | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156312 | PA      | $974651.73    | 0.24%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                              | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53980.06     | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                                           | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15839.98     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                                                  | Uniti Group, Inc.                                                                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     12310 | NS      | $60565.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28781.81     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                  | Quanta Services, Inc.                                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1036 | NS      | $303226.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINL CORP                                                                                | Synovus Financial Corporation, 8.397%                                                         | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |       725 | NS      | $18480.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                              | Diebold Nixdorf, Inc.                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65590.50     | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92392.96     | 0.02%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28114.31     | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| PIMCO HIGH INCOME FD                                                                             | PIMCO High Income Fund                                                                        | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |      4260 | NS      | $20277.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                                                                              | Arista Networks, Inc.                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4342 | NS      | $357216.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                         | Vistra Operations Company, LLC                                                                | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122920.35    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79381.43     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47319.03     | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-4                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    351367 | PA      | $352049.15    | 0.09%             | 2057-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                | NatWest Group plc                                                                             | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $98382.18     | 0.02%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation, 5.700%                                                         | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       775 | NS      | $17840.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS BOOK ENTRY 144A                                   | Metropolitan Life Global Funding I                                                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65799.84     | 0.02%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                                    | Cable One, Inc., Convertible                                                                  | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     54000 | PA      | $43200.00     | 0.01%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMER INC                                                                            | Willis North America, Inc.                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37776.89     | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44917.41     | 0.01%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     39000 | PA      | $42872.13     | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG LUX S A R L /JBS USA FOOD CO / JBS USA FOODS GROUP HLDGS INC                        | JBS USA LUX SARL/JBS USA Food Company/JBS USA Foods Group                                     | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77180.92     | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                                   | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $77957.38     | 0.02%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80587.12     | 0.02%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FINANCIAL INSTNS INC                                                                             | Financial Institutions, Inc.                                                                  | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $1269.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                                  | CMS Energy Corporation, Convertible                                                           | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     64000 | PA      | $70720.00     | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                          | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $40245.24     | 0.01%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTL INC                                                                               | Honeywell International, Inc.                                                                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73132.94     | 0.02%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39992.70     | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                                 | AMC Networks, Inc.                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14383.95     | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215747 | PA      | $215660.92    | 0.05%             | 2051-02-27      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC /                          | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                   | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11160.02     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HLDGS INC                                                                                    | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88403.90     | 0.02%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MFA 2024-RTL1 TR                                                                                 | MFA Trust                                                                                     | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251174.20    | 0.06%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                                          | NVR, Inc.                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        38 | NS      | $270778.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23778.93     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78920.91     | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FASTENAL CO                                                                                      | Fastenal Company                                                                              | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      8745 | NS      | $708082.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      5199 | NS      | $112402.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRA GROUP HLDGS PARENT INC                                                                 | Concentra Group Holdings Parent, Inc.                                                         | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7337 | NS      | $159579.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $50597.30     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINL CORP                                                                             | OceanFirst Financial Corporation                                                              | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $24343.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2916199.23   | 0.72%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROGYNY INC                                                                                      | Progyny, Inc.                                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17078 | NS      | $390061.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWESTONE FINL GROUP INC NEW                                                                    | MidWestOne Financial Group, Inc.                                                              | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1002 | NS      | $27795.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                            | Goldman Sachs BDC, Inc.                                                                       | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35778.61     | 0.01%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                               | Realty Income Corporation                                                                     | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81190.36     | 0.02%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73790.54     | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                                                                         | Southern California Edison Company                                                            | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77869.54     | 0.02%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                                                               | New Enterprise Stone and Lime Company, Inc.                                                   | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79599.65     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35069.26     | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28382.06     | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc., Convertible                                                  | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119944.00    | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39350.74     | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Lns Inc Mortgage Pass Through Ctf                                           | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71048 | PA      | $62562.03     | 0.02%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    238000 | PA      | $225851.30    | 0.06%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc., Class A                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4516 | NS      | $717140.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK ENTRY                                                   | John Deere Capital Corporation                                                                | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39066.76     | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATLS INC                                                                        | Martin Marietta Materials, Inc.                                                               | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29836.82     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS INC                                                                         | Telephone and Data Systems, Inc., 6.000%                                                      | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3000 | NS      | $55710.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORP                                                                                      | CorVel Corporation                                                                            | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1109 | NS      | $120614.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33201.32     | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PMTS LLC / SHIFT4 PMTS FIN SUB INC                                                        | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                        | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19725.01     | 0.00%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STS STL CORP NEW                                                                          | United States Steel Corporation                                                               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      1515 | NS      | $66220.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                                   | Public Storage, 4.125%                                                                        | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2875 | NS      | $49162.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                                         | CSX Corporation                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     21939 | NS      | $615827.73    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                  | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     26000 | PA      | $24637.03     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TERRENO RLTY CORP                                                                                | Terreno Realty Corporation                                                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3845 | NS      | $216588.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                                                                      | Avantor, Inc.                                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10166 | NS      | $132056.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11333.55     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAP HLDGS LTD                                                                       | Aston Martin Capital Holdings, Ltd.                                                           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     43000 | PA      | $36945.03     | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71085.40     | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                               | Baytex Energy Corporation                                                                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $35310.90     | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                          | Talen Energy Supply, LLC                                                                      | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     54000 | PA      | $57670.12     | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37908.03     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937382 | PA      | $793279.77    | 0.20%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                                  | American Honda Finance Corporation                                                            | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58892.49     | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                                        | Kroger Company                                                                                | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37217.29     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                       | First Quantum Minerals, Ltd.                                                                  | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15803.68     | 0.00%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140070.26    | 0.03%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CANPACK SAC / CANPACK US LLC                                                                     | Canpack SA/Canpack US, LLC                                                                    | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     83000 | PA      | $75973.92     | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S A                                                                              | Banco Santander SA                                                                            | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     22000 | PA      | $20754.11     | 0.01%             | 2026-11-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL3 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $247822.71    | 0.06%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      2205 | NS      | $103105.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22262.20     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      2192 | NS      | $168784.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44780.42     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                                             | Lloyds Banking Group plc                                                                      | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $123072.71    | 0.03%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                           | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103360.11    | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Gmacm Home Equity Loan Tr                                                                        | GMAC Mortgage Corporation Loan Trust                                                          | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9917 | PA      | $4970.90      | 0.00%             | 2035-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1243917.19   | 0.31%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS OPER LLC                                                                        | Enterprise Products Operating, LLC                                                            | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47659.70     | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                           | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53414.00     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                                           | Champ Acquisition Corporation                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21069.54     | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SRM ESCROW ISSUER LLC                                                                            | SRM Escrow Issuer, LLC                                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23447.71     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SILVER HILL TR 2019-SBC1                                                                         | Silver Hill Trust                                                                             | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15258 | PA      | $14982.07     | 0.00%             | 2049-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18082.76     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FIN PTY LTD                                                              | Newmont Corporation/Newcrest Finance, Pty. Ltd.                                               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $58965.37     | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40846.67     | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1618049 | PA      | $1409214.65   | 0.35%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LTD PARTNERSHIP                                                                | Excelerate Energy, LP                                                                         | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21332.37     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                             | Sonic Automotive, Inc.                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48387.23     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                 | Exxon Mobil Corporation                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     10034 | NS      | $1059891.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                                                                    | AppLovin Corporation                                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57942.24     | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                        | Bank of New York Mellon Corporation                                                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4627 | NS      | $372057.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2025-BNK49                                                                                  | BANK 2025-BNK49                                                                               | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2199420 | PA      | $108232.36    | 0.03%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CR INCOME CORP                                                                          | Blue Owl Credit Income Corporation                                                            | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60162.18     | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1558084 | PA      | $1363733.76   | 0.34%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41972.33     | 0.01%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ORGANON FIN 1 LLC                                                                                | Organon & Company/Organon Foreign Debt Co-Issuer BV                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $36783.58     | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDW CORP                                                                                         | CDW Corporation                                                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1569 | NS      | $251918.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30587.18     | 0.01%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       678 | NS      | $323914.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                                                                               | Varex Imaging Corporation, Convertible                                                        | CUSIP: 92214XAB2<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78762.99     | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Disney Walt Co                                                                                   | Walt Disney Company                                                                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       937 | NS      | $85220.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLT XCIX LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212565 | PA      | $212334.30    | 0.05%             | 2051-04-25      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TR 2024-2                                                                            | HTAP Issuer Trust                                                                             | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280367 | PA      | $277895.37    | 0.07%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                           | Motorola Solutions, Inc.                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       624 | NS      | $274803.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company, 4.200%                                                              | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3100 | NS      | $55180.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                                           | Sempra                                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28274.85     | 0.01%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation, Convertible, 7.250%                                              | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       200 | NS      | $234016.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       734 | NS      | $50190.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                                       | BNP Paribas SA                                                                                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     57000 | PA      | $49798.02     | 0.01%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28720.52     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FD                                                              | Western Asset Diversified Income Fund                                                         | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |      1331 | NS      | $18753.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21890.00     | 0.01%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                       | Ecolab, Inc.                                                                                  | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43493.18     | 0.01%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                                                       | Sabra Health Care REIT, Inc.                                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     11652 | NS      | $207988.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22247.41     | 0.01%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FIN PLC                                                                             | Virgin Media Finance plc                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     33000 | PA      | $28931.42     | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $36123.32     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $79926.75     | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| INVITATION HOMES OPER PARTNERSHIP LP                                                             | Invitation Homes Operating Partnership, LP                                                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54482.75     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                              | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24984.34     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MKTS INC                                                                             | Cboe Global Markets, Inc.                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       794 | NS      | $176109.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                                                                    | Repligen Corporation                                                                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1507 | NS      | $207950.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                                            | BBCMS Mortgage Trust                                                                          | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2237079 | PA      | $155294.90    | 0.04%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4432 | NS      | $361296.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                      | Asbury Automotive Group, Inc.                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42832.54     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                                           | Progress Software Corporation, Convertible                                                    | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     54000 | PA      | $62105.53     | 0.02%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHSL MTG LLC                                                                              | United Wholesale Mortgage, LLC                                                                | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72622.42     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation, Convertible                                                     | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    113000 | PA      | $120616.20    | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79868.01     | 0.02%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINL SVCS INC NEW                                                                       | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26962.33     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC / RADIO SYS CORP                                                           | CD&R Smokey Buyer, Inc./Radio Systems Corporation                                             | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $18879.90     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WEST FRASER TIMBER CO LTD                                                                        | West Fraser Timber Company, Ltd.                                                              | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      3300 | NS      | $244134.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                                                       | Zoetis, Inc.                                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65986.75     | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                                  | RingCentral, Inc.                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56769.07     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                                    | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40974.09     | 0.01%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMALGAMATED FINL CORP                                                                            | Amalgamated Financial Corporation                                                             | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1090 | NS      | $30694.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58426.95     | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                        | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813497 | PA      | $721153.41    | 0.18%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53285.94     | 0.01%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64422.98     | 0.02%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNX RES CORP                                                                                     | CNX Resources Corporation                                                                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32015.62     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP FDG LLC / NXP USA INC                                                              | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                         | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     37000 | PA      | $36177.51     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Cash Management Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   4023717 | NS      | $4023717.00   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-2                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190567 | PA      | $191123.76    | 0.05%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| PERRIGO FIN UNLIMITED CO                                                                         | Perrigo Finance Unlimited Company                                                             | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     46000 | PA      | $43777.30     | 0.01%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 TR                                                                                | CSMC Trust                                                                                    | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192157 | PA      | $164276.18    | 0.04%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp, 6.200%                                                                               | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      3150 | NS      | $77269.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVEST MIDSTREAM I L P                                                                          | Harvest Midstream I, LP                                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66804.74     | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244933 | PA      | $241956.60    | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267346 | PA      | $251295.51    | 0.06%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57064.83     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        88 | NS      | $14140.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                                                                     | Veralto Corporation                                                                           | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39218.38     | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHART INDS INC                                                                                   | Chart Industries, Inc.                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68474.24     | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RN1 LLC                                                                                | Pretium Mortgage Credit Partners, LLC                                                         | CUSIP: 74143PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270434 | PA      | $272599.54    | 0.07%             | 2054-03-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| UFP INDS INC                                                                                     | UFP Industries, Inc.                                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1912 | NS      | $189001.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54757.29     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                           | International Flavors & Fragrances, Inc.                                                      | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66777.23     | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| AMENTUM HLDGS INC                                                                                | Amentum Holdings, Inc.                                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      7204 | NS      | $157191.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & PWR CO                                                                           | Virginia Electric and Power Company                                                           | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49515.73     | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4974.50      | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77223.83     | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SERVICE PPTYS TR                                                                                 | Service Properties Trust                                                                      | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23815.56     | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     73000 | PA      | $72659.48     | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC / CENT MERGER SUB INC                                                         | Central Parent, Inc./CDK Global, Inc.                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21438.63     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CASEYS GEN STORES INC                                                                            | Casey's General Stores, Inc.                                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       766 | NS      | $354343.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2091 | NS      | $376923.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                                                     | Autodesk, Inc.                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1806 | NS      | $495295.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55145.12     | 0.01%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER NATL INC WIS                                                                           | Schneider National, Inc.                                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      8407 | NS      | $180666.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP AMER                                                                              | Packaging Corporation of America                                                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       302 | NS      | $56054.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                         | New York Life Global Funding                                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35987.98     | 0.01%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-2 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    252869 | PA      | $253392.67    | 0.06%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| FIRST CTZNS BANCSHARES INC                                                                       | First Citizens BancShares, Inc./NC                                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       188 | NS      | $334478.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                                         | FirstKey Homes Trust                                                                          | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $638139.06    | 0.16%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28310.16     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                    | Boyne USA, Inc.                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42824.27     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     79000 | PA      | $80168.88     | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc., Convertible                                                  | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $147682.50    | 0.04%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO LLC / CHEVRON PHILLIPS CHEM CO LP                                       | Chevron Phillips Chemical Company, LLC/Chevron Phillips Chemical Company, LP                  | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $97650.74     | 0.02%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79178.06     | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADOBE SYS INC                                                                                    | Adobe, Inc.                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       151 | NS      | $56621.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO                                                                                 | Campbell's Company                                                                            | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124993.50    | 0.03%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                         | MSCI, Inc.                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       563 | NS      | $306896.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC INDA MTG LN TR 2006-AR1                                                                  | IndyMac INDA Mortgage Loan Trust                                                              | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    465061 | PA      | $357165.11    | 0.09%             | 2036-08-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70766.73     | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                          | Energizer Holdings, Inc.                                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38538.76     | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOT BARN HLDGS INC                                                                              | Boot Barn Holdings, Inc.                                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1179 | NS      | $123016.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75131.76     | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76788.69     | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94173.19     | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEINZ H J FIN CO                                                                                 | Kraft Heinz Foods Company                                                                     | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     41000 | PA      | $45111.09     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       522 | NS      | $195186.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25458.02     | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation                                                                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1141 | NS      | $43745.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                                                        | Amcor plc                                                                                     | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     21978 | NS      | $202197.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ENTERGY LA LLC                                                                                   | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59212.38     | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS1 TR                                                                             | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56912 | PA      | $44824.25     | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36571.66     | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                                       | Mattel, Inc.                                                                                  | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119662.48    | 0.03%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION                                                                             | Zions Bancorp NA                                                                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      6093 | NS      | $274002.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM ESCROW CORP                                                                              | Amentum Holdings, Inc.                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47810.19     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                                                                      | South Bow USA Infrastructure Holdings, LLC                                                    | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19338.04     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH3 TR                                                                                | CSMC Trust                                                                                    | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233760 | PA      | $233351.70    | 0.06%             | 2067-08-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44273.03     | 0.01%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                                   | Global Aircraft Leasing Company, Ltd.                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     72000 | PA      | $71739.15     | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                                                       | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316070 | PA      | $315664.49    | 0.08%             | 2051-05-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1680744 | PA      | $1347004.81   | 0.33%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                                  | Hanesbrands, Inc.                                                                             | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39367.84     | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63012.02     | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                                  | PPL Capital Funding, Inc., Convertible                                                        | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     79000 | PA      | $89981.00     | 0.02%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc., Convertible                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    137000 | PA      | $179538.50    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OHIO NATL FINL SVCS INC                                                                          | Constellation Insurance, Inc.                                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16488.95     | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                                      | Staples, Inc.                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24259.61     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28494.59     | 0.01%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| BOOKING HLDGS INC                                                                                | Booking Holdings, Inc.                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        67 | NS      | $341651.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34636.29     | 0.01%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SVCS LLC                                                                              | Kodiak Gas Services, LLC                                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33516.04     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       812 | NS      | $445024.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                       | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18895.58     | 0.00%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cwmbs Inc                                                                                        | Countrywide Home Loan Mortgage Pass Through Trust                                             | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203178 | PA      | $164889.13    | 0.04%             | 2035-11-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     24000 | PA      | $22574.43     | 0.01%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962096 | PA      | $899806.47    | 0.22%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS HLDGS INC                                                                  | Cogent Communications Holdings                                                                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3999 | NS      | $217345.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34170.47     | 0.01%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                   | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15320.00     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81044.20     | 0.02%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| VOLT XCIII LLC                                                                                   | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188472 | PA      | $188342.66    | 0.05%             | 2051-02-27      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2206 | NS      | $169751.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38684.90     | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     72500 | PA      | $72237.14     | 0.02%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                              | Prairie Acquiror, LP                                                                          | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45346.95     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ACRA TR 2024-NQM1                                                                                | ACRA Trust                                                                                    | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    382262 | PA      | $383897.52    | 0.09%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC / SIMMONS PREPARED FOODS INC / SIMMONS PET FOOD INC / SIMMONS FEED             | Simmons Foods, Inc.                                                                           | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $65956.00     | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1349 | NS      | $367089.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38715.87     | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FIN 2019 INC / CSL CAP LLC                                          | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                               | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27444.90     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAP DESIGNATED ACTIVITY CO                                                             | TrueNoord Capital DAC                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     28000 | PA      | $28601.44     | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1208250.00   | 0.30%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21482.88     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                                 | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     58000 | PA      | $53703.51     | 0.01%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50293.93     | 0.01%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                                          | Rockwell Automation, Inc.                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1326 | NS      | $328423.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                                                                  | Star Parent, Inc.                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26307.34     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                                                                        | Chubb, Ltd.                                                                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1693 | NS      | $484333.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                           | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73934.15     | 0.02%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                    | DTE Energy Company                                                                            | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36351.37     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59784.15     | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP NEW                                                                      | SBA Communications Corporation                                                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1849 | NS      | $450046.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN CORP MEDIUM TERM NTS BOOK ENTRY                                    | National Rural Utilities Cooperative Finance Corporation                                      | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39578.73     | 0.01%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                                                  | Roche Holdings, Inc.                                                                          | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54587.27     | 0.01%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25280.22     | 0.01%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: —       |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33164.75     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NESCO HLDGS II INC                                                                               | Nesco Holdings II, Inc.                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63448.93     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28910.16     | 0.01%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-RTL1 ISSUER LLC                                                                        | CAFL Issuer, LLC                                                                              | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365780 | PA      | $364883.68    | 0.09%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2021-RTL1                                                                             | Roc Mortgage Trust                                                                            | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60842 | PA      | $60738.96     | 0.01%             | 2026-08-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                                      | Saks Global Enterprises, LLC                                                                  | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $35785.71     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CANADIAN PAC RY CO NEW                                                                           | Canadian Pacific Railway Company                                                              | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $46086.78     | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                           | Boston Scientific Corporation                                                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3989 | NS      | $410348.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI CONTL CORP                                                                                   | Tri-Continental Corporation                                                                   | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |       667 | NS      | $19856.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4470000 | PA      | $3788150.40   | 0.93%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDS INC                                                                                  | Amsted Industries, Inc.                                                                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33082.80     | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                                                                    | State Street Institutional U.S. Government Money Market Fund                                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  21294796 | NS      | $21294796.38  | 5.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                                                   | Albemarle Corporation, Convertible, 7.250%                                                    | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      3279 | NS      | $100435.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                                            | Six Flags Entertainment Corporation                                                           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14192.25     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHEMED CORP NEW                                                                                  | Chemed Corporation                                                                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       361 | NS      | $209925.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                                    | Camelot Return Merger Sub, Inc.                                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $36422.89     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS L P                                                                                 | Regency Centers, LP                                                                           | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60057.02     | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                                   | S&P Global, Inc.                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       549 | NS      | $274527.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHN CORP                                                                              | Norfolk Southern Corporation                                                                  | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56077.38     | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG CORP                                                                                 | Freedom Mortgage Corporation                                                                  | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21941.16     | 0.01%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORP                                                                             | Deckers Outdoor Corporation                                                                   | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2251 | NS      | $249478.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145005.74    | 0.04%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FING TR I                                                                              | Provident Financing Trust I                                                                   | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $37992.82     | 0.01%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $104676.65    | 0.03%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN & INFRASTRUCTURE INVS LLC                                                        | Fortress Transportation and Infrastructure Investors, LLC                                     | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28479.64     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP CORP MICH                                                                           | Credit Acceptance Corporation                                                                 | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35931.51     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                                     | Dayforce, Inc., Convertible                                                                   | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118420.00    | 0.03%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PENN ENTMT INC                                                                                   | PENN Entertainment, Inc.                                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $61398.19     | 0.02%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $303695.77    | 0.07%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     13365 | NS      | $457083.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                 | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51243.54     | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                          | ATI, Inc.                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58241.62     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDGS S C A                                                                     | Medtronic Global Holdings SCA                                                                 | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     41000 | PA      | $40188.36     | 0.01%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO I LTD / WHITEBOX CLO I LLC                                                          | Whitebox CLO I, Ltd.                                                                          | CUSIP: 96467FBA7<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $148784.40    | 0.04%             | 2036-07-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                            | Northrop Grumman Corporation                                                                  | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70911.48     | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WATERS CORP                                                                                      | Waters Corporation                                                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1118 | NS      | $388762.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                       | Methanex US Operations, Inc.                                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23672.44     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-5 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    451689 | PA      | $451597.50    | 0.11%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128269.11    | 0.03%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1881 | NS      | $295185.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON NATL BK COLUMBUS OH                                                                   | Huntington Bank Auto Credit-Linked Notes                                                      | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281298 | PA      | $282704.97    | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS L P                                                                             | NuStar Logistics, LP                                                                          | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54826.36     | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                                | NBN Company, Ltd.                                                                             | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     73000 | PA      | $65433.38     | 0.02%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ENHANCED GLOBAL DIVIID TR                                                              | BlackRock Enhanced Global Dividend Trust                                                      | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |      6012 | NS      | $64568.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                                                        | Prosperity Bancshares, Inc.                                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3061 | NS      | $207841.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     17000 | PA      | $16509.29     | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54292.37     | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STS PWR CO MINN                                                                         | Northern States Power Company/MN                                                              | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37032.85     | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ASCENT RES UTICA HLDGS LLC / ARU FIN CORP                                                        | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27169.40     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3133KRMN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1185564 | PA      | $1168622.75   | 0.29%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                                                      | K Hovnanian Enterprises, Inc.                                                                 | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36021.98     | 0.01%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $44996.68     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                   | Salesforce, Inc.                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1169 | NS      | $314121.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                    | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70467.64     | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71518.53     | 0.02%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     41000 | PA      | $43817.40     | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ZIGGO B V                                                                                        | Ziggo BV                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $27619.31     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TR 2025-1                                                                            | HTAP Issuer Trust                                                                             | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495974 | PA      | $488433.71    | 0.12%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                       | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38030.51     | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLDGS INC / GARRETT LX I S A R L                                                  | Garrett Motion Holdings, Inc./Garrett LX I SARL                                               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39919.47     | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37646.98     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69717.88     | 0.02%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 S A R L / ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP                            | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL          | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $43248.97     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation, 4.750%                                                          | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      1550 | NS      | $29605.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     98497 | PA      | $1879.79      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK ONT                                                                          | Toronto-Dominion Bank                                                                         | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29724.67     | 0.01%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVID FD                                                                     | abrdn Total Dynamic Dividend Fund                                                             | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |      3072 | NS      | $25313.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK NTS BOOK ENTRY 3/A2                                   | KeyBank NA/Cleveland, OH                                                                      | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72223.62     | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                                          | SNF Group SACA                                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     65000 | PA      | $58762.02     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC INVT FD INC                                                                | Cornerstone Strategic Investment Fund, Inc.                                                   | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |      4131 | NS      | $28627.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                     | Alimentation Couche-Tard, Inc.                                                                | CUSIP: 01626PAV8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $58856.57     | 0.01%             | 2054-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FDG MEDIUM TERM SR SECD NTS BOOK ENTRY 144A                                           | RGA Global Funding                                                                            | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37009.05     | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72280.22     | 0.02%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43416.50     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80709.14     | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                                        | Constellation Energy Corporation                                                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1653 | NS      | $369346.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38761.88     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation, Convertible                                                          | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114829.50    | 0.03%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131610.97    | 0.03%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                   | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51184.72     | 0.01%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIRST FINL CORP IND                                                                              | First Financial Corporation                                                                   | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $3309.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Fair L P  Canadas Wonderland Company  Magnum Management Corporation  Millennium Operations | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13931.87     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50428.15     | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                             | TTM Technologies, Inc.                                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     13127 | NS      | $262802.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc.                                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24038.76     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $42840.97     | 0.01%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30583.33     | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                                  | PRPM, LLC                                                                                     | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400932.56    | 0.10%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| TRONOX HLDGS PLC                                                                                 | Tronox Holdings plc                                                                           | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      6725 | NS      | $36382.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                                                                       | Ciena Corporation                                                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5636 | NS      | $378513.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHN BANCORP INC                                                                         | Great Southern Bancorp, Inc.                                                                  | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       414 | NS      | $22770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PPTY GROUP L P                                                                             | Simon Property Group, LP                                                                      | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     78000 | PA      | $71219.76     | 0.02%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FING LTD                                                                      | Trane Technologies Financing, Ltd.                                                            | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     64000 | PA      | $64192.92     | 0.02%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation, Convertible                                                             | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    159000 | PA      | $254241.00    | 0.06%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                                                                   | Fluor Corporation, Convertible                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91524.00     | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company, 4.250%                                                                 | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      3450 | NS      | $58477.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35135.06     | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                 | Glencore Funding, LLC                                                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56371.35     | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                                                          | Cushman and Wakefield plc                                                                     | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18779 | NS      | $175959.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                                         | Nexstar Media, Inc.                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35783.22     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| J & J SNACK FOODS CORP                                                                           | J & J Snack Foods Corporation                                                                 | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      1341 | NS      | $173780.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45718.37     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PGIM HIGH YIELD BD FD INC                                                                        | PGIM High Yield Bond Fund, Inc.                                                               | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |      5942 | NS      | $81345.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HLDGS INC                                                                                  | Roche Holdings, Inc.                                                                          | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     59000 | PA      | $50788.94     | 0.01%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201361 | PA      | $198798.32    | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENUMBRA INC                                                                                     | Penumbra, Inc.                                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1027 | NS      | $300746.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS EQUITY & CONV INCOME FD                                                                   | Virtus Equity & Convertible Income Fund                                                       | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      1168 | NS      | $25544.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO RAD LABORATORIES INC                                                                         | Bio-Rad Laboratories, Inc.                                                                    | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60452.76     | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                                                                  | TXNM Energy, Inc., Convertible                                                                | CUSIP: 69349HAE7<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     94000 | PA      | $116917.20    | 0.03%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                          | Akamai Technologies, Inc., Convertible                                                        | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84796.00     | 0.02%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SANOFI                                                                                           | Sanofi SA ADR                                                                                 | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      8301 | NS      | $456139.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO FDG INC                                                                                  | Resideo Funding, Inc.                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57535.29     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                          | KB Home                                                                                       | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32444.13     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HLDGS INC                                                                       | Hilton Worldwide Holdings, Inc.                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       980 | NS      | $220970.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34174.05     | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                 | Boyd Gaming Corporation                                                                       | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60598.53     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INS CO                                                                             | Dai-ichi Life Insurance Company, Ltd.                                                         | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $59512.37     | 0.01%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70221.99     | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                             | Parker-Hannifin Corporation                                                                   | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28031.26     | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                                        | Light & Wonder International, Inc.                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17331.53     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                 | ERAC USA Finance, LLC                                                                         | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79611.50     | 0.02%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                              | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55731.26     | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64634.71     | 0.02%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GTCR W-2 MERGER SUB LLC                                                                          | Boost Newco Borrower, LLC                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72812.66     | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HLDG LTD                                                                  | Credo Technology Group Holding, Ltd.                                                          | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        48 | NS      | $2066.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1326 | NS      | $77663.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                                                      | Paychex, Inc.                                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22406.51     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32053.88     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                      | Royal Caribbean Cruises, Ltd.                                                                 | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     17000 | PA      | $16869.34     | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MTR CO DEL                                                                                  | Ford Motor Company, Convertible                                                               | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164161.00    | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL4                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502073.90    | 0.12%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc., 7.500%                                                            | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      2011 | NS      | $95442.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                                                                 | Black Hills Corporation                                                                       | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       212 | NS      | $12910.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS CAP CORP                                                                                | Novartis Capital Corporation                                                                  | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80614.39     | 0.02%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176179.97    | 0.04%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63164.92     | 0.02%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2021-2 LTD / BALBOA BAY LN FDG 2021-2 LLC                                      | Balboa Bay Loan Funding, Ltd.                                                                 | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $300006.90    | 0.07%             | 2035-01-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24018.48     | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK NOVA SCOTIA B C                                                                             | Bank of Nova Scotia                                                                           | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $35848.62     | 0.01%             | 2025-06-04      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | CBOT 10-Yr. U.S. Treasury Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        20 | NC      | $46350.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NT BUTTERFIELD & SON LTD                                                                 | Bank of N.T. Butterfield & Son, Ltd.                                                          | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      4662 | NS      | $187319.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CAP CLO 21 LTD / ANCHORAGE CAP CLO 21 LLC                                              | Anchorage Capital CLO 21, Ltd.                                                                | CUSIP: 03331KAN9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $247532.25    | 0.06%             | 2034-10-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38804.59     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROBINHOOD MKTS INC                                                                               | Robinhood Markets, Inc.                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       346 | NS      | $16992.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $743476.17    | 0.18%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FING LLC / DIRECTV FING CO-OBLIGOR INC                                                   | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $40720.80     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22814.21     | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121073.61    | 0.03%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43186.84     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE AWYS CORP / JETBLUE LOYALTY L P                                                          | JetBlue Airways Corporation/JetBlue Loyalty, LP                                               | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $41450.77     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PMT LN TR 2025-INV1                                                                              | PMT Loan Trust                                                                                | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294037 | PA      | $296207.62    | 0.07%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPER PARTNERSHIP LP                                                                      | Brixmor Operating Partnership, LP                                                             | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72886.33     | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89588.16     | 0.02%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTEGER HLDGS CORP                                                                               | Integer Holdings Corporation, Convertible                                                     | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     43000 | PA      | $66091.00     | 0.02%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK SUB NTS BOOK ENTRY 3/A2                               | KeyBank NA/Cleveland, OH                                                                      | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53203.20     | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                               | MetroNet Infrastructure Issuer, LLC                                                           | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $410994.56    | 0.10%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    543000 | PA      | $518522.58    | 0.13%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                    | CommScope, LLC                                                                                | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22948.28     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58952.04     | 0.01%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| CADENCE DESIGN SYS INC                                                                           | Cadence Design Systems, Inc.                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25473.52     | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                                         | American Electric Power Company, Inc.                                                         | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34026.61     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Secs Inc                                                                          | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust                                          | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110600 | PA      | $96239.16     | 0.02%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                                                    | Old Dominion Freight Line, Inc.                                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2235 | NS      | $342580.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HLDGS CORP                                                                                   | ITC Holdings Corporation                                                                      | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40357.83     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITADEL LTD PARTNERSHIP                                                                          | Citadel, LP                                                                                   | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61727.35     | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-28

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer