# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0001752724-25-156760
**Filing Date:** 2025-6
**Character Count:** 1067867
**Document Hash:** f880f258e94d9d12934769ddb497abb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156760.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156760

**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:** 251075441

**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 Moderate Allocation Fund (Series ID: S000001346)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003599 | Class A      | THMAX           |
| C000003600 | Class S      | TMAIX           |

## 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 MODERATE ALLOCATION FUND

- **b. EDGAR series identifier (if any):** S000001346

- **c. LEI of Series:** E5JVRZ2NKU3K4G5PGW70

**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:** $3889684122.96

**Total Liabilities:** $182630704.68

**Net Assets:** $3707053418.28

**Delayed Delivery Securities:** $98810918.21

**Cash Not Reported:** $2569300.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36017.00000000 | **1-Year:** -11047.00000000 | **5-Year:** -51224.00000000 | **10-Year:** -76373.00000000 | **30-Year:** -197275.00000000

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

- **3-Month:** -825.00000000 | **1-Year:** -4146.00000000 | **5-Year:** -43413.00000000 | **10-Year:** -16870.00000000 | **30-Year:** -12997.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003600 | -0.62%               | -3.43%               | -0.52%               |
| Class ID C000003599 | -0.63%               | -3.49%               | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4119714.40              | $-40629957.59                              |
| Month 2  | $2607562.07              | $-124807583.22                             |
| Month 3  | $-170969.24              | $-24051926.16                              |

**Designated Index Information**

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

- **Index Identifier:** M1WDU, LBUSTRUU, LF98TRUU, SPR

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYSCO CORP                                                                                       | Sysco Corporation                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     49818 | NS      | $3557005.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    238000 | PA      | $214982.28    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                                  | ALLO Issuer, LLC                                                                              | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1107041.76   | 0.03%             | 2055-04-20      | Fixed         | 5.53%                 | 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        |     77000 | PA      | $58806.66     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP II                                                                  | Blue Owl Technology Finance Corporation                                                       | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    248000 | PA      | $248536.42    | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS INC NEW                                                                   | Charter Communications, Inc.                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       445 | NS      | $174377.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    396000 | PA      | $370038.09    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Iliad Holding SASU                                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    172000 | PA      | $181431.10    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1305 | NS      | $281436.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                                                                  | Hanesbrands, Inc.                                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      8484 | NS      | $38941.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158813.10    | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | 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        |   2866753 | PA      | $2750733.21   | 0.07%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300725.45    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAM RESH CORP                                                                                    | Lam Research Corporation                                                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1489 | NS      | $106716.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                  | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     72000 | PA      | $68225.63     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    455000 | PA      | $405687.62    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308237.25    | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | 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        |    901000 | PA      | $885341.76    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LA Z BOY INC                                                                                     | La-Z-Boy, Inc.                                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      8110 | NS      | $320345.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                                            | AECOM                                                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      9021 | NS      | $889921.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      5657 | NS      | $2702631.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELEC CO                                                                                  | Emerson Electric Company                                                                      | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    232000 | PA      | $235394.28    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Short-Term Bond Fund, Class S                                                        | CUSIP: 885882381<br>LEI: CF9DL8K7BN0275PLD516 | Long             |  | RF                | US        |   5890663 | NS      | $73574378.07  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                                                    | Old Dominion Freight Line, Inc.                                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      7179 | NS      | $1100397.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                                 | CMFT Net Lease Master Issuer, LLC                                                             | CUSIP: 12575AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550680 | PA      | $502144.13    | 0.01%             | 2051-07-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                          | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      3147 | NS      | $251445.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                                        | Stonepeak Nile Parent, LLC                                                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55838.75     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121218.16    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                                             | Lloyds Banking Group plc                                                                      | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $303645.11    | 0.01%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                      | Netflix, Inc.                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1019 | NS      | $1153222.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266779.73    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                              | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80209.91     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    411000 | PA      | $415791.99    | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HLDGS LLC                                                                        | MPH Acquisition Holdings, LLC                                                                 | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     35050 | PA      | $27163.75     | 0.00%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERRIGO FIN UNLIMITED CO                                                                         | Perrigo Finance Unlimited Company                                                             | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $95168.04     | 0.00%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137HJ4Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    800000 | PA      | $772583.04    | 0.02%             | 2055-01-25      | Fixed         | 5.00%                 | 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        |     61000 | PA      | $52348.83     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    960000 | PA      | $952168.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                          | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    182000 | PA      | $159613.27    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    352000 | PA      | $366755.06    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPER PARTNERS LP                                                             | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22951.56     | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| KODIAK GAS SVCS INC                                                                              | Kodiak Gas Services, Inc.                                                                     | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2522 | NS      | $85773.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citicorp Mortgage Secs Trust Series 2007-6                                                       | Citicorp Mortgage Securities, Inc.                                                            | CUSIP: 173103AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350195 | PA      | $316188.14    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                            | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66433.77     | 0.00%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPER PARTNERSHIP LP                                                             | Invitation Homes Operating Partnership, LP                                                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    286000 | PA      | $239724.10    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72581.42     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    259000 | PA      | $258482.97    | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Disney Walt Co                                                                                   | Walt Disney Company                                                                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      7844 | NS      | $713411.80    | 0.02%             |  |  |  | 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        |      -611 | NC      | $3610714.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $69114.77     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                                           | Arch Capital Group, Ltd.                                                                      | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      3309 | NS      | $300060.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WTR CAP CORP                                                                            | American Water Capital Corporation                                                            | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    241000 | PA      | $229470.91    | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                       | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60157.47     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | 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        |    200000 | PA      | $187260.34    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                                       | Dover Corporation                                                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        18 | NS      | $3071.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                                                                     | VeriSign, Inc.                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5877 | NS      | $1658019.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                                                       | Ecolab, Inc.                                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     16687 | NS      | $4195612.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91236.30     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                                        | Crocs, Inc.                                                                                   | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60323.90     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DYNE THERAPEUTICS INC                                                                            | Dyne Therapeutics, Inc.                                                                       | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3633 | NS      | $42833.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAND PARENT LLC                                                                                  | Rand Parent, LLC                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $165520.01    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| PENTAIR PLC                                                                                      | Pentair plc                                                                                   | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      8854 | NS      | $803323.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                                         | Ryder System, Inc.                                                                            | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    259000 | PA      | $259607.69    | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                        | CUSIP: 3140XJC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1735952 | PA      | $1642584.49   | 0.04%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    481000 | PA      | $461133.91    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Large Cap Value Fund, Class S                                                        | CUSIP: 885882811<br>LEI: 549300I9I6ET3JG7F433 | Long             |  | RF                | US        |  12314955 | NS      | $349621564.13 | 9.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                                                       | Sabra Health Care REIT, Inc.                                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    169648 | NS      | $3028216.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BK ONT                                                                          | Toronto-Dominion Bank                                                                         | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $149614.18    | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| INTELLIA THERAPEUTICS INC                                                                        | Intellia Therapeutics, Inc.                                                                   | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      5291 | NS      | $46931.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                              | Sherwin-Williams Company                                                                      | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    257000 | PA      | $257292.59    | 0.01%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                                                                                    | Renasant Corporation                                                                          | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       414 | NS      | $13276.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                                                                   | Open Text Corporation                                                                         | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $123467.40    | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                                    | II-VI, Inc.                                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53613.15     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                          | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57301.47     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADOBE SYS INC                                                                                    | Adobe, Inc.                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1261 | NS      | $472849.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                                                                      | Invesco, Ltd.                                                                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      9604 | NS      | $133783.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RES CORP                                                                              | California Resources Corporation                                                              | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75319.07     | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | 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        |   1553977 | PA      | $1504406.02   | 0.04%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANKFINANCIAL CORP                                                                               | BankFinancial Corporation                                                                     | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $19479.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153822.19    | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EPR PPTYS                                                                                        | EPR Properties                                                                                | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207551.40    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| O-I GLASS INC                                                                                    | O-I Glass, Inc.                                                                               | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3112 | NS      | $39397.92     | 0.00%             |  |  |  | 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        |    412000 | PA      | $372843.54    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |    158000 | PA      | $153736.58    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                                                                         | GigaCloud Technology, Inc.                                                                    | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5266 | NS      | $66035.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini S&P 500 Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      1927 | NC      | $762496.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46792.16     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    594000 | PA      | $595678.94    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SCRIPPS E W CO OHIO                                                                              | E.W. Scripps Company                                                                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     29062 | NS      | $58414.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR GROUP INC                                                                                    | RMR Group, Inc.                                                                               | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1470 | NS      | $21579.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                                  | Xcel Energy, Inc.                                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139343.27    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KNIGHT-SWIFT TRANSN HLDGS INC                                                                    | Knight-Swift Transportation Holdings, Inc.                                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7819 | NS      | $306270.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33224.13     | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     63680 | PA      | $70508.70     | 0.00%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                        | Sunoco, LP                                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    191000 | PA      | $196379.13    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    259000 | PA      | $264479.39    | 0.01%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| J & J SNACK FOODS CORP                                                                           | J & J Snack Foods Corporation                                                                 | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |     14550 | NS      | $1885534.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company                                                            | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242047.26    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                              | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      5609 | NS      | $407549.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OH                                                                              | Progressive Corporation                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      7845 | NS      | $2210250.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $278621.39    | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                      | MetLife, Inc.                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     30200 | NS      | $2276174.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                                                                             | Alaska Air Group, Inc.                                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       815 | NS      | $36080.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3921390 | PA      | $3415273.20   | 0.09%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                                         | LKQ Corporation                                                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4683 | NS      | $178937.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                          | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42913.27     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADMA BIOLOGICS INC                                                                               | ADMA Biologics, Inc.                                                                          | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54221 | NS      | $1290459.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATL BANCORP IND                                                                             | Old National Bancorp                                                                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     38906 | NS      | $801074.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Tr                                                                                   | SPDR S&P Regional Banking ETF                                                                 | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |      2982 | NS      | $161415.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MELLO MTG CAP ACCEP 2021-INV2                                                                    | Mello Mortgage Capital Acceptance                                                             | CUSIP: 58549XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    882286 | PA      | $718765.47    | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                                                     | Enerflex, Ltd.                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $52161.58     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATLS CO                                                                                  | Vulcan Materials Company                                                                      | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1218 | NS      | $319517.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PPTY GROUP INC                                                                           | Brixmor Property Group, Inc.                                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      9027 | NS      | $224862.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                        | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    228000 | PA      | $213538.19    | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61916.66     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC INDS INC                                                                           | Hawaiian Electric Industries, Inc.                                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     17550 | NS      | $184275.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                 | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    336000 | PA      | $220850.61    | 0.01%             | 2051-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EOG RES INC                                                                                      | EOG Resources, Inc.                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     20657 | NS      | $2279086.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                                                           | Columbia Sportswear Company                                                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     10566 | NS      | $656888.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natwest Group Plc                                                                                | NatWest Group plc                                                                             | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $221578.55    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      5468 | NS      | $212049.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                                                                          | UKG, Inc.                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65842.82     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCP X (Offshore), L.P.                                                                           | LCP X (Offshore), LP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $23198462.54  | 0.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUNT J B TRANS SVCS INC                                                                          | JB Hunt Transport Services, Inc.                                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     11281 | NS      | $1473072.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BK CORP N Y                                                                              | TrustCo Bank Corporation NY                                                                   | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2384 | NS      | $72592.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS MIDLAND CO                                                                        | Archer-Daniels-Midland Company                                                                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       948 | NS      | $45267.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                                               | Pretium Mortgage Credit Partners, LLC                                                         | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600000.00    | 0.02%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  3 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    115000 | PA      | $121303.14    | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GS MTG BACKED SECS TR 2022-GR1                                                                   | GS Mortgage-Backed Securities Trust                                                           | CUSIP: 36266TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    963177 | PA      | $818099.34    | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | 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        |   3200000 | PA      | $2981900.64   | 0.08%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    121000 | PA      | $128120.17    | 0.00%             | 2030-06-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                           | Motorola Solutions, Inc.                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      5722 | NS      | $2519911.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                                                      | Valaris, Ltd.                                                                                 | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    116000 | PA      | $108690.65    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                    | Aircastle, Ltd.                                                                               | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $374407.98    | 0.01%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| W R GRACE HLDGS LLC                                                                              | WR Grace Holdings, LLC                                                                        | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48404.75     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70678.75     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    296000 | PA      | $273253.41    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219644.81    | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122855.27    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | 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        |    139000 | PA      | $138906.99    | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $128923.18    | 0.00%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                                        | Qorvo, Inc.                                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      3398 | NS      | $243534.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME Euro Foreign Exchange Currency                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -281 | NC      | $-1349510.02  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                                                      | Gartner, Inc.                                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      2058 | NS      | $866582.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIO ROYALTIES CORP NEW                                                                         | Sitio Royalties Corporation                                                                   | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12351 | NS      | $209472.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                                                                      | MongoDB, Inc.                                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      4001 | NS      | $688852.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDL TECHNOLOGIES INC                                                                    | Applied Industrial Technologies, Inc.                                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       357 | NS      | $86850.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAP BANCSHARES INC DEL                                                                     | Texas Capital Bancshares, Inc.                                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       379 | NS      | $25828.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC                                                                     | West Pharmaceutical Services, Inc.                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2764 | NS      | $584005.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77677.33     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                  | Star Parent, Inc.                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54638.32     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                   | Albemarle Corporation                                                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1299 | NS      | $76056.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TR                                                                             | Pebblebrook Hotel Trust                                                                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     20542 | NS      | $185905.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120381.71    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    898000 | PA      | $791932.51    | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                                           | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37619.95     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       714 | NS      | $165012.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                           | International Flavors & Fragrances, Inc.                                                      | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    272000 | PA      | $267108.92    | 0.01%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| WNS HOLDINGS LIMITED                                                                             | WNS Holdings, Ltd.                                                                            | CUSIP: G98196101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |     29039 | NS      | $1757440.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    241000 | PA      | $232411.89    | 0.01%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234868.34    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $72860.87     | 0.00%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HLDGS INC                                                                              | Equitable Holdings, Inc.                                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      2039 | NS      | $100828.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAWAII CORP                                                                                 | Bank of Hawaii Corporation                                                                    | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       148 | NS      | $9784.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELEC PLC                                                                                   | nVent Electric plc                                                                            | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     15763 | NS      | $865546.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                                                         | FMC Corporation                                                                               | CUSIP: 302491AW5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230285.32    | 0.01%             | 2026-05-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                                        | EnPro, Inc.                                                                                   | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      7137 | NS      | $1066267.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BK                                                                                       | Cadence Bank                                                                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2532 | NS      | $74086.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $2452195.32   | 0.07%             | 2050-11-15      | Fixed         | 1.62%                 | 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        |     12942 | NS      | $117642.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN STS BANCSHARES INC                                                                      | Southern States Bancshares, Inc.                                                              | CUSIP: 843878307<br>LEI: 54930074ZMW7KARTWQ27 | Long             | EC               | CORP              | US        |       407 | NS      | $13597.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLEMA PHARMACEUTICALS INC                                                                        | Olema Pharmaceuticals, Inc.                                                                   | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5976 | NS      | $30836.16     | 0.00%             |  |  |  | No            |                  1 | 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        |   5150000 | PA      | $5040903.53   | 0.14%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                               | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79071.16     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                                     | Hess Midstream Operations, LP                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $134233.41    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | 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        |    148333 | PA      | $147344.73    | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | 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        |   1000000 | PA      | $1003816.00   | 0.03%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60974.60     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HANOVER INS GROUP INC                                                                            | Hanover Insurance Group, Inc.                                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       823 | NS      | $136700.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                                                          | PTC, Inc.                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6669 | NS      | $1033494.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                           | Boston Scientific Corporation                                                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     33282 | NS      | $3423719.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                                                                      | Trex Company, Inc.                                                                            | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5189 | NS      | $300027.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98309.19     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135666.56    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | 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        |    139000 | PA      | $114247.06    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                                  | iHeartMedia, Inc.                                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10323 | NS      | $10632.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UN BANKSHARES CORP                                                                      | Atlantic Union Bankshares Corporation                                                         | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2204 | NS      | $61050.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $104912.50    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88835.03     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPENSIFY INC                                                                                    | Expensify, Inc.                                                                               | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1654 | NS      | $4895.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    218000 | PA      | $212933.63    | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46466.82     | 0.00%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN MO BANCORP INC                                                                          | Southern Missouri Bancorp, Inc.                                                               | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       557 | NS      | $29326.05     | 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        |       559 | NS      | $52272.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21400000 | PA      | $20955281.25  | 0.57%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDL PPTYS INC                                                                        | Innovative Industrial Properties, Inc.                                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      8544 | NS      | $464024.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3388250 | PA      | $3168883.63   | 0.09%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134323.81    | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC LA                                                                        | Lumen Technologies, Inc.                                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     13999 | NS      | $49556.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29347.27     | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                         | EQT Corporation                                                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       259 | NS      | $12804.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                                                                               | Howard Hughes Corporation                                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38473.36     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94027.92     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                                       | RTX Corporation                                                                               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    375000 | PA      | $340092.86    | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65629.83     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | 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        |     32000 | PA      | $32149.28     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | 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        |       690 | NC      | $1447860.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS RLTY LTD PARTNERSHIP                                                                   | Highwoods Realty, LP                                                                          | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    189000 | PA      | $160355.78    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS ESCROW CORP                                                                           | NCR Atleos Corporation                                                                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55945.45     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    214000 | PA      | $220963.71    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                     | QUALCOMM, Inc.                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     34050 | NS      | $5055063.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD RLTY OPER PARTNERSHIP LP                                                               | Americold Realty Operating Partnership, LP                                                    | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    318000 | PA      | $318308.94    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| F5 INC                                                                                           | F5, Inc.                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1333 | NS      | $352898.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR FINL INC                                                                                | Flagstar Financial, Inc.                                                                      | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      2783 | NS      | $32588.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $294105.18    | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP AMER                                                                              | Packaging Corporation of America                                                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4177 | NS      | $775292.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     83000 | PA      | $89728.76     | 0.00%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-3                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    451203 | PA      | $456011.16    | 0.01%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2283 | NS      | $122711.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70705.78     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FORTINET INC                                                                                     | Fortinet, Inc.                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     16124 | NS      | $1673026.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                           | Roper Technologies, Inc.                                                                      | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    298000 | PA      | $251794.36    | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | 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        |     64000 | PA      | $61754.69     | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41417.19     | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PPTYS TR                                                                                 | Service Properties Trust                                                                      | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66683.58     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TKO GROUP HLDGS INC                                                                              | TKO Group Holdings, Inc.                                                                      | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1131 | NS      | $184251.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190396.97    | 0.01%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    259000 | PA      | $233585.38    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PACCAR INC                                                                                       | PACCAR, Inc.                                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1157 | NS      | $104372.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                              | Procter & Gamble Company                                                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     18478 | NS      | $3003968.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                             | Parker-Hannifin Corporation                                                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4982 | NS      | $3014408.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW MEDIUM TERM SR NTS BOOK ENTRY                                               | Wells Fargo & Company                                                                         | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $469887.15    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MODINE MFG CO                                                                                    | Modine Manufacturing Company                                                                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     13557 | NS      | $1106793.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINL INC                                                                                    | Ally Financial, Inc.                                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     12587 | NS      | $411091.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49108.21     | 0.00%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                                           | Champ Acquisition Corporation                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $58994.71     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIRST BUSINESS FINL SVCS INC WIS                                                                 | First Business Financial Services, Inc.                                                       | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       434 | NS      | $20892.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    319000 | PA      | $318515.44    | 0.01%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                                  | BANK 2022-BNK39                                                                               | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3964495 | PA      | $94848.55     | 0.00%             | 2055-02-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                                       | Arcosa, Inc.                                                                                  | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1250 | NS      | $100087.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICEONE FINL SVCS INC                                                                          | ChoiceOne Financial Services, Inc.                                                            | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $7192.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDS INC NEW                                                                     | Armstrong World Industries, Inc.                                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      5017 | NS      | $727565.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     26803 | NS      | $3135682.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    288000 | PA      | $292261.23    | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIS TOWERS WATSON PUB LTD CO                                                                  | Willis Towers Watson plc                                                                      | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       160 | NS      | $49248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                                                      | Textron, Inc.                                                                                 | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    338000 | PA      | $326861.65    | 0.01%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PENN ENTMT INC                                                                                   | PENN Entertainment, Inc.                                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $131567.55    | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP MED TERM NTS BOOK ENTRY                                                           | Air Lease Corporation                                                                         | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    537000 | PA      | $494834.96    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAV ACQUISITION CORP                                                                             | McGraw-Hill Education, Inc.                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    194000 | PA      | $190044.01    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                                                    | Medtronic plc                                                                                 | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     50582 | NS      | $4287330.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QMUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8334209 | PA      | $7008972.95   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IQVIA HLDGS INC                                                                                  | IQVIA Holding, Inc.                                                                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       851 | NS      | $131964.57    | 0.00%             |  |  |  | No            |                  1 | 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        |    113000 | PA      | $116640.63    | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41529.07     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation                                                                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     10343 | NS      | $396550.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF TR                                                                              | SPDR S&P 500 ETF Trust                                                                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |     25565 | NS      | $14176815.10  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589JC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $198275.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIUMPH BANCORP INC                                                                              | Triumph Financial, Inc.                                                                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     36201 | NS      | $1933857.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STITCH FIX INC                                                                                   | Stitch Fix, Inc.                                                                              | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      2455 | NS      | $8027.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN B V                                                                    | Deutsche Telekom International Finance BV                                                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    569000 | PA      | $669450.95    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $70175.01     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FIN P L C / XO MGMT HLDG INC                                                      | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     35000 | PA      | $33989.71     | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LIBERTY GLOBAL LTD                                                                               | Liberty Global, Ltd., Class A                                                                 | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |      3548 | NS      | $38850.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    333000 | PA      | $328156.26    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      4793 | NS      | $52147.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    123719 | NS      | $7142297.87   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3436 | NS      | $445683.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121079.71    | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120092.38    | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                                    | Life Time, Inc.                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97692.74     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                                    | Affiliated Managers Group, Inc.                                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       622 | NS      | $103021.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                                                        | Warner Brothers Discovery, Inc.                                                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    141620 | NS      | $1227845.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                                     | Walgreens Boots Alliance, Inc.                                                                | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41920.35     | 0.00%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINL GROUP INC                                                                            | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203093.52    | 0.01%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FDG LLC                                                                                  | Hotwire Funding, LLC                                                                          | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $861272.11    | 0.02%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118333.94    | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER S A U                                                                      | Grifols SA                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    168000 | PA      | $156387.13    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                             | Jacobs Solutions, Inc.                                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14782 | NS      | $1830011.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                                                          | NVR, Inc.                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       118 | NS      | $840838.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                                                                        | Itron, Inc.                                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       813 | NS      | $90478.77     | 0.00%             |  |  |  | No            |                  1 | 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        |    107000 | PA      | $113535.13    | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                             | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100646.24    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                  | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63611.83     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                        | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    498000 | PA      | $444456.12    | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & PWR CO                                                                           | Virginia Electric and Power Company                                                           | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77941.42     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VALLEY NATL BANCORP                                                                              | Valley National Bancorp                                                                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     18123 | NS      | $155857.80    | 0.00%             |  |  |  | No            |                  1 | 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        |    220000 | PA      | $216990.55    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                                     | Walgreens Boots Alliance, Inc.                                                                | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    203000 | PA      | $191021.41    | 0.01%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                                           | Intuitive Surgical, Inc.                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4023 | NS      | $2075063.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTMT INC                                                                            | Live Nation Entertainment, Inc.                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69495.21     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | 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        |   2929819 | PA      | $2752859.35   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2023-NQM1                                                   | Morgan Stanley Residential Mortgage Loan Trust                                                | CUSIP: 61775VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1217900.88   | 0.03%             | 2068-09-25      | Variable      | 7.42%                 | 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        |     82000 | PA      | $75016.06     | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86199.02     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8983 | NS      | $524337.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HLDGS INC / UNITI GROUP FIN 2019 INC / CSL CAP LLC                  | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                               | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31853.55     | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1236843.74   | 0.03%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2013615 | PA      | $1987983.31   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117159.92    | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                                                             | Oceaneering International, Inc.                                                               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      5981 | NS      | $106162.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                                                                 | Zillow Group, Inc., Class C                                                                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      8765 | NS      | $590147.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLDGS INC                                                                            | Lamb Weston Holdings, Inc.                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65960.48     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PMTS LLC / SHIFT4 PMTS FIN SUB INC                                                        | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17242.20     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                           | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $218837.75    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    244000 | PA      | $222446.82    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WINDSTREAM SVCS LLC / WINDSTREAM ESCROW FIN CORP                                                 | Windstream Services, LLC/Windstream Escrow Finance Corporation                                | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $94182.15     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     33235 | NS      | $18246015.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      6123 | NS      | $418690.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INTL L L C / EMC CORP                                                                       | Dell International, LLC/EMC Corporation                                                       | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    347000 | PA      | $349807.19    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Discount Notes                                         | CUSIP: 313397GS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |   8100000 | PA      | $8061439.46   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Global Secondaries VI Feeder S.A., SICAV-RAIF                                              | Crown Global Secondaries VI Feeder S.A., SICAV-RAIF                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | LU        |         1 | NS      | $5813117.74   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    273000 | PA      | $268837.24    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                                                                         | Southern California Edison Company                                                            | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131056.09    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EAGLE BANCORP INC MD                                                                             | Eagle Bancorp, Inc.                                                                           | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3431 | NS      | $61586.45     | 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: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    243000 | PA      | $258072.62    | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| WESBANCO INC                                                                                     | WesBanco, Inc.                                                                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $83384.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAP CORP                                                                                  | Sprint Capital Corporation                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    526000 | PA      | $631350.14    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUT GROUP INC                                                                            | Liberty Mutual Group, Inc.                                                                    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33053.29     | 0.00%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPER LP                                                                        | Western Midstream Operating, LP                                                               | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115147.41    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC                                                                     | Zentalis Pharmaceuticals, Inc.                                                                | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5833 | NS      | $8282.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    304000 | PA      | $306608.16    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                                       | Samsung Electronics Company, Ltd.                                                             | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     73227 | NS      | $2857137.30   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCOA CORP                                                                                       | Alcoa Corporation                                                                             | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       810 | NS      | $19869.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENALI THERAPEUTICS INC                                                                          | Denali Therapeutics, Inc.                                                                     | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      5610 | NS      | $93406.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                                                     | AutoZone, Inc.                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        50 | NS      | $188130.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                                                                 | Black Hills Corporation                                                                       | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      5923 | NS      | $360710.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-3                                                                   | Countrywide Home Loans, Inc.                                                                  | CUSIP: 12543RBC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149768 | PA      | $67160.54     | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROCORE TECHNOLOGIES INC                                                                         | Procore Technologies, Inc.                                                                    | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |       416 | NS      | $26661.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $361584.08    | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP INC                                                                    | Northwestern Energy Group, Inc.                                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      2818 | NS      | $164092.14    | 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: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $166555.38    | 0.00%             | 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        |    288000 | PA      | $288987.43    | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    500000 | PA      | $495917.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                              | Clearway Energy, Inc., Class C                                                                | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     18175 | NS      | $533254.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GORMAN RUPP CO                                                                                   | Gorman-Rupp Company                                                                           | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |       413 | NS      | $14810.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                            | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    459000 | PA      | $370836.93    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    244000 | PA      | $250121.72    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1595 | NS      | $228005.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    236000 | PA      | $242801.04    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CHATHAM LODGING TR                                                                               | Chatham Lodging Trust                                                                         | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8429 | NS      | $57907.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                                               | Banco Santander SA                                                                            | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $396686.64    | 0.01%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                                                        | AG TTMT Escrow Issuer, LLC                                                                    | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51503.90     | 0.00%             | 2027-09-30      | Fixed         | 8.62%                 | 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        |    609318 | PA      | $607411.78    | 0.02%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182984.77    | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                                           | Darden Restaurants, Inc.                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       297 | NS      | $59590.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                                                      | Cigna Group                                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      6995 | NS      | $2378579.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS TRANSN & INFRASTRUCTURE INVS LLC                                                        | Fortress Transportation and Infrastructure Investors, LLC                                     | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66779.85     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | 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        |    129000 | PA      | $128643.43    | 0.00%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PPL CAP FDG INC                                                                                  | PPL Capital Funding, Inc.                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    321000 | PA      | $320965.67    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES HLDGS INC                                                                      | SS&C Technologies Holdings, Inc.                                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       824 | NS      | $62294.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                      | Asbury Automotive Group, Inc.                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    111000 | PA      | $101157.70    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2484 | NS      | $1170013.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC                                                                         | Southside Bancshares, Inc.                                                                    | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      1267 | NS      | $35716.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                           | Fair Isaac Corporation                                                                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       535 | NS      | $1064478.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HLDGS INC                                                                                  | Enact Holdings, Inc.                                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       140 | NS      | $5010.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NKARTA INC                                                                                       | Nkarta, Inc.                                                                                  | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8551 | NS      | $18128.12     | 0.00%             |  |  |  | No            |                  1 | 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        |     91000 | PA      | $85828.34     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HLDGS INC                                                                       | Hilton Worldwide Holdings, Inc.                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     14057 | NS      | $3169572.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB BANCORP                                                                                      | PCB Bancorp                                                                                   | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      1318 | NS      | $25845.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132DTHZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2179931 | PA      | $2009083.02   | 0.05%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                | General Mills, Inc.                                                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90458.92     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                             | Neptune Bidco US, Inc.                                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    261000 | PA      | $232290.00    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                                | Take-Two Interactive Software, Inc.                                                           | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    221000 | PA      | $225041.79    | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPER PARTNERS LP                                                                  | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    231000 | PA      | $222842.84    | 0.01%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    342000 | PA      | $336296.90    | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL GROUP INC                                                                    | Mitsubishi UFJ Financial Group, Inc.                                                          | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $306886.92    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32800.22     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    700000 | PA      | $693399.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WATSCO INC                                                                                       | Watsco, Inc.                                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1751 | NS      | $805179.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6762 | NS      | $3705981.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Income Fund, Class S                                                                 | CUSIP: 885882423<br>LEI: 4MMUGK5U6RQBJ51GCQ90 | Long             |  | RF                | US        |  15633051 | NS      | $127253039.20 | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                                                               | Conagra Brands, Inc.                                                                          | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    434000 | PA      | $400667.87    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    468000 | PA      | $459320.34    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-HR8                                                                 | Morgan Stanley Capital I Trust                                                                | CUSIP: 61692BBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5272430 | PA      | $387680.21    | 0.01%             | 2053-07-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                                           | Trane Technologies plc                                                                        | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      9589 | NS      | $3675559.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                                                                    | Ingevity Corporation                                                                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      8817 | NS      | $290784.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTITUDE GROUP HLDGS LLC                                                                        | Fortitude Group Holdings, LLC                                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    491000 | PA      | $498193.22    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BK COLUMBUS GA                                                                           | Synovus Bank                                                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250851.96    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN STS WTR CO                                                                              | American States Water Company                                                                 | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      2491 | NS      | $202045.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PPTYS LP                                                                                 | Cousins Properties, LP                                                                        | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131809.26    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                   | Halliburton Company                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     60272 | NS      | $1194591.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                                                                   | CBRE Group, Inc.                                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     21063 | NS      | $2573477.34   | 0.07%             |  |  |  | No            |                  1 | 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        |   1848217 | PA      | $1821807.33   | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                                         | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBT3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310224.92    | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                                                                            | Becton, Dickinson and Company                                                                 | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    132000 | PA      | $97377.25     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| STRATEGIC ED INC                                                                                 | Strategic Education, Inc.                                                                     | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       994 | NS      | $81090.52     | 0.00%             |  |  |  | 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        |    203000 | PA      | $205864.13    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                               | Analog Devices, Inc.                                                                          | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $445955.84    | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROOKLINE BANCORP INC DEL                                                                        | Brookline Bancorp, Inc.                                                                       | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6813 | NS      | $71127.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98776.32     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    369000 | PA      | $357585.86    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHART INDS INC                                                                                   | Chart Industries, Inc.                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    173000 | PA      | $179485.50    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                             | Glencore Funding, LLC                                                                         | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    421000 | PA      | $425232.77    | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| VIEMED HEALTHCARE INC                                                                            | Viemed Healthcare, Inc.                                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14106 | NS      | $99729.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32560.19     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                              | Cheniere Energy, Inc.                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63741.65     | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NOBLE FIN II LLC                                                                                 | Noble Finance II, LLC                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $129576.35    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     55003 | PA      | $56545.61     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134288.24    | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                      | Royal Caribbean Cruises, Ltd.                                                                 | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     51000 | PA      | $51140.40     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP CORP MICH                                                                           | Credit Acceptance Corporation                                                                 | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $101453.66    | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TechTarget Inc                                                                                   | TechTarget, Inc.                                                                              | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      1317 | NS      | $10496.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40019.88     | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND LLC                                                                              | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $232418.31    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263380.07    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MGIC INVT CORP WIS                                                                               | MGIC Investment Corporation                                                                   | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     32497 | NS      | $809500.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                                 | Crown Castle, Inc.                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     23767 | NS      | $2513597.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP                           | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation    | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $444218.63    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                            | Quest Diagnostics, Inc.                                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       562 | NS      | $100159.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY FINL SYS INC                                                                           | Community Financial System, Inc.                                                              | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       263 | NS      | $14357.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                              | Fifth Third Bancorp                                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1713 | NS      | $61565.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                               | Owens-Brockway Glass Container, Inc.                                                          | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51718.22     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    746000 | PA      | $586309.13    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                         | Marsh & McLennan Companies, Inc.                                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4664 | NS      | $1051592.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINL BANKSHARES INC                                                                        | First Financial Bankshares, Inc.                                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1359 | NS      | $45540.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                                                        | Graco, Inc.                                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     11774 | NS      | $960876.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                                                                                     | Agilysys, Inc.                                                                                | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     12959 | NS      | $963501.65    | 0.03%             |  |  |  | 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        |    114000 | PA      | $115104.77    | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASTERA LABS INC                                                                                  | Astera Labs, Inc.                                                                             | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $31414.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURKE HERBERT FINL SVCS CORP                                                                     | Burke & Herbert Financial Services Corporation                                                | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1888 | NS      | $105558.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORP                                                                                 | First Busey Corporation                                                                       | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      8090 | NS      | $168191.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                            | Devon Energy Corporation                                                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     61709 | NS      | $1876570.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103393.86    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63879.77     | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                                                                   | AMETEK, Inc.                                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     15399 | NS      | $2611362.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVS INC                                                                        | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    432000 | PA      | $406332.36    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                 | Centene Corporation                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      5009 | NS      | $299788.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168670.28    | 0.00%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HTAP 2024-1                                                                                      | HTAP                                                                                          | CUSIP: 40445NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571614 | PA      | $569144.42    | 0.02%             | 2037-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261938.63    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPG INDS INC                                                                                     | PPG Industries, Inc.                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1455 | NS      | $158391.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRE MED SYS INC                                                                              | Inspire Medical Systems, Inc.                                                                 | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      7227 | NS      | $1144612.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                      | Royal Caribbean Cruises, Ltd.                                                                 | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     45000 | PA      | $44654.13     | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    502000 | PA      | $336002.06    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                            | Waste Connections, Inc.                                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      6554 | NS      | $1295267.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6507769.52   | 0.18%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64337.51     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| LATTICE SEMICONDUCTOR CORP                                                                       | Lattice Semiconductor Corporation                                                             | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     25782 | NS      | $1261513.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    127944 | NS      | $1279440.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                                                       | STERIS plc                                                                                    | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3080 | NS      | $692199.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE CAP INC                                                                                | Accenture Capital, Inc.                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    312000 | PA      | $300715.50    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211802.81    | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2024-1                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533342 | PA      | $533061.16    | 0.01%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                                           | XPLR Infrastructure, LP                                                                       | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     46450 | NS      | $382748.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    202000 | PA      | $196993.50    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                                     | Illumina, Inc.                                                                                | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    277000 | PA      | $277031.53    | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS LLC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $56725.01     | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| BCB BANCORP INC                                                                                  | BCB Bancorp, Inc.                                                                             | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      2979 | NS      | $24487.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAP INC                                                                                 | Blue Owl Capital, Inc.                                                                        | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21966 | NS      | $407029.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PAC RY CO                                                                               | Canadian Pacific Railway Company                                                              | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    228000 | PA      | $196665.86    | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | 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        |    375000 | PA      | $336130.40    | 0.01%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      8999 | NS      | $2633737.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4625000 | PA      | $4563092.43   | 0.12%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                    | Lowe's Companies, Inc.                                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     11550 | NS      | $2582118.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                                           | Tyler Technologies, Inc.                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1996 | NS      | $1084426.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    107000 | PA      | $106095.23    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                               | Anheuser-Busch InBev Worldwide, Inc.                                                          | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301805.52    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71032.26     | 0.00%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                                        | Adobe, Inc.                                                                                   | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $473058.73    | 0.01%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                                       | Masco Corporation                                                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      6923 | NS      | $419603.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                             | Kraft Heinz Foods Company                                                                     | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    431000 | PA      | $437350.18    | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDGS CORP                                                                  | Integra LifeSciences Holdings Corporation                                                     | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      3472 | NS      | $56906.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASF IX L.P.                                                                                      | ASF IX, LP                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |         1 | NS      | $5409524.06   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                                         | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAC1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    243000 | PA      | $238583.46    | 0.01%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| FERGUSON ENTERPRISES INC                                                                         | Ferguson Enterprises, Inc.                                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     14715 | NS      | $2496546.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STS BANCORP INC ILL                                                                      | Midland States Bancorp, Inc.                                                                  | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      4616 | NS      | $75148.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                  | Cascades, Inc./Cascades USA, Inc.                                                             | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    180000 | PA      | $179018.30    | 0.00%             | 2026-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SILA RLTY TR INC                                                                                 | Sila Realty Trust, Inc.                                                                       | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |      4572 | NS      | $117774.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                                                                    | BlackLine, Inc.                                                                               | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14988 | NS      | $707883.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                                                  | AdaptHealth, LLC                                                                              | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $252134.20    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| D R HORTON INC                                                                                   | D.R. Horton, Inc.                                                                             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     20058 | NS      | $2534127.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / RWLV CAP INC                                                       | Resorts World Las Vegas, LLC/RWLV Capital, Inc.                                               | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86032.12     | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     41000 | PA      | $41052.64     | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                 | Altria Group, Inc.                                                                            | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    237000 | PA      | $260710.25    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    379000 | PA      | $353538.48    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VAXCYTE INC                                                                                      | Vaxcyte, Inc.                                                                                 | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      1847 | NS      | $66196.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123054.45    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SINCLAIR INC                                                                                     | Sinclair, Inc.                                                                                | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1080 | NS      | $15552.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HTAP ISSUER TR 2025-1                                                                            | HTAP Issuer Trust                                                                             | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264734 | PA      | $1245505.94   | 0.03%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL2 LLC                                                                               | Pretium Mortgage Credit Partners, LLC                                                         | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   1282264 | PA      | $1276968.66   | 0.03%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC NEW                                                                               | Merck & Company, Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     41323 | NS      | $3520719.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BKG SYS INC                                                                             | Columbia Banking System, Inc.                                                                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3048 | NS      | $68336.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES B V                                                                         | Sensata Technologies BV                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    172000 | PA      | $158225.19    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRS INC                                                                                 | Texas Instruments, Inc.                                                                       | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    227000 | PA      | $203062.34    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYLOCITY HLDG CORP                                                                              | Paylocity Holding Corporation                                                                 | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       148 | NS      | $28430.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2022-NQM3                                                                                    | OBX Trust                                                                                     | CUSIP: 67116KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $518131.58    | 0.01%             | 2062-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       540 | NS      | $217960.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FIN UNLIMITED CO                                                                         | Perrigo Finance Unlimited Company                                                             | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     62000 | PA      | $61543.92     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMICUS THERAPEUTICS INC                                                                          | Amicus Therapeutics, Inc.                                                                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      4586 | NS      | $35220.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COS INC                                                                                   | Cooper Companies, Inc.                                                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     12098 | NS      | $988043.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                                                                        | FORVIA SE                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    192000 | PA      | $191150.98    | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA PWR CO                                                                                   | Georgia Power Company                                                                         | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192509.37    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARK NATL CORP                                                                                   | Park National Corporation                                                                     | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |        29 | NS      | $4352.90      | 0.00%             |  |  |  | No            |                  1 | 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        |     70000 | PA      | $60891.07     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDITORS INTL WASH INC                                                                         | Expeditors International of Washington, Inc.                                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1331 | NS      | $146290.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESH SYS INC                                                                             | FactSet Research Systems, Inc.                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1569 | NS      | $678153.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS U S A INC                                                                               | Skechers USA, Inc.                                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      5709 | NS      | $274146.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY CO                                                                               | Crescent Energy Company                                                                       | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5691 | NS      | $47121.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    253000 | PA      | $231558.41    | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-2 TR                                                                     | Home Partners of America Trust                                                                | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1056092 | PA      | $1013111.08   | 0.03%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195499.56    | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNION PAC CORP                                                                                   | Union Pacific Corporation                                                                     | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    455000 | PA      | $260085.66    | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      2377 | NS      | $599693.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELEC CO                                                                                      | DTE Electric Company                                                                          | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    215000 | PA      | $164653.56    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                                   | DCLI Bidco, LLC                                                                               | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58685.77     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE TR 2007-A                                                                    | National Collegiate Trust                                                                     | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129061 | PA      | $126119.83    | 0.00%             | 2031-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                                                 | StoneX Group, Inc.                                                                            | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       952 | NS      | $84313.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Secondary Opportunities Fund V Offshore, L.P.                                          | StepStone Secondary Opportunities Fund V Offshore, LP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $11159013.42  | 0.30%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ANNALY CAP MGMT INC                                                                              | Annaly Capital Management, Inc.                                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      8010 | NS      | $156996.00    | 0.00%             |  |  |  | No            |                  1 | 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        |     77000 | PA      | $66479.16     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GATES INDL CORP PLC                                                                              | Gates Industrial Corporation plc                                                              | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     72795 | NS      | $1377281.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    663000 | PA      | $497709.65    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88547.98     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERIS BANCORP                                                                                   | Ameris Bancorp                                                                                | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      2532 | NS      | $148375.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINL BANCORP OHIO                                                                          | First Financial Bancorp                                                                       | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      4805 | NS      | $111235.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTL INC                                                                                   | Enova International, Inc.                                                                     | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1453 | NS      | $133370.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PUB LTD CO                                                                              | Allegion plc                                                                                  | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1155 | NS      | $160776.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BINOM SECURITIZATION TR 2021-INV1                                                                | BINOM Securitization Trust                                                                    | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    372820 | PA      | $338317.95    | 0.01%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137B15G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    440970 | PA      | $36994.28     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449230.09    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERRA MOBILITY CORP                                                                              | Verra Mobility Corporation                                                                    | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      4015 | NS      | $87527.00     | 0.00%             |  |  |  | No            |                  1 | 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        |    131000 | PA      | $132346.03    | 0.00%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINL SVCS INC                                                                          | Provident Financial Services, Inc.                                                            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      8060 | NS      | $131942.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINL CORP PA                                                                                 | CNB Financial Corporation                                                                     | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      2597 | NS      | $57004.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                    | Sinclair Television Group, Inc.                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79188.80     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DONNELLEY FINL SOLUTIONS INC                                                                     | Donnelley Financial Solutions, Inc.                                                           | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      7227 | NS      | $348341.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                                                     | Frontier Communications Holdings, LLC                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $195778.32    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    119307 | NS      | $5256666.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $346001.95    | 0.01%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                              | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $83818.54     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Crown Holdings Inc                                                                               | Crown Cork & Seal Company, Inc.                                                               | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97698.00     | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | 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        |    143000 | PA      | $139880.97    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                         | Agilent Technologies, Inc.                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     28255 | NS      | $3040238.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603994.05    | 0.02%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTMT INC NEW                                                                            | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78408.56     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATLS INC                                                                        | Martin Marietta Materials, Inc.                                                               | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139238.51    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                                                            | Twist Bioscience Corporation                                                                  | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     25257 | NS      | $967848.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE LTD PARTNERSHIP                                                                            | Agree, LP                                                                                     | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200864.81    | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                          | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $93251.16     | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | 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        |       324 | NC      | $752725.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                                                                                 | Entergy Corporation                                                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     52831 | NS      | $4393954.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MED CORP                                                                                  | Select Medical Corporation                                                                    | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68513.80     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| RHP HOTEL PPTYS LP & RHP FIN CORP                                                                | RHP Hotel Properties, LP/RHP Finance Corporation                                              | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62198.62     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILS INC                                                                              | Essential Utilities, Inc.                                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      4532 | NS      | $186401.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                                                               | Regal Rexnord Corporation                                                                     | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    284000 | PA      | $285631.24    | 0.01%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP NEW                                                                                | Amphenol Corporation                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     76691 | NS      | $5901372.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $237446.08    | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AlpInvest Secondaries Fund (Offshore Feeder) VIII, L.P.                                          | AlpInvest Secondaries Fund (Offshore Feeder) VIII, LP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $9101296.42   | 0.25%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EXLSERVICE HLDGS INC                                                                             | ExlService Holdings, Inc.                                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     48194 | NS      | $2336445.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FIN S A                                                                      | Consolidated Energy Finance SA                                                                | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    223000 | PA      | $173547.52    | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Energy Corporation                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     19613 | NS      | $2542433.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OHIO NATL FINL SVCS INC                                                                          | Constellation Insurance, Inc.                                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    153000 | PA      | $148400.54    | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | 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        |    146000 | PA      | $141104.43    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                                     | Magnera Corporation                                                                           | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    172000 | PA      | $162648.36    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | 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        |     56000 | PA      | $55944.21     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLDGS INC                                                                            | Lamb Weston Holdings, Inc.                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65668.06     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Societe Generale SA                                                                           | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $349179.62    | 0.01%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| CHEWY INC                                                                                        | Chewy, Inc.                                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      5815 | NS      | $218062.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPER CO LLC                                                                   | Columbia Pipelines Operating Company, LLC                                                     | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $61701.56     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                                                                                    | Bandwidth, Inc.                                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      4441 | NS      | $55157.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEINE ENERGY LTD                                                                                 | Teine Energy, Ltd.                                                                            | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | NUSS              | CA        |    140000 | PA      | $132894.05    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                           | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51840.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                       | Advanced Micro Devices, Inc.                                                                  | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    228000 | PA      | $187810.36    | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UNITED BANKSHARES INC W VA                                                                       | United Bankshares, Inc.                                                                       | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      1869 | NS      | $64088.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290525.13    | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                   | Mastercard, Inc.                                                                              | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220792.84    | 0.01%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                                     | Nordson Corporation                                                                           | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    234000 | PA      | $241456.26    | 0.01%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62697.25     | 0.00%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAP DESIGNATED ACTIVITY CO                                                             | TrueNoord Capital DAC                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     79000 | PA      | $80696.93     | 0.00%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OLD SECOND BANCORP INC DEL                                                                       | Old Second Bancorp, Inc.                                                                      | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     14698 | NS      | $232081.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                                   | Microsoft Corporation                                                                         | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    161000 | PA      | $103194.70    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC ENTERPRISE GROUP INC                                                                  | Public Service Enterprise Group, Inc.                                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     30845 | NS      | $2465440.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HLDGS INC                                                                                    | IES Holdings, Inc.                                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1189 | NS      | $233852.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINL CORP                                                                                 | Stifel Financial Corporation                                                                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      1992 | NS      | $170694.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                                                                                  | EMCOR Group, Inc.                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2187 | NS      | $876330.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION HOMES INC                                                                               | Champion Homes, Inc.                                                                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19522 | NS      | $1688653.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                                      | PepsiCo, Inc.                                                                                 | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    225000 | PA      | $183535.75    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                         | AES Corporation                                                                               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    456000 | PA      | $426763.79    | 0.01%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPER PARTNERS LP                                                             | XPLR Infrastructure Operating Partners, LP                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23084.42     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| CARTER BANKSHARES INC                                                                            | Carter Bankshares, Inc.                                                                       | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $13227.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5357371 | PA      | $4293577.76   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                                         | Flex, Ltd.                                                                                    | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      8589 | NS      | $294946.26    | 0.01%             |  |  |  | No            |                  1 | 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        |   8400000 | PA      | $8363912.68   | 0.23%             |  |  |  | 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        |     64000 | PA      | $59617.47     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTMT CORP DEL                                                                         | Six Flags Entertainment Corporation                                                           | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      7551 | NS      | $259829.91    | 0.01%             |  |  |  | No            |                  1 | 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        |    214000 | PA      | $199600.55    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                                     | Crane NXT Company                                                                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      6989 | NS      | $327923.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN AEROGELS INC                                                                               | Aspen Aerogels, Inc.                                                                          | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4602 | NS      | $24850.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                                                                       | Garmin, Ltd.                                                                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1377 | NS      | $257319.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTICS BIDCO S P A                                                                               | FiberCop SPA                                                                                  | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    235000 | PA      | $217015.85    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                                                                          | CECO Environmental Corporation                                                                | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     33867 | NS      | $805695.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      9710 | NS      | $2824833.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR CORP                                                                                   | State Street Corporation                                                                      | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    444000 | PA      | $446427.63    | 0.01%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204071.12    | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                          | Energizer Holdings, Inc.                                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164753.18    | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLP CAP L P / GLP FING II INC                                                                    | GLP Capital, LP                                                                               | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469000 | PA      | $476409.26    | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HANMI FINL CORP                                                                                  | Hanmi Financial Corporation                                                                   | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       854 | NS      | $19530.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106103.67    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                              | Travel + Leisure Company                                                                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      3346 | NS      | $146989.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    337000 | PA      | $342712.42    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA PWR CO                                                                                   | Georgia Power Company                                                                         | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123144.28    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                                      | Cummins, Inc.                                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       353 | NS      | $103725.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                      | Royal Caribbean Cruises, Ltd.                                                                 | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    288000 | PA      | $284061.08    | 0.01%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                                       | RTX Corporation                                                                               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    186000 | PA      | $184511.69    | 0.00%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                                           | Skyworks Solutions, Inc.                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2268 | NS      | $145787.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                                                                       | Viasat, Inc.                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68575.91     | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86766.29     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                       | Zoetis, Inc.                                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      8416 | NS      | $1316262.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FIN TR INC                                                                                | TPG RE Finance Trust, Inc.                                                                    | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9310 | NS      | $71128.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc., Class A                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     37648 | NS      | $5978502.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC NEW                                                                              | LendingTree, Inc.                                                                             | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1206 | NS      | $62217.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                                    | Automatic Data Processing, Inc.                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     10872 | NS      | $3268123.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    621000 | PA      | $513950.27    | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                   | Microsoft Corporation                                                                         | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    403000 | PA      | $246312.62    | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 31394L6Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    994406 | PA      | $999752.90    | 0.03%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                                          | Sotera Health Holdings, LLC                                                                   | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70769.23     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBANT S A                                                                                      | Globant SA                                                                                    | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      4066 | NS      | $478039.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co                                                                              | CBOT 2-Yr. U.S. Treasury Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       464 | NC      | $847036.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANPACK SAC / CANPACK US LLC                                                                     | Canpack SA/Canpack US, LLC                                                                    | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    211000 | PA      | $193138.51    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO I LTD / CARVAL CLO I LLC                                                              | CarVal CLO I, Ltd.                                                                            | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $599812.20    | 0.02%             | 2031-07-16      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                    | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    258000 | PA      | $165278.64    | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Lns Inc Mortgage Pass Through Ctf                                           | Residential Accredit Loans, Inc. Trust                                                        | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148016 | PA      | $130337.52    | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    291000 | PA      | $296732.16    | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                            | Encompass Health Corporation                                                                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    104000 | PA      | $102526.55    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                       | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    539000 | PA      | $535049.22    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                                  | BANK 2025-BNK49                                                                               | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $928951.74    | 0.03%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                                       | Berkshire Hathaway, Inc.                                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6899 | NS      | $3678891.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET PHARMACEUTICALS INC                                                                       | Rocket Pharmaceuticals, Inc.                                                                  | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      4417 | NS      | $33701.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND FGN ASSET CO / DIAMOND FIN LLC                                                           | Diamond Foreign Asset Company/Diamond Finance, LLC                                            | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     47000 | PA      | $44932.47     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317224.71    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LABCORP HLDGS INC                                                                                | Labcorp Holdings, Inc.                                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12293 | NS      | $2962735.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                                                                     | Penumbra, Inc.                                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      6715 | NS      | $1966420.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                                                                                  | Morningstar, Inc.                                                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1264 | NS      | $359886.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLT XCIX LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398559 | PA      | $398126.79    | 0.01%             | 2051-04-25      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Prime Security One Ms Inc                                                                        | ADT Security Corporation                                                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100906.93    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STEPAN CO                                                                                        | Stepan Company                                                                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       928 | NS      | $46919.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                     | Takeda Pharmaceutical Company, Ltd.                                                           | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    346000 | PA      | $338261.29    | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | 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        |     42000 | PA      | $39604.00     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    342000 | PA      | $198321.56    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | 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        |    104000 | PA      | $100681.95    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53350.00     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                               | Bunge, Ltd. Finance Corporation                                                               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84384.77     | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $137326.25    | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Equity Fund                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   2256596 | NS      | $21640757.40  | 0.58%             |  |  |  | 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        |     33000 | PA      | $33133.42     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                | NatWest Group plc                                                                             | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    359000 | PA      | $371781.07    | 0.01%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                         | Lloyds Banking Group plc                                                                      | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $351284.83    | 0.01%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                      | DTE Electric Company                                                                          | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    245000 | PA      | $184868.20    | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SVC INC                                                                            | United Parcel Service, Inc.                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     22491 | NS      | $2143392.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    404000 | PA      | $391309.90    | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                   | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $288568.94    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    143000 | PA      | $145046.77    | 0.00%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97599.13     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                                               | Telecom Italia Capital SA                                                                     | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     72000 | PA      | $69493.18     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123591.66    | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49323.39     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XMGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053223 | PA      | $846012.64    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $200299.16    | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    297000 | PA      | $274840.74    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    428000 | PA      | $375171.89    | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                                                                         | Silicon Laboratories, Inc.                                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      4015 | NS      | $408566.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                              | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126081.37    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                                                                     | DocuSign, Inc.                                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      4356 | NS      | $356103.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1600000 | PA      | $1594784.32   | 0.04%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                                                                        | Tesla, Inc.                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     22755 | NS      | $6420550.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                       | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     46000 | PA      | $41786.58     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM6 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    568410 | PA      | $518413.31    | 0.01%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| UNITED STS STL CORP NEW                                                                          | United States Steel Corporation                                                               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      5408 | NS      | $236383.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $417540.22    | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | 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        |     30000 | PA      | $30436.41     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       477 | NS      | $52202.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279379.79    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | 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        |     65000 | PA      | $56226.19     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111843.96    | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                                                 | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    298000 | PA      | $259182.16    | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589HG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |   3100000 | PA      | $3080203.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT INC                                                                              | Church & Dwight Company, Inc.                                                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       333 | NS      | $33080.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RES INC                                                                              | Continental Resources, Inc.                                                                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    398000 | PA      | $381418.30    | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41590.35     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.97      | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                         | Allison Transmission, Inc.                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47614.54     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROTHENA CORP PLC                                                                                | Prothena Corporation plc                                                                      | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      3190 | NS      | $29348.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                            | GFL Environmental, Inc.                                                                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    116000 | PA      | $110496.87    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LN TR 2018-A-GS                                                               | Commonbond Student Loan Trust                                                                 | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     13393 | PA      | $13218.30     | 0.00%             | 2044-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                                                              | Badger Infrastructure Solutions, Ltd.                                                         | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |     14476 | NS      | $412459.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                                            | Stellantis Finance US, Inc.                                                                   | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196400.65    | 0.01%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                                                        | Amcor plc                                                                                     | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     25304 | NS      | $232796.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2055000 | PA      | $1988533.59   | 0.05%             | 2027-11-15      | Fixed         | 2.25%                 | 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        |    750000 | PA      | $750017.25    | 0.02%             | 2035-01-20      | Floating      | 6.52%                 | 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        |   6193385 | PA      | $5213365.79   | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                           | XHR, LP                                                                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34476.04     | 0.00%             | 2030-05-15      | 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        |       309 | NC      | $206497.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                          | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108113.44    | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                                                          | Lululemon Athletica, Inc.                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3514 | NS      | $951485.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                                            | AECOM                                                                                         | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58865.96     | 0.00%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CURTISS WRIGHT CORP                                                                              | Curtiss-Wright Corporation                                                                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1898 | NS      | $654601.22    | 0.02%             |  |  |  | No            |                  1 | 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        |     74000 | PA      | $66889.73     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    380000 | PA      | $310103.13    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                                        | Federal Agricultural Mortgage Corporation                                                     | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      2175 | NS      | $381342.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                                          | Rockwell Automation, Inc.                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4091 | NS      | $1013258.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    341000 | PA      | $349188.34    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                                                               | Albertson's Companies, Inc.                                                                   | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      3936 | NS      | $86513.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146816.64    | 0.00%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Company                                                            | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    434000 | PA      | $433735.52    | 0.01%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                          | Imperial Brands Finance plc                                                                   | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $386016.38    | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                               | PRPM, LLC                                                                                     | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $509864.25    | 0.01%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                                | International Game Technology plc                                                             | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    336000 | PA      | $328484.55    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    392000 | PA      | $395869.98    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                      | Cencora, Inc.                                                                                 | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245427.03    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                                                               | CareTrust REIT, Inc.                                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       596 | NS      | $17444.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINL SVCS                                                                               | Discover Financial Services                                                                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     13261 | NS      | $2422386.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Mid Cap Value Fund                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   4142443 | NS      | $40637370.05  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                             | Global Net Lease, Inc.                                                                        | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     11849 | NS      | $89459.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                                                                          | Flagstar Mortgage Trust                                                                       | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    434841 | PA      | $390876.60    | 0.01%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CR INCOME CORP                                                                          | Blue Owl Credit Income Corporation                                                            | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    286000 | PA      | $282071.86    | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                                         | eBay, Inc.                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2572 | NS      | $175307.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNEBANK PORTSMOUTH VA                                                                          | Towne Bank/Portsmouth, VA                                                                     | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       173 | NS      | $5700.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY JACK & ASSOC INC                                                                           | Jack Henry & Associates, Inc.                                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     11100 | NS      | $1925073.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1294102 | PA      | $1040693.28   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    148000 | PA      | $140678.17    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     11263 | NS      | $154753.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    413000 | PA      | $421519.29    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GALLAGHER ARTHUR J & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3101 | NS      | $994459.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    457000 | PA      | $378650.40    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFORMATION SVCS INC                                                               | Fidelity National Information Services, Inc.                                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3367 | NS      | $265588.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                                                                              | Myriad Genetics, Inc.                                                                         | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      2227 | NS      | $16502.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                                                    | TopBuild Corporation                                                                          | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41395.70     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                                         | Dell, Inc.                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223154.52    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                                        | Shell plc ADR                                                                                 | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     19276 | NS      | $1242916.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     81000 | PA      | $63199.44     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | 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        |      9564 | NS      | $1124343.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORE BANCSHARES INC                                                                             | Shore Bancshares, Inc.                                                                        | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4465 | NS      | $61750.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                                                                  | Pegasystems, Inc.                                                                             | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     14883 | NS      | $1370426.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     10117 | NS      | $1867294.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN INC                                                                                        | Argan, Inc.                                                                                   | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       117 | NS      | $17916.21     | 0.00%             |  |  |  | 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        |   3068984 | PA      | $2713616.92   | 0.07%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                                                                      | South Bow USA Infrastructure Holdings, LLC                                                    | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    303000 | PA      | $300500.45    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| PINTEREST INC                                                                                    | Pinterest, Inc.                                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30990 | NS      | $784666.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135669.09    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP NEW                                                                                | GameStop Corporation                                                                          | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       782 | NS      | $21786.52     | 0.00%             |  |  |  | No            |                  1 | 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        |   3367747 | PA      | $3082536.86   | 0.08%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                                    | Parkland Corporation                                                                          | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69677.59     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $283531.37    | 0.01%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                        | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     10727 | NS      | $2360154.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPSTONE GROUP INC                                                                              | StepStone Group, Inc.                                                                         | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4615 | NS      | $230796.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | Credit Agricole SA                                                                            | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $253601.33    | 0.01%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372054.76    | 0.01%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KILROY RLTY L P                                                                                  | Kilroy Realty, LP                                                                             | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101624.85    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOLCIM FIN US LLC                                                                                | Holcim Finance US, LLC                                                                        | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    232000 | PA      | $231883.69    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | 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        |     75000 | PA      | $75077.25     | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                       | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156711.90    | 0.00%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $101873.37    | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN B V                                                                        | Trivium Packaging Finance                                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     98000 | PA      | $97037.28     | 0.00%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    284000 | PA      | $279152.77    | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MONOLITHIC PWR SYS INC                                                                           | Monolithic Power Systems, Inc.                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        31 | NS      | $18386.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                                                                              | Federal Signal Corporation                                                                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     13892 | NS      | $1131225.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       113 | NS      | $19311.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385HH2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    600000 | PA      | $596098.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HAWAIIAN INC                                                                               | First Hawaiian, Inc.                                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       840 | NS      | $19202.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                                                       | Nasdaq, Inc.                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     57684 | NS      | $4396097.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JFROG LTD                                                                                        | JFrog, Ltd.                                                                                   | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     56577 | NS      | $1910605.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                                                                                | Owens Corning, Inc.                                                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1388 | NS      | $201829.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TR                                                                   | National Storage Affiliates Trust                                                             | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |     32571 | NS      | $1211641.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PPTYS INC                                                                      | Ryman Hospitality Properties                                                                  | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       582 | NS      | $51186.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTL INC                                                                                     | RPM International, Inc.                                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      5978 | NS      | $638151.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINL CORP                                                                                | Synovus Financial Corporation                                                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      6052 | NS      | $262172.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                                         | Nexstar Media, Inc.                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98874.68     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AXALTA COATING SYS DUTCH HLDG B B V                                                              | Axalta Coating Systems Dutch Holding B BV                                                     | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    132000 | PA      | $136682.04    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | 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        |    192000 | PA      | $180384.94    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U S LOGISTICS FD L P                                                           | Prologis Targeted US Logistics Fund, LP                                                       | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246611.80    | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $172372.77    | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       685 | NS      | $167379.75    | 0.00%             |  |  |  | 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        |     98000 | PA      | $85313.90     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I L P                                                                          | Harvest Midstream I, LP                                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146767.99    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                                                       | Bridgewater Bancshares, Inc.                                                                  | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     16328 | NS      | $251287.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                                                       | Biogen, Inc.                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       588 | NS      | $71195.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                                                                     | Wingstop, Inc.                                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      3926 | NS      | $1036032.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HLDGS INC NEW                                                                          | Sirius XM Holdings, Inc.                                                                      | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11348 | NS      | $243074.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |     98000 | PA      | $97833.17     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    354000 | PA      | $314934.97    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                                 | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $371088.75    | 0.01%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| LANCASTER COLONY CORP                                                                            | Lancaster Colony Corporation                                                                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1941 | NS      | $315955.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LN FDG 2021-1 LTD / BALBOA BAY LN FDG 2021-1 LLC                                      | Balboa Bay Loan Funding, Ltd.                                                                 | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $977704.00    | 0.03%             | 2034-07-20      | Floating      | 6.22%                 | 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        |    215000 | PA      | $209030.46    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL5                                                                                   | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71981 | PA      | $71899.53     | 0.00%             | 2051-03-27      | Fixed         | 6.12%                 | 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        |    111000 | PA      | $110405.62    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TALOS PRODTN INC                                                                                 | Talos Production, Inc.                                                                        | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48890.61     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | 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        |  36521281 | NS      | $365212812.17 | 9.85%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                  | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $99459.30     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EAGLE MATLS INC                                                                                  | Eagle Materials, Inc.                                                                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       304 | NS      | $68822.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc.                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    259000 | PA      | $255637.16    | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                                                        | Park Hotels & Resorts, Inc.                                                                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     53821 | NS      | $534980.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                                                                        | Crocs, Inc.                                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1401 | NS      | $135084.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GEN ELEC CO                                                                             | Portland General Electric Company                                                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      7085 | NS      | $298420.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                      | Sunoco, LP/Sunoco Finance Corporation                                                         | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $93547.74     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HORIZON BANCORP INC                                                                              | Horizon Bancorp, Inc.                                                                         | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      7322 | NS      | $107486.96    | 0.00%             |  |  |  | No            |                  1 | 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        |    124000 | PA      | $117427.43    | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS HLDGS INC                                                                  | Cogent Communications Holdings                                                                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6158 | NS      | $334687.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOORAK MTG TR 2025-RRTL1                                                                         | Toorak Mortgage Trust                                                                         | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $574358.70    | 0.02%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BRADY CORP                                                                                       | Brady Corporation                                                                             | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      6379 | NS      | $448379.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVT ENTERPRISES PTE LTD                                                                  | Pfizer Investment Enterprises, Private Ltd.                                                   | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    230000 | PA      | $216053.17    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $386355.65    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SVCS INC                                                                                | Republic Services, Inc.                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       540 | NS      | $135405.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                           | Northern Oil and Gas, Inc.                                                                    | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104719.57    | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                               | Ford Motor Credit Company, LLC                                                                | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358423.80    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                                                                        | Agios Pharmaceuticals, Inc.                                                                   | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1446 | NS      | $42931.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHWORKS INC                                                                                   | Freshworks, Inc.                                                                              | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     18554 | NS      | $274042.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA INC                                                                                   | SharkNinja, Inc.                                                                              | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15966 | NS      | $1285263.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    292000 | PA      | $286143.29    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXELIXIS INC                                                                                     | Exelixis, Inc.                                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       663 | NS      | $25956.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                         | Microchip Technology, Inc.                                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50080.76     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    994000 | PA      | $698742.34    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                                              | TransDigm Group, Inc.                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $101741.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                                              | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      9832 | NS      | $121720.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHSL MTG LLC                                                                              | United Wholesale Mortgage, LLC                                                                | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169452.31    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL                                                         | Bright Horizons Family Solutions, Inc.                                                        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $202302.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                                                                | Omnicom Group, Inc.                                                                           | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205353.32    | 0.01%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| 1ST SOURCE CORP                                                                                  | 1st Source Corporation                                                                        | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1006 | NS      | $60309.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP NEW                                                                    | Brookfield Renewable Corporation                                                              | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |       237 | NS      | $6745.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    355000 | PA      | $372162.50    | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                       | Phinia, Inc.                                                                                  | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98123.37     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    425000 | PA      | $384626.43    | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CHEMED CORP NEW                                                                                  | Chemed Corporation                                                                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       556 | NS      | $323319.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                                                                  | Ross Stores, Inc.                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     11577 | NS      | $1609203.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PTS AMER INC                                                                            | Motorcar Parts of America, Inc.                                                               | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       650 | NS      | $5791.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $10906312.50  | 0.29%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                               | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     79000 | PA      | $84816.60     | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA INC                                                                               | Outfront Media, Inc.                                                                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     54325 | NS      | $821937.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINL SVCS INC                                                                           | Orrstown Financial Services, Inc.                                                             | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      2396 | NS      | $71808.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO                                                                                | New York Times Company                                                                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      5917 | NS      | $308039.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                                      | Saks Global Enterprises, LLC                                                                  | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $100078.67    | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36900.19     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                   | ITC Holdings Corporation                                                                      | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    152000 | PA      | $139411.44    | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | 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        |     97000 | PA      | $90210.84     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93601.15     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312051.35    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TENABLE HLDGS INC                                                                                | Tenable Holdings, Inc.                                                                        | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      2042 | NS      | $62423.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                                                     | Assurant, Inc.                                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1185 | NS      | $228396.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                                     | Clarivate Science Holdings Corporation                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66053.08     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRST BANCORP P R                                                                                | First Bancorp/Puerto Rico                                                                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     15758 | NS      | $309487.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                                     | Danaher Corporation                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     24154 | NS      | $4814616.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WTR CO                                                                                 | Middlesex Water Company                                                                       | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1238 | NS      | $78142.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC                                                                              | Peoples Bancorp, Inc./OH                                                                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2637 | NS      | $76499.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    354000 | PA      | $360530.99    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136AAJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    272483 | PA      | $6069.59      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                                                                    | Repligen Corporation                                                                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     13688 | NS      | $1888807.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                                                      | OFG Bancorp                                                                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     10301 | NS      | $405344.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTNS INC                                                                             | Financial Institutions, Inc.                                                                  | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $10663.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                                                       | Unum Group                                                                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       972 | NS      | $75485.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INS GROUP INC                                                                           | Hartford Insurance Group, Inc.                                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1563 | NS      | $191733.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                                           | GE HealthCare Technologies, Inc.                                                              | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    281000 | PA      | $295246.21    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SVCS INC                                                                    | Harley-Davidson Financial Services, Inc.                                                      | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    269000 | PA      | $267889.26    | 0.01%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUDSON TECHNOLOGIES INC                                                                          | Hudson Technologies, Inc.                                                                     | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6635 | NS      | $44388.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                                          | TGNR Intermediate Holdings, LLC                                                               | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    123000 | PA      | $113030.51    | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | 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        |    154000 | PA      | $156584.43    | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                                                       | Stanley Black & Decker, Inc.                                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4533 | NS      | $272070.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BQRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1120443 | PA      | $904005.29    | 0.02%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO ACTING                 | BBVA Mexico SA, Institucion de Banca Multiple, Grupo Financiero BBVA Mexico/TX                | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201022.00    | 0.01%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88351.97     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BUNGE GLOBAL SA                                                                                  | Bunge Global SA                                                                               | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |       281 | NS      | $22120.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                                                  | Tyson Foods, Inc.                                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1064 | NS      | $65159.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                         | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393346.04    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | 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        |   6981435 | PA      | $6074295.81   | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                      | Chemours Company                                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    184000 | PA      | $166670.95    | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132DQPX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2116272 | PA      | $1927216.06   | 0.05%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                                    | TopBuild Corporation                                                                          | CUSIP: 89055F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $21294.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2211623 | PA      | $1970030.17   | 0.05%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLLIERS INTL GROUP INC                                                                          | Colliers International Group, Inc.                                                            | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      5886 | NS      | $702611.82    | 0.02%             |  |  |  | No            |                  1 | 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        |    153000 | PA      | $157829.29    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     13259 | NS      | $1020280.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                                                             | Align Technology, Inc.                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       691 | NS      | $119750.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                                                        | Host Hotels & Resorts, Inc.                                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      1591 | NS      | $22464.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                                                                       | Iridium Communications, Inc.                                                                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      7000 | NS      | $168910.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP                                                                                      | Plexus Corporation                                                                            | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      1548 | NS      | $189521.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                                                                  | Baker Hughes Company                                                                          | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36090 | NS      | $1277586.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO B V                                                                                        | Ziggo BV                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $64445.05     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $242976.01    | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL LOGISTICS PPTYS TR                                                                    | Industrial Logistics Properties Trust                                                         | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     25376 | NS      | $66485.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $663655.17    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     12000 | PA      | $11938.79     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115428.04    | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                           | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144878.31    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146500.08    | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                           | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    356000 | PA      | $318104.60    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $450975.00    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                                            | Long Ridge Energy, LLC                                                                        | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103790.78    | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                              | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74010.46     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC NEW                                                                                | BlackRock Funding, Inc.                                                                       | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $118265.16    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                                                                      | Sterling Construction Company, Inc.                                                           | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      6208 | NS      | $927661.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                                                                | Brown & Brown, Inc.                                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      4269 | NS      | $472151.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID BANCSHARES INC                                                                         | First Mid-Illinois Bancshares, Inc.                                                           | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3399 | NS      | $113628.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC MEDIUM TERM NTS BOOK ENTRY 144A                                           | Standard Chartered plc                                                                        | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $381839.57    | 0.01%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                   | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     78000 | PA      | $85152.82     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ADR                                                                                    | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4794 | NS      | $1400758.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385FY7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199459.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Emerging Markets Debt Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   7287453 | NS      | $59101240.39  | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| C H ROBINSON WORLDWIDE INC                                                                       | C.H. Robinson Worldwide, Inc.                                                                 | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2302 | NS      | $205384.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166876.10    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V14 MTG TR                                                                        | Benchmark Mortgage Trust                                                                      | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $727739.67    | 0.02%             | 2057-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                         | Visa, Inc.                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     19543 | NS      | $6752106.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HLDGS LLC                                                                        | MPH Acquisition Holdings, LLC                                                                 | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     18305 | PA      | $16840.60     | 0.00%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                                                       | Dexcom, Inc.                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     14358 | NS      | $1024874.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPINE INCOME PPTY TR INC                                                                        | Alpine Income Property Trust, Inc.                                                            | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       756 | NS      | $11680.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                                                                     | United Therapeutics Corporation                                                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       367 | NS      | $111234.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                         | Acadia Healthcare Company, Inc.                                                               | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97372.17     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16600000 | PA      | $16683259.29  | 0.45%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63372.01     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HLDGS INC                                                                                | Amentum Holdings, Inc.                                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     45393 | NS      | $990475.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LOGISTICS PARTNERS OPERATIONS LP                                                          | Energy Transfer, LP                                                                           | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    176000 | PA      | $173771.34    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                                     | Calpine Corporation                                                                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143778.82    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CURBLINE PPTYS CORP                                                                              | Curbline Properties Corporation                                                               | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      8519 | NS      | $194999.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINL SVCS INC NEW                                                                       | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76892.57     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385GV2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    600000 | PA      | $596934.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                                              | Star Leasing Company, LLC                                                                     | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64579.35     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS PARTNERS L P                                                                    | Enterprise Products Partners, LP                                                              | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    103479 | NS      | $3094022.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                                        | Archer-Daniels-Midland Company                                                                | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $271319.95    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | 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        |     -1889 | NC      | $173707.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAP CORP                                                                         | Southern Company Gas Capital Corporation                                                      | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152809.91    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CF INDS HLDGS INC                                                                                | CF Industries Holdings, Inc.                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     41771 | NS      | $3273593.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                                                          | ITT Corporation                                                                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      3586 | NS      | $491353.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $352769.84    | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349474.96    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                                                          | Helios Technologies, Inc.                                                                     | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      8982 | NS      | $244849.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / ACRISURE FIN INC                                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66216.22     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127143.90    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FIN PLC                                                                                | eG Global Finance plc                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     32000 | PA      | $35194.66     | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CLEAN HBRS INC                                                                                   | Clean Harbors, Inc.                                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      5084 | NS      | $1087670.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORP                                                                                     | Flywire Corporation                                                                           | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      1074 | NS      | $10106.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER L P                                                                              | Energy Transfer, LP                                                                           | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    154000 | PA      | $159842.76    | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65893.89     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BK HLDG CORP                                                                        | Metropolitan Bank Holding Corporation                                                         | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1220 | NS      | $75554.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C3 AI INC                                                                                        | C3.ai, Inc.                                                                                   | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |      2151 | NS      | $47343.51     | 0.00%             |  |  |  | No            |                  1 | 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        | -19074000 | OU      | $309119.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                 | ERAC USA Finance, LLC                                                                         | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    227000 | PA      | $214255.48    | 0.01%             | 2053-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                                                         | Etsy, Inc.                                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1553 | NS      | $67524.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    177000 | PA      | $166486.45    | 0.00%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                         | APA Corporation                                                                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      4694 | NS      | $72944.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96564.43     | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CORVEL CORP                                                                                      | CorVel Corporation                                                                            | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10418 | NS      | $1133061.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILEY JOHN & SONS INC                                                                            | John Wiley and Sons, Inc.                                                                     | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      2094 | NS      | $91382.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTR INC                                                                                  | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65858.78     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63065.02     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRH                                                                           | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $506702.20    | 0.01%             | 2029-01-10      | Variable      | 5.37%                 | 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        |     78000 | PA      | $71114.89     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                                                        | Build-A-Bear Workshop, Inc.                                                                   | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      2646 | NS      | $93350.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                                                                        | Spire, Inc.                                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      3792 | NS      | $290239.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HLDGS INC                                                                                  | Roche Holdings, Inc.                                                                          | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | CH        |    228000 | PA      | $190774.04    | 0.01%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $246661.39    | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMPASS INC                                                                                      | Compass, Inc.                                                                                 | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     12235 | NS      | $94454.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Tr                                                                                   | SPDR S&P Biotech ETF                                                                          | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             |  | RF                | US        |     12272 | NS      | $1017962.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACE INA HLDGS INC                                                                                | Chubb INA Holdings, LLC                                                                       | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190914.56    | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                   | Microsoft Corporation                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     80270 | NS      | $31727520.20  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RES CORP                                                                                     | CNX Resources Corporation                                                                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65001.41     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM ESCROW CORP                                                                              | Amentum Holdings, Inc.                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    241000 | PA      | $245154.36    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MEDPACE HLDGS INC                                                                                | Medpace Holdings, Inc.                                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       728 | NS      | $224507.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    444000 | PA      | $443406.76    | 0.01%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                                           | Guidewire Software, Inc.                                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     12048 | NS      | $2467068.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                | Johnson & Johnson                                                                             | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254972.79    | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHRIM BANCORP INC                                                                             | Northrim BanCorp, Inc.                                                                        | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       380 | NS      | $30510.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                                                      | Paychex, Inc.                                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130365.15    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    211000 | PA      | $207061.83    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                    | PRA Group, Inc.                                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101000.00    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105208.65    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                                                        | Palantir Technologies, Inc.                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     21115 | NS      | $2500860.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME MTG TR 2023-RTL4                                                                           | LHOME Mortgage Trust                                                                          | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $607080.72    | 0.02%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $10175695.34  | 0.27%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    294000 | PA      | $304731.12    | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | 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        |    106000 | PA      | $108164.37    | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ CO                                                                                   | Kraft Heinz Company                                                                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       817 | NS      | $23774.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP                                                                       | Sensient Technologies Corporation                                                             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      5959 | NS      | $559848.05    | 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        |    139000 | PA      | $132148.76    | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                                               | Enphase Energy, Inc.                                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       572 | NS      | $25505.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGIC MERGECO INC                                                                                | Michaels Companies, Inc.                                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     94000 | PA      | $48981.58     | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    182000 | PA      | $180731.46    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST CTZNS BANCSHARES INC                                                                       | First Citizens BancShares, Inc./NC                                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1161 | NS      | $2065581.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYS INC                                                                            | Casella Waste Systems, Inc.                                                                   | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      8253 | NS      | $969314.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $353871.27    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| FMG RES AUGUST 2006 PTY LTD                                                                      | FMG Resources August 2006, Pty. Ltd.                                                          | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $39018.95     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                                     | Magnera Corporation                                                                           | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      4025 | NS      | $59046.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                           | Fairfax Financial Holdings, Ltd.                                                              | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $252488.21    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                                             | Occidental Petroleum Corporation                                                              | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217863.42    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                              | Viavi Solutions, Inc.                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    118000 | PA      | $108116.79    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                               | Owens-Brockway Glass Container, Inc.                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92765.70     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVT CORP                                                                                | Chimera Investment Corporation                                                                | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      4984 | NS      | $61502.56     | 0.00%             |  |  |  | No            |                  1 | 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        |      -447 | NC      | $454813.56    | 0.01%             |  |  |  | No            |                  1 | 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        |    296570 | PA      | $296548.60    | 0.01%             | 2030-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    425000 | PA      | $416081.73    | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRST FINL CORP IND                                                                              | First Financial Corporation                                                                   | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2670 | NS      | $131898.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HBRS INC                                                                                   | Clean Harbors, Inc.                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132418.00    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                             | Sonic Automotive, Inc.                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141509.82    | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1048 | NS      | $107640.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO QQQ TR                                                                                   | Invesco QQQ Trust Series 1                                                                    | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             |  | RF                | US        |     11167 | NS      | $5309573.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| DAYFORCE INC                                                                                     | Dayforce, Inc.                                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      7054 | NS      | $408214.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MNG CO                                                                                     | Hecla Mining Company                                                                          | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110277.20    | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    174000 | PA      | $172525.88    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    241000 | PA      | $244880.83    | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    755000 | PA      | $723397.26    | 0.02%             | 2035-05-14      | Fixed         | 4.50%                 | 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        |    152000 | PA      | $154623.31    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | 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        |    248000 | PA      | $208159.07    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                                              | Kimberly-Clark Corporation                                                                    | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $305034.42    | 0.01%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244225.44    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | 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        |    169000 | PA      | $135375.76    | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRST CASH INC                                                                                   | FirstCash, Inc.                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    162000 | PA      | $159279.55    | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                                          | Delta Air Lines, Inc.                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     64052 | NS      | $2666484.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                                                                      | SkyWest, Inc.                                                                                 | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       127 | NS      | $11324.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                            | ON Semiconductor Corporation                                                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2834 | NS      | $112509.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC NEW                                                                | American Eagle Outfitters, Inc.                                                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      5792 | NS      | $60989.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                       | Methanex US Operations, Inc.                                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $67229.73     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                                   | BorgWarner, Inc.                                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      4528 | NS      | $128504.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP                                         | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                            | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $119060.40    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    128228 | NS      | $27248450.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTL INC                                                                               | Honeywell International, Inc.                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     14632 | NS      | $3080036.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTESIAN RES CORP                                                                                | Artesian Resources Corporation                                                                | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       681 | NS      | $24189.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLT CVI LLC                                                                                     | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383574 | PA      | $376589.24    | 0.01%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                             | Verisk Analytics, Inc.                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      9409 | NS      | $2789109.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222567 | PA      | $1143409.69   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent High Yield Fund, Class S                                                             | CUSIP: 885882779<br>LEI: 549300UI46IFVVIJRO12 | Long             |  | RF                | US        |  10827821 | NS      | $45043736.26  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106372.30    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     37317 | NS      | $9128484.54   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                                                        | Six Flags Entertainment Corporation                                                           | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40029.84     | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174481.27    | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                                                  | Mercer International, Inc.                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62513.47     | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379376.26    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                                 | CoStar Group, Inc.                                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     11553 | NS      | $856886.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91888.28     | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| RESIDEO FDG INC                                                                                  | Resideo Funding, Inc.                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134910.34    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAR HBR BANKSHARES                                                                               | Bar Harbor Bankshares                                                                         | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2190 | NS      | $64911.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    191000 | PA      | $169481.37    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                               | Baytex Energy Corporation                                                                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $101286.52    | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DORMAN PRODS INC                                                                                 | Dorman Products, Inc.                                                                         | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       845 | NS      | $95738.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                                    | Regeneron Pharmaceuticals, Inc.                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1576 | NS      | $943645.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER GROUP HLDGS INC                                                                         | Frontier Group Holdings, Inc.                                                                 | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      4139 | NS      | $12334.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Cash Management Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  15473551 | NS      | $15473551.00  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      3378 | NS      | $157955.28    | 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        |    650000 | PA      | $647576.22    | 0.02%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     14870 | NS      | $870935.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                                                     | SM Energy Company                                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42406.18     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | 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        |     29000 | PA      | $26585.22     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                            | Foundry JV Holdco, LLC                                                                        | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311432.09    | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189153.92    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169450.56    | 0.00%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLT XCIX LLC                                                                                    | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62959 | PA      | $62918.49     | 0.00%             | 2051-04-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIRST INTST BANCSYSTEM INC                                                                       | First Interstate BancSystem, Inc.                                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |       419 | NS      | $10975.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                                                                          | Gap, Inc.                                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     11526 | NS      | $252419.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XCKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305532 | PA      | $1940812.82   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                              | Sirius XM Radio, LLC                                                                          | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212414.65    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PTS INC                                                                             | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      6994 | NS      | $228843.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH A O CORP                                                                                   | A.O. Smith Corporation                                                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      3885 | NS      | $263636.10    | 0.01%             |  |  |  | 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        |     38000 | PA      | $36258.84     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                                      | Avantor, Inc.                                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61271 | NS      | $795910.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     79366 | NS      | $6460392.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYS INC                                                                                    | Veeva Systems, Inc.                                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       324 | NS      | $75715.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING PT BRANDS INC                                                                            | Turning Point Brands, Inc.                                                                    | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      3897 | NS      | $239197.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                                | Goldman Sachs Private Credit Corporation                                                      | CUSIP: 38152BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $216465.47    | 0.01%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                             | Freeport-McMoRan, Inc.                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2072 | NS      | $74654.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                                                                                  | Uniti Group, Inc.                                                                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    189174 | NS      | $930736.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     44009 | NS      | $3753967.70   | 0.10%             |  |  |  | No            |                  1 | 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        |   5572516 | PA      | $4426143.03   | 0.12%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | 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        |     65000 | PA      | $63323.70     | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                                                | MicroStrategy, Inc.                                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       699 | NS      | $265696.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOODRX HLDGS INC                                                                                 | GoodRx Holdings, Inc.                                                                         | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7337 | NS      | $33970.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                                                        | Prosperity Bancshares, Inc.                                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6191 | NS      | $420368.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    104984 | NS      | $19361149.28  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC                                                                                     | Doximity, Inc.                                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1152 | NS      | $65525.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP INC NEW                                                                        | HarborOne Bancorp, Inc.                                                                       | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      3581 | NS      | $40536.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health, Inc.                                                                         | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    460000 | PA      | $295155.26    | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONTO INNOVATION INC                                                                              | Onto Innovation, Inc.                                                                         | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     12944 | NS      | $1578779.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    154000 | PA      | $146554.61    | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                           | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55771.65     | 0.00%             | 2029-01-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517529.75    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    229000 | PA      | $232166.53    | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                      | Anheuser-Busch Companies, LLC/Anheuser-Busch InBev Worldwide, Inc.                            | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $469837.00    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                                            | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     58000 | PA      | $55962.92     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                   | Salesforce, Inc.                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9742 | NS      | $2617772.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TR BANCORP INC                                                                         | Community Trust Bancorp, Inc.                                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5402 | NS      | $264481.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                            | Norfolk Southern Corporation                                                                  | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    302000 | PA      | $303063.96    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                          | Central Garden & Pet Company                                                                  | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84261.56     | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                | Rakuten Group, Inc.                                                                           | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $101528.11    | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                        | Amgen, Inc.                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330795.13    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                                            | Six Flags Entertainment Corporation                                                           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32439.43     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     32815 | NS      | $4004086.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    162000 | PA      | $146700.78    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                       | Carvana Company                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    159000 | PA      | $178963.17    | 0.00%             | 2031-06-01      | Fixed         | 9.00%                 | 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        |   3150000 | PA      | $3012188.48   | 0.08%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124769.18    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $113647.91    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATLS INC                                                                        | Martin Marietta Materials, Inc.                                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1687 | NS      | $883954.26    | 0.02%             |  |  |  | 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        |    337000 | PA      | $327782.38    | 0.01%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ACCESS FDG 2013-1 LLC                                                                            | Access Group, Inc.                                                                            | CUSIP: 00434QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11718 | PA      | $11662.74     | 0.00%             | 2036-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707053 | PA      | $569405.00    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                   | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144075.52    | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN CO LLC                                                                   | Teva Pharmaceutical Finance Company, LLC                                                      | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65536.76     | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SCHOLAR ROCK HLDG CORP                                                                           | Scholar Rock Holding Corporation                                                              | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      1488 | NS      | $48970.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    228000 | PA      | $245277.09    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                                                | OneSky Flight, LLC                                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175635.18    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                       | Sysco Corporation                                                                             | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $348421.39    | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    282000 | PA      | $252486.76    | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA WTR SVC GROUP                                                                         | California Water Service Group                                                                | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1164 | NS      | $58956.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                                                                   | Gray Media, Inc.                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71853.74     | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| CERTARA INC                                                                                      | Certara, Inc.                                                                                 | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9212 | NS      | $127678.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                     | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292131.77    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP                                                                                   | Atlassian Corporation                                                                         | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       239 | NS      | $54566.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHN BANCORP INC                                                                         | Great Southern Bancorp, Inc.                                                                  | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      4016 | NS      | $220880.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $12686625.00  | 0.34%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                              | Otis Worldwide Corporation                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2545 | NS      | $245007.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HLDGS INC                                                                                | Fortrea Holdings, Inc.                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29504.45     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| KOPPERS HLDGS INC                                                                                | Koppers Holdings, Inc.                                                                        | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1659 | NS      | $41574.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                                                                 | Prestige Consumer Healthcare, Inc.                                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $84560.43     | 0.00%             |  |  |  | No            |                  1 | 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        |    441000 | PA      | $426214.91    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILS CORP                                                                       | Algonquin Power & Utilities Corporation                                                       | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $176487.67    | 0.00%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                                         | SLM Corporation                                                                               | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $58840.25     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLONY BANKCORP INC                                                                              | Colony Bankcorp, Inc.                                                                         | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $18624.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                | Eversource Energy                                                                             | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    284000 | PA      | $284278.75    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HLDGS INC                                                                           | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $57061.60     | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HLDGS INC                                                             | MACOM Technology Solutions Holdings, Inc.                                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       164 | NS      | $17015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLE PLC                                                                                         | Dole plc                                                                                      | CUSIP: G27907107<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |      4871 | NS      | $73990.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                                                                     | Veralto Corporation                                                                           | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    232000 | PA      | $239438.53    | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAP GROUP LLC                                                                           | Aviation Capital Group, LLC                                                                   | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    261000 | PA      | $258250.81    | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                                                    | CACI International, Inc.                                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         6 | NS      | $2747.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PPTY TR INC                                                                             | Starwood Property Trust, Inc.                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107960.86    | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                                            | Pacific Gas and Electric Company                                                              | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255518.14    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Q2 HLDGS INC                                                                                     | Q2 Holdings, Inc.                                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2505 | NS      | $198521.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                                                                      | Tenneco, Inc.                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    144000 | PA      | $137565.19    | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                        | Ball Corporation                                                                              | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     81000 | PA      | $70750.52     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                       | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     47000 | PA      | $45129.30     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $63626.23     | 0.00%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                           | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127287.34    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                                   | BankUnited, Inc.                                                                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      7169 | NS      | $234497.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RES INC                                                                                 | Comstock Resources, Inc.                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104103.91    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                      | Ovintiv, Inc.                                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      7478 | NS      | $251111.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    376000 | PA      | $348334.37    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAMILTON LANE INC                                                                                | Hamilton Lane, Inc.                                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       128 | NS      | $19774.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                                                         | Moog, Inc.                                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      7010 | NS      | $1172422.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITEOS THERAPEUTICS INC.                                                                          | iTeos Therapeutics, Inc.                                                                      | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4059 | NS      | $29427.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYS LTD                                                                           | Axalta Coating Systems, Ltd.                                                                  | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     21417 | NS      | $696052.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HLDGS PLC                                                                                   | HSBC Holdings plc                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    349000 | PA      | $351782.93    | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                                      | Datadog, Inc.                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1326 | NS      | $135464.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                       | Performance Food Group, Inc.                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137235.73    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | 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: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    227000 | PA      | $230492.17    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45422.35     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                           | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145839.08    | 0.00%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| STANDARD BLDG SOLUTIONS INC                                                                      | Standard Building Solutions, Inc.                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76946.48     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | 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        |   1867282 | PA      | $1705040.83   | 0.05%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                   | Yum! Brands, Inc.                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164993.88    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | 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        |   2513337 | PA      | $2392121.81   | 0.06%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                      | Wayfair, LLC                                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    143000 | PA      | $130462.99    | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                                          | Extra Space Storage, Inc.                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       776 | NS      | $113699.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                                                                        | Lear Corporation                                                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       835 | NS      | $71601.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVANATO GROUP S P A                                                                            | Stevanato Group SPA                                                                           | CUSIP: T9224W109<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |     32560 | NS      | $679201.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PPTYS                                                                                        | EPR Properties                                                                                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      5688 | NS      | $281499.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELAY THERAPEUTICS INC                                                                           | Relay Therapeutics, Inc.                                                                      | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13745 | NS      | $45770.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                     | Thermo Fisher Scientific, Inc.                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5527 | NS      | $2371083.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                                                         | Hometrust Bancshares, Inc.                                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4720 | NS      | $161140.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    121000 | PA      | $104003.72    | 0.00%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                                        | Teledyne Technologies, Inc.                                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       737 | NS      | $343464.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATL INC WIS                                                                           | Schneider National, Inc.                                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     12947 | NS      | $278231.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51516.15     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | 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        |    835727 | PA      | $863388.50    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINL CORP                                                                             | OceanFirst Financial Corporation                                                              | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17249 | NS      | $285643.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                                                                    | Interactive Brokers Group, Inc.                                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       202 | NS      | $34713.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                                                              | Meritage Homes Corporation                                                                    | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    306000 | PA      | $298496.88    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK MARIN BANCORP                                                                               | Bank of Marin Bancorp                                                                         | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $14712.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6297782 LLC                                                                                      | South Bow USA Infrastructure Holdings, LLC                                                    | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    118000 | PA      | $114094.41    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                                         | Fox Corporation, Class B                                                                      | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       890 | NS      | $41153.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CDA                                                                                          | Air Canada                                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $67705.90     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    149000 | PA      | $145489.49    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    417000 | PA      | $418655.64    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUB INTL LTD                                                                                     | HUB International, Ltd.                                                                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191889.96    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                                       | Nucor Corporation                                                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     25047 | NS      | $2989860.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                                 | Exxon Mobil Corporation                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     63212 | NS      | $6677083.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUM CORP                                                                                 | Kaiser Aluminum Corporation                                                                   | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2167 | NS      | $139684.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME PARTNERS AMER 2021-1 TR                                                                     | Home Partners of America Trust                                                                | CUSIP: 437300AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833964 | PA      | $731394.38    | 0.02%             | 2041-09-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                                                     | Concentra Health Services, Inc.                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58356.40     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                            | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35480.97     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284663.51    | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                                          | Precision Drilling Corporation                                                                | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $83446.20     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 12667G5Z2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118558 | PA      | $96107.11     | 0.00%             | 2035-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7935 | NS      | $1245239.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MKTS AMER INC                                                                             | BP Capital Markets America, Inc.                                                              | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    613000 | PA      | $376203.92    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC                                                                   | Allison Transmission Holdings, Inc.                                                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      4414 | NS      | $407147.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                                        | Keysight Technologies, Inc.                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2198 | NS      | $319589.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316815.81    | 0.01%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                                               | First Horizon Corporation                                                                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      9949 | NS      | $179877.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                                                                    | AppLovin Corporation                                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    296000 | PA      | $295705.21    | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254694.54    | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                              | Clearway Energy, Inc., Class A                                                                | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      9823 | NS      | $268659.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                       | Advanced Drainage Systems, Inc.                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135051.53    | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVESTAR HLDG CORP                                                                               | Investar Holding Corporation                                                                  | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |       416 | NS      | $7958.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYS PLC                                                                                      | BAE Systems plc                                                                               | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194167.52    | 0.01%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                         | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39421.31     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | 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        |    208000 | PA      | $211157.65    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                                         | Elanco Animal Health, Inc.                                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     19410 | NS      | $184006.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group L P                                                                                | Carlyle Group, Inc.                                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      6464 | NS      | $249768.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                                      | Target Corporation                                                                            | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    342000 | PA      | $213927.93    | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core International Equity Fund                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   1214597 | NS      | $13882845.10  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FIN CORP                                                                                 | OneMain Finance Corporation                                                                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234558.17    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VZ SECD FING BV                                                                                  | VZ Secured Financing BV                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $205071.81    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT LN TR 2025-INV2                                                                              | PMT Loan Trust                                                                                | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1258039.63   | 0.03%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C34                                                                           | BBCMS Mortgage Trust                                                                          | CUSIP: 07337BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1375567.70   | 0.04%             | 2058-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Laredo Petroleum, Inc.                                                                        | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    107000 | PA      | $90225.81     | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | 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        |     13367 | NS      | $2228145.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC NEW                                                                           | Vodafone Group plc                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $71072.57     | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORP                                                                             | Deckers Outdoor Corporation                                                                   | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      8342 | NS      | $924543.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOALS TECHNOLOGIES GROUP INC                                                                    | Shoals Technologies Group, Inc.                                                               | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18034 | NS      | $65102.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                                      | Crescent Energy Finance, LLC                                                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    181000 | PA      | $164457.84    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDS INC NEW                                                                              | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60344.94     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                         | Vistra Operations Company, LLC                                                                | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    326000 | PA      | $323161.57    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                                              | Dentsply Sirona, Inc.                                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     10599 | NS      | $147326.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                                                                     | Archrock, Inc.                                                                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     28224 | NS      | $664110.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HLDGS INC                                                                            | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    648000 | PA      | $554869.74    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                                 | PayPal Holdings, Inc.                                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    222000 | PA      | $210998.17    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     13730 | NS      | $5649071.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY CMNTYS INC                                                                             | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      4760 | NS      | $999504.80    | 0.03%             |  |  |  | No            |                  1 | 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        |    116000 | PA      | $116546.45    | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FING LTD                                                                      | Trane Technologies Financing, Ltd.                                                            | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    211000 | PA      | $211636.02    | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3311859.38   | 0.09%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                   | U.S. Bancorp                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2580 | NS      | $104077.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & PWR CO                                                                           | Virginia Electric and Power Company                                                           | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $312091.34    | 0.01%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HECLA MNG CO                                                                                     | Hecla Mining Company                                                                          | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     20910 | NS      | $119605.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1125824.22   | 0.03%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUSTOMERS BANCORP INC                                                                            | Customers Bancorp, Inc.                                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1443 | NS      | $72150.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINL CORP                                                                               | Wintrust Financial Corporation                                                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1096 | NS      | $121842.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR 2021-SFR1 TR                                                                                | AMSR Trust                                                                                    | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $930688.70    | 0.03%             | 2038-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS CO                                                                                  | General Motors Company                                                                        | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    281000 | PA      | $282051.63    | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                                                            | Victoria's Secret & Company                                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    201000 | PA      | $175241.51    | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $448249.56    | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385FB7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1400000 | PA      | $1399671.00   | 0.04%             |  |  |  | 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        |   4941888 | PA      | $4634178.14   | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                                         | Energy Transfer, LP                                                                           | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    445000 | PA      | $409781.20    | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | 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        |    556845 | PA      | $563687.94    | 0.02%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                           | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106181.24    | 0.00%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MTG CORP                                                                                 | Freedom Mortgage Corporation                                                                  | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58842.20     | 0.00%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FASTENAL CO                                                                                      | Fastenal Company                                                                              | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     34602 | NS      | $2801723.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    376000 | PA      | $362582.79    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103811.11    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                                     | Vontier Corporation                                                                           | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       604 | NS      | $19213.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BK CORP MASS                                                                         | Independent Bank Corporation/MA                                                               | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |        57 | NS      | $3368.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                                                               | Regal Rexnord Corporation                                                                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      5651 | NS      | $598101.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLS INC                                                                                 | United Airlines, Inc.                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380420.06    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PAR PAC HLDGS INC                                                                                | Par Pacific Holdings, Inc.                                                                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2549 | NS      | $36501.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTL INC NEW                                                                            | Marriott International, Inc./MD                                                               | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    231000 | PA      | $230751.55    | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                            | Antero Midstream Corporation                                                                  | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24871 | NS      | $411615.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                                   | Macquarie Airfinance Holdings, Ltd.                                                           | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     61000 | PA      | $62608.81     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTER LLC / ALLIANT HLDGS CO-ISSUER INC                                            | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $94385.45     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    420000 | PA      | $471158.54    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | 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        |  12557251 | PA      | $9976962.81   | 0.27%             | 2051-03-01      | Fixed         | 2.00%                 | 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        |    196000 | PA      | $182075.72    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | 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        |    964556 | PA      | $414134.13    | 0.01%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                     | Insulet Corporation                                                                           | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45909.18     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                              | Gilead Sciences, Inc.                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     19457 | NS      | $2072948.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    258000 | PA      | $261626.08    | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                         | FMC Corporation                                                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3577 | NS      | $149947.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    171000 | PA      | $139533.45    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     31946 | NS      | $2587945.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                                          | ATI, Inc.                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120643.36    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MANPOWERGROUP INC WIS                                                                            | ManpowerGroup, Inc.                                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1663 | NS      | $71625.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                                                          | KB Home                                                                                       | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207502.22    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     72000 | PA      | $78814.51     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                   | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300982.60    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                       | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $381382.58    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FIN PLC                                                                             | Virgin Media Finance plc                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     72000 | PA      | $63123.11     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| J P MORGAN TR 2021-INV7                                                                          | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46654CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    811189 | PA      | $664566.71    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Core Low Volatility Equity Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |    212212 | NS      | $2499852.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                  | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86284.63     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEXAS ROADHOUSE INC                                                                              | Texas Roadhouse, Inc.                                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      3521 | NS      | $584345.16    | 0.02%             |  |  |  | No            |                  1 | 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        |    125000 | PA      | $127875.13    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VITA COCO CO INC                                                                                 | Vita Coco Company, Inc.                                                                       | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     30792 | NS      | $1017675.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                                                                       | Natera, Inc.                                                                                  | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9677 | NS      | $1460549.61   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLER INDS INC TENN                                                                             | Miller Industries, Inc.                                                                       | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      3122 | NS      | $127408.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    352000 | PA      | $355932.38    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                            | Foundry JV Holdco, LLC                                                                        | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203977.01    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FLUSHING FINL CORP                                                                               | Flushing Financial Corporation                                                                | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4826 | NS      | $57767.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HLDGS INC                                                                                    | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    399000 | PA      | $400831.33    | 0.01%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1765417 | PA      | $1612008.47   | 0.04%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERRY CORP                                                                                       | Berry Corporation                                                                             | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14571 | NS      | $36136.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BD CO BV                                                                                   | Ziggo Bond Company BV                                                                         | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $62056.60     | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMBARELLA INC                                                                                    | Ambarella, Inc.                                                                               | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |      1783 | NS      | $85566.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V F CORP                                                                                         | VF Corporation                                                                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      8515 | NS      | $101158.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN / FROST BANKERS INC                                                                       | Cullen/Frost Bankers, Inc.                                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       992 | NS      | $115538.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $9005089.82   | 0.24%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECD FIN PLC                                                                        | Virgin Media Secured Finance plc                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    151000 | PA      | $145384.84    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PPTYS RLTY TR INC                                                                      | Essential Properties Realty Trust, Inc.                                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    101417 | NS      | $3262584.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERS CARE CO                                                                            | Edgewell Personal Care Company                                                                | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122799.31    | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL6                                                        | Saluda Grade Alternative Mortgage Trust                                                       | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $804335.44    | 0.02%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                                  | AstraZeneca plc                                                                               | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $392698.61    | 0.01%             | 2051-05-28      | Fixed         | 3.00%                 | 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        |    126000 | PA      | $116062.15    | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS L P                                                                                     | Prologis, LP                                                                                  | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147816.41    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                                                                             | PTC Therapeutics, Inc.                                                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       504 | NS      | $25119.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                              | Consumers Energy Company                                                                      | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    380000 | PA      | $314246.27    | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WEST FRASER TIMBER CO LTD                                                                        | West Fraser Timber Company, Ltd.                                                              | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      5080 | NS      | $375818.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2685199 | PA      | $2444076.97   | 0.07%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLBY LABORATORIES INC                                                                           | Dolby Laboratories, Inc.                                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      4375 | NS      | $335956.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINL CORP                                                                                    | CVB Financial Corporation                                                                     | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $9325.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                                                              | Electronic Arts, Inc.                                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       214 | NS      | $31049.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                                                            | CyberArk Software, Ltd.                                                                       | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      7771 | NS      | $2736635.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                                 | Altria Group, Inc.                                                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    227000 | PA      | $229662.54    | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITT HLDGS LLC                                                                                    | ITT Holdings, LLC                                                                             | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    239000 | PA      | $218221.17    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTMT INC                                                                                 | Jacobs Entertainment, Inc.                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85540.00     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MINERAL RES LTD                                                                                  | Mineral Resources, Ltd.                                                                       | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $94571.36     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                                       | Ciena Corporation                                                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      6156 | NS      | $413436.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO RLTY L P                                                                                 | Vornado Realty, LP                                                                            | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     48000 | PA      | $40868.41     | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                             | Lockheed Martin Corporation                                                                   | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9983.33      | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TANGER INC                                                                                       | Tanger, Inc.                                                                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     55133 | NS      | $1737240.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                        | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    291000 | PA      | $296140.20    | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITY BANCORP INC                                                                                | Unity Bancorp, Inc.                                                                           | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      1111 | NS      | $45995.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STS INTL INC                                                                                 | Oil States International, Inc.                                                                | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      4014 | NS      | $14089.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HLDGS INC NEW                                                              | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128341.92    | 0.00%             | 2027-08-15      | Fixed         | 5.12%                 | 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: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    392000 | PA      | $338489.73    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                                                                        | Janus Henderson Group plc                                                                     | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     14843 | NS      | $492936.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBR CO                                                                          | Goodyear Tire & Rubber Company                                                                | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    119000 | PA      | $110861.21    | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMSTED INDS INC                                                                                  | Amsted Industries, Inc.                                                                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14178.34     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                                                                              | CSW Industrials, Inc.                                                                         | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       198 | NS      | $61871.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                                      | Netflix, Inc.                                                                                 | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306319.90    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COURSERA INC                                                                                     | Coursera, Inc.                                                                                | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      4633 | NS      | $39009.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINL CORP                                                                                   | WSFS Financial Corporation                                                                    | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       359 | NS      | $18506.45     | 0.00%             |  |  |  | No            |                  1 | 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        |    145362 | PA      | $48974.94     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                                  | Masterbrand, Inc.                                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     87630 | NS      | $1064704.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HLDGS INC                                                                                   | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103731.27    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                             | Las Vegas Sands Corporation                                                                   | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210682.76    | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-4                                                                              | CHNGE Mortgage Trust                                                                          | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    674624 | PA      | $675934.41    | 0.02%             | 2057-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                        | Rogers Communications, Inc.                                                                   | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55410.62     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    124000 | PA      | $116396.87    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                     | Navient Corporation                                                                           | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39762.66     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | 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        |     64000 | PA      | $63676.47     | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | 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        |      2901 | NS      | $124888.05    | 0.00%             |  |  |  | No            |                  1 | 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        |    330000 | PA      | $339596.03    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                              | Station Casinos, LLC                                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    111000 | PA      | $100340.94    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $992658.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1438216 | PA      | $1308994.97   | 0.04%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                               | Forestar Group, Inc.                                                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    148000 | PA      | $143935.09    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | 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        |    219000 | PA      | $211805.67    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                              | Carrier Global Corporation                                                                    | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    276000 | PA      | $248158.55    | 0.01%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                                           | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $75271.91     | 0.00%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32194.87     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75721.63     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Invesco Exchange-Traded Fund Trust II                                                            | Invesco Senior Loan ETF                                                                       | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |     24665 | NS      | $511058.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $174646.50    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC NEW                                                                                    | Linde plc                                                                                     | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      6187 | NS      | $2804134.01   | 0.08%             |  |  |  | No            |                  1 | 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        |    226000 | PA      | $221820.94    | 0.01%             | 2026-02-15      | Fixed         | 3.88%                 | 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        |    404000 | PA      | $386849.72    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390692.68    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                                                                                      | HubSpot, Inc.                                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      2004 | NS      | $1225446.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON CO N Y INC                                                                   | Consolidated Edison Company of New York, Inc.                                                 | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    425000 | PA      | $329802.15    | 0.01%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAMDEN NATL CORP                                                                                 | Camden National Corporation                                                                   | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       207 | NS      | $7973.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Tr                                                                                       | iShares Broad USD High Yield Corporate Bond ETF                                               | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |     56000 | NS      | $2049600.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| GENERAL DYNAMICS CORP                                                                            | General Dynamics Corporation                                                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      8108 | NS      | $2206348.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDS INC DEL                                                                            | Standard Industries, Inc./NY                                                                  | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $57392.28     | 0.00%             | 2031-01-15      | Fixed         | 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        |     65000 | PA      | $64262.89     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    228000 | PA      | $226816.45    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS RLTY LTD PARTNERSHIP                                                                   | Highwoods Realty, LP                                                                          | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    216000 | PA      | $192663.45    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                                         | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    231000 | PA      | $234919.00    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENDO FIN HLDGS INC                                                                               | Endo Finance Holdings, Inc.                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66543.04     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ANIKA THERAPEUTICS INC                                                                           | Anika Therapeutics, Inc.                                                                      | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1345 | NS      | $19542.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    274000 | PA      | $277633.50    | 0.01%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    455000 | PA      | $441937.53    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                                             | Associated Banc-Corp                                                                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      5955 | NS      | $131367.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77710.18     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      2015 | NS      | $52128.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                                                                 | Zillow Group, Inc., Class A                                                                   | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      5522 | NS      | $364341.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                              | American Express Company                                                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4013 | NS      | $1069103.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES INC                                                                              | Home BancShares, Inc.                                                                         | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2683 | NS      | $74453.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                                                                               | IPG Photonics Corporation                                                                     | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       839 | NS      | $50247.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HLDGS INC                                                                              | Boot Barn Holdings, Inc.                                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      6832 | NS      | $712850.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HLDG CORP                                                                               | US Foods Holding Corporation                                                                  | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2445 | NS      | $160538.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR ESCROW INC                                                                               | Nexstar Media, Inc.                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78261.44     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK NTS BOOK ENTRY 3/A2                                   | KeyBank NA/Cleveland, OH                                                                      | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    308000 | PA      | $296598.35    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN CO-ISSUER CORP                                                          | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                             | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $43733.39     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP NEW                                                                      | SBA Communications Corporation                                                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1257 | NS      | $305953.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED CMNTY BK BLAIRSVILLE GA                                                                   | United Community Banks, Inc.                                                                  | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      4964 | NS      | $137056.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                                               | United Rentals, Inc.                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       363 | NS      | $229216.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                                                                               | Planet Fitness, Inc.                                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       574 | NS      | $54294.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                                                                    | CommScope, LLC                                                                                | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75699.93     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94990.74     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                   | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    176000 | PA      | $158817.95    | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD INC NEW                                                                                 | Safehold, Inc.                                                                                | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      2169 | NS      | $34161.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP NEW                                                                                  | Hexcel Corporation                                                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     27412 | NS      | $1328659.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137FYPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1100000 | PA      | $889031.66    | 0.02%             | 2048-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                            | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85560.56     | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TERRAFORM PWR OPER LLC                                                                           | TerraForm Power Operating, LLC                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    394000 | PA      | $383756.51    | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFIRST CORP MASS                                                                               | UniFirst Corporation/MA                                                                       | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       854 | NS      | $152413.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                                                                  | Hanesbrands, Inc.                                                                             | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145039.39    | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $36534.41     | 0.00%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| INDEPENDENT BK CORP MICH                                                                         | Independent Bank Corporation/MI                                                               | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3865 | NS      | $117727.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                                                               | Viking Cruises, Ltd.                                                                          | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    326000 | PA      | $325338.43    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                           | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    277000 | PA      | $279163.76    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    181000 | PA      | $179933.48    | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE INC                                                                         | Broadstone Net Lease, Inc.                                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     27744 | NS      | $448897.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Mid Cap Stock Fund, Class S                                                          | CUSIP: 885882662<br>LEI: 549300FTZTSGYKFGTJ95 | Long             |  | RF                | US        |   4239173 | NS      | $143495994.54 | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HLDGS INC                                                                            | MarketAxess Holdings, Inc.                                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1047 | NS      | $232004.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                                                        | Olin Corporation                                                                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     29680 | NS      | $641681.60    | 0.02%             |  |  |  | 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        |   1400000 | PA      | $1387603.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SVC ENTERPRISE GROUP INC                                                                  | Public Service Enterprise Group, Inc.                                                         | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    436000 | PA      | $440146.90    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN CORP                                                               | National Rural Utilities Cooperative Finance Corporation                                      | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149052.77    | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19300000 | PA      | $19395143.02  | 0.52%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QUEEN MERGERCO INC                                                                               | Beacon Roofing Supply, Inc.                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116300.03    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23740000 | PA      | $23447654.96  | 0.63%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FARO TECHNOLOGIES INC                                                                            | FARO Technologies, Inc.                                                                       | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       507 | NS      | $14910.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC NEW                                                                          | Glacier Bancorp, Inc.                                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     26630 | NS      | $1085438.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HLDGS INC                                                                                | Palomar Holdings, Inc.                                                                        | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       721 | NS      | $104559.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    300000 | PA      | $298242.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAVCO INDS INC DEL                                                                               | Cavco Industries, Inc.                                                                        | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $87411.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT 2024-INV3 TR                                                                                | GCAT Trust                                                                                    | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1139226 | PA      | $1144076.63   | 0.03%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| IDEXX LABS INC                                                                                   | IDEXX Laboratories, Inc.                                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      7892 | NS      | $3414473.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT KAPPA TREAS UNLIMITED CO                                                                 | Smurfit Kappa Treasury, ULC                                                                   | CUSIP: 83272GAB7<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    253000 | PA      | $242543.00    | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                                | Ralph Lauren Corporation                                                                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       412 | NS      | $92679.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                                                                       | Enanta Pharmaceuticals, Inc.                                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      7090 | NS      | $43178.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY S A                                                                           | Spotify Technology SA                                                                         | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      2351 | NS      | $1443466.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                                                                       | ServisFirst Bancshares, Inc.                                                                  | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $35681.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY CTR HLDGS INC                                                                            | Surgery Center Holdings, Inc.                                                                 | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74829.80     | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314208.95    | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| MAPLEBEAR INC                                                                                    | Maplebear, Inc.                                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       705 | NS      | $28122.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANFILIPPO JOHN B & SON INC                                                                      | John B. Sanfilippo & Son, Inc.                                                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      5850 | NS      | $387679.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HLDGS INC                                                                                 | RE/MAX Holdings, Inc.                                                                         | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      1203 | NS      | $9202.95      | 0.00%             |  |  |  | No            |                  1 | 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        |    262000 | PA      | $248440.87    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91541.81     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147982.76    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Discount Notes                                         | CUSIP: 313397JC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    700000 | PA      | $693962.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2021-INV2                                                              | New Residential Mortgage Loan Trust                                                           | CUSIP: 64831GAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1715186 | PA      | $1401628.49   | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDGS LLC / VICTRA FIN CORP                                                               | Victra Holdings, LLC/Victra Finance Corporation                                               | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $47696.35     | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | 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        |    187000 | PA      | $187763.44    | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BELRON UK FIN PLC                                                                                | Belron UK Finance plc                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    174000 | PA      | $173778.40    | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                 | AmWINS Group, Inc.                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52619.74     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    243000 | PA      | $248821.07    | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LEIDOS HLDGS INC                                                                                 | Leidos Holdings, Inc.                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1297 | NS      | $190892.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS / CMNTY HEALTH SYS INC                                                                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54962.53     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MUELLER WTR PRODS INC                                                                            | Mueller Water Products, Inc.                                                                  | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     20733 | NS      | $544033.92    | 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        |    105000 | PA      | $99949.64     | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                                                                  | Sony Group Corporation ADR                                                                    | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     87432 | NS      | $2273232.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SERVICENOW INC                                                                                   | ServiceNow, Inc.                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      5316 | NS      | $5076833.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 15-Yr. Pass Through                        | CUSIP: 01F050452<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6850000 | PA      | $6886481.73   | 0.19%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3280258 | PA      | $2729863.25   | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSTED INDS INC                                                                                  | Amsted Industries, Inc.                                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157706.97    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD & DELTA AIR LINES INC                                                            | Delta Air Lines, Inc./SkyMiles IP, Ltd.                                                       | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $476102.30    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA GROUP HLDGS PARENT INC                                                                 | Concentra Group Holdings Parent, Inc.                                                         | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46139 | NS      | $1003523.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                                                                        | Xenon Pharmaceuticals, Inc.                                                                   | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      2532 | NS      | $96722.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2427066 | PA      | $2397570.14   | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP                                                                                | TotalEnergies Capital SA                                                                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $188895.12    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3215 | NS      | $111206.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC NEW                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48883.36     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                 | Exxon Mobil Corporation                                                                       | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $314713.30    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                        | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677213 | PA      | $584409.38    | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                                                     | UGI Corporation                                                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    153451 | NS      | $5031658.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HLDGS LTD                                                                          | Adient Global Holdings, Ltd.                                                                  | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     45000 | PA      | $44547.55     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| INDEPENDENCE RLTY TR INC                                                                         | Independence Realty Trust, Inc.                                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      5133 | NS      | $99734.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SVCS INC                                                                        | Barrett Business Services, Inc.                                                               | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     10109 | NS      | $410021.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    198000 | PA      | $201657.61    | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    265000 | PA      | $227802.36    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HLDGS INC                                                                               | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68254.38     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    232000 | PA      | $212482.36    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TERRENO RLTY CORP                                                                                | Terreno Realty Corporation                                                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13903 | NS      | $783155.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      6090 | NS      | $5474605.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | Eurex Euro STOXX 50 Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -693 | NC      | $1491280.64   | 0.04%             |  |  |  | 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        |     68000 | PA      | $58313.07     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                                        | IDEX Corporation                                                                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      4155 | NS      | $722845.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTL PLC                                                                             | Weatherford International plc                                                                 | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |       122 | NS      | $5050.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                             | Las Vegas Sands Corporation                                                                   | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    447000 | PA      | $448025.79    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                                          | SNF Group SACA                                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    147000 | PA      | $132892.56    | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                                    | Coherent Corporation                                                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       964 | NS      | $62004.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HLDG CORP                                                                            | Fox Factory Holding Corporation                                                               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      4196 | NS      | $85220.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STENA INTL S A                                                                                   | Stena International SA                                                                        | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    104000 | PA      | $102656.46    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INSTALLED BLDG PRODS INC                                                                         | Installed Building Products, Inc.                                                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      6692 | NS      | $1109734.36   | 0.03%             |  |  |  | No            |                  1 | 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        |    142000 | PA      | $145771.94    | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODS CO                                                                                  | Sonoco Products Company                                                                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      4334 | NS      | $177694.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELEC HLDGS INC                                                                           | Lincoln Electric Holdings, Inc.                                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       786 | NS      | $138493.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                                                                  | First Solar, Inc.                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       277 | NS      | $34852.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW                                                                            | Regions Financial Corporation                                                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2119 | NS      | $43248.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                                                        | Block, Inc.                                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1527 | NS      | $89283.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                                                                       | VMware, LLC                                                                                   | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    335000 | PA      | $284831.02    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Small Cap Stock Fund, Class S                                                        | CUSIP: 885882555<br>LEI: 54930033VZGELENQRN13 | Long             |  | RF                | US        |   1632055 | NS      | $45811784.07  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                              | Spectrum Brands, Inc.                                                                         | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12388.74     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                   | Air Lease Corporation                                                                         | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65856.28     | 0.00%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BRINKER INTL INC                                                                                 | Brinker International, Inc.                                                                   | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    148000 | PA      | $155273.14    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC                                                                            | Equity Bancshares, Inc.                                                                       | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1788 | NS      | $68820.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61660.31     | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE FIN CORP                                                                                | NiSource, Inc.                                                                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    435000 | PA      | $416636.27    | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENEL FIN INTL N V                                                                                | Enel Finance International NV                                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $319869.40    | 0.01%             | 2029-06-26      | Fixed         | 5.12%                 | 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        |     50000 | PA      | $49312.53     | 0.00%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    299000 | PA      | $291756.28    | 0.01%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                       | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $215139.15    | 0.01%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRADEWEB MKTS INC                                                                                | Tradeweb Markets, Inc.                                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27652 | NS      | $3824271.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132E0HN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5783512 | PA      | $5845588.51   | 0.16%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RES CO                                                                                   | Matador Resources Company                                                                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     15863 | NS      | $627223.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55412.33     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64225.98     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | 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        |    127000 | PA      | $126744.31    | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    294000 | PA      | $290719.87    | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| GLOBUS MED INC                                                                                   | Globus Medical, Inc.                                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     40199 | NS      | $2885082.23   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREL RD PRIME STUDENT LN TR 2018-D                                                             | Laurel Road Prime Student Loan Trust                                                          | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268863 | PA      | $255576.87    | 0.01%             | 2043-11-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2020-C8                                                                             | BBCMS Mortgage Trust                                                                          | CUSIP: 05552ABG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5499056 | PA      | $385567.44    | 0.01%             | 2053-10-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FIN LLC / WYNN RESORTS CAP CORP                                                     | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                    | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57848.11     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KEYCORP NEW                                                                                      | KeyCorp                                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    131501 | NS      | $1951474.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATLS INC                                                                                | Applied Materials, Inc.                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      9671 | NS      | $1457516.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                           | Philip Morris International, Inc.                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     14446 | NS      | $2475466.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                                           | Cadence Design Systems, Inc.                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147942.34    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6955642 | PA      | $5547477.40   | 0.15%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                                                              | Arista Networks, Inc.                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     47366 | NS      | $3896800.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                            | Micron Technology, Inc.                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159027.53    | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                                             | Cincinnati Financial Corporation                                                              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       826 | NS      | $114987.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       176 | NS      | $19286.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIBCO SOFTWARE INC                                                                               | Cloud Software Group, Inc.                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    394000 | PA      | $394141.39    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIVE BELOW INC                                                                                   | Five Below, Inc.                                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       883 | NS      | $67010.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    236000 | PA      | $234365.42    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                              | PPL Electric Utilities Corporation                                                            | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    234000 | PA      | $184060.24    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER LTD                                                                                 | Schlumberger NV                                                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     12360 | NS      | $410970.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    343000 | PA      | $301547.17    | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                           | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    342000 | PA      | $288238.35    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QVC GROUP INC                                                                                    | QVC Group, Inc.                                                                               | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     67636 | NS      | $10145.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                                                                     | Vericel Corporation                                                                           | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     16728 | NS      | $635998.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HLDGS INC                                                                               | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272527.33    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVENTRUST PPTYS CORP                                                                            | InvenTrust Properties Corporation                                                             | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     14766 | NS      | $411380.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $54343.22     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VOLT XCIII LLC                                                                                   | Vericrest Opportunity Loan Transferee                                                         | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53124 | PA      | $53024.34     | 0.00%             | 2051-02-27      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                              | Prudential Financial, Inc.                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    434000 | PA      | $407887.44    | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                                      | NVIDIA Corporation                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    232617 | NS      | $25336643.64  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABS                                                                                      | Abbott Laboratories                                                                           | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370484.09    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Liv                                                                   | Liberty Media Corporation-Liberty Live Group                                                  | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       875 | NS      | $62571.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORP                                                                                  | SouthState Corporation                                                                        | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1875 | NS      | $162712.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS L P                                                                             | Buckeye Partners, LP                                                                          | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61130.28     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                       | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1661341 | PA      | $1337919.56   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    356000 | PA      | $377681.35    | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    342000 | PA      | $239279.36    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                                   | AptarGroup, Inc.                                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       562 | NS      | $84271.90     | 0.00%             |  |  |  | No            |                  1 | 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        |    183000 | PA      | $187482.59    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | 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        |   6059658 | PA      | $5811395.67   | 0.16%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XQDT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2528167 | PA      | $2333192.43   | 0.06%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIERRA BANCORP                                                                                   | Sierra Bancorp                                                                                | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2052 | NS      | $54295.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                             | RLJ Lodging Trust, LP                                                                         | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54227.04     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                                                      | Magnite, Inc.                                                                                 | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      8463 | NS      | $100625.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                                   | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $169660.79    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEX          | Banco Santander Mexico SA                                                                     | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $303750.00    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                     | Synopsys, Inc.                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    268000 | PA      | $259037.73    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRST INTERNET BANCORP                                                                           | First Internet Bancorp                                                                        | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      2500 | NS      | $53150.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                                                               | Coterra Energy, Inc.                                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       558 | NS      | $13704.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                                      | Netflix, Inc.                                                                                 | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    272000 | PA      | $283261.89    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY RECOVERY INC                                                                              | Energy Recovery, Inc.                                                                         | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      2513 | NS      | $38825.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                                               | Ally Financial, Inc.                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    503000 | PA      | $557022.56    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROGYNY INC                                                                                      | Progyny, Inc.                                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17662 | NS      | $403400.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                               | Seagate HDD Cayman                                                                            | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    131475 | PA      | $148385.71    | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                                    | Open Text Holdings, Inc.                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $269829.68    | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                            | Molina Healthcare, Inc.                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80390.57     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | 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        |   9600000 | PA      | $8662921.63   | 0.23%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC LA                                                                        | Lumen Technologies, Inc.                                                                      | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     35851 | PA      | $33520.69     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PG&E CORP                                                                                        | PG&E Corporation                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     66733 | NS      | $1102429.16   | 0.03%             |  |  |  | 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        |    240000 | PA      | $247470.53    | 0.01%             | 2028-08-15      | Fixed         | 6.04%                 | 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        |   1641785 | PA      | $1455418.74   | 0.04%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                                                | Novartis Capital Corporation                                                                  | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230326.82    | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STONERIDGE INC                                                                                   | Stoneridge, Inc.                                                                              | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      8171 | NS      | $31540.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini Russell 2000 Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         6 | NC      | $-13673.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                               | Royalty Pharma plc                                                                            | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     28134 | NS      | $923357.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED FINL CORP                                                                            | Amalgamated Financial Corporation                                                             | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12640 | NS      | $355942.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                      | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    316000 | PA      | $318393.73    | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | 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        |   3633633 | PA      | $3499628.78   | 0.09%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MKTS INC                                                                             | Cboe Global Markets, Inc.                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      7926 | NS      | $1757986.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                                                                     | Fortive Corporation                                                                           | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2297 | NS      | $160077.93    | 0.00%             |  |  |  | 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        |    195645 | PA      | $189756.69    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                                 | MGM Resorts International                                                                     | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66441.19     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    197000 | PA      | $168930.69    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS HLDGS INC                                                                   | Clearwater Analytics Holdings, Inc.                                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3798 | NS      | $86366.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC NEW                                                                          | BellRing Brands, Inc.                                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      1247 | NS      | $96193.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                                              | Kimberly-Clark Corporation                                                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       608 | NS      | $80122.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    411000 | PA      | $395467.18    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GREIF INC                                                                                        | Greif, Inc.                                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      5762 | NS      | $302389.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUMP MEDIA & TECHNOLOGY GROUP CORP                                                              | Trump Media & Technology Group Corporation                                                    | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Long             | EC               | CORP              | US        |       968 | NS      | $23754.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |     95000 | PA      | $94654.04     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HLDGS LTD                                                                          | RenaissanceRe Holdings, Ltd.                                                                  | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    405000 | PA      | $415893.89    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                              | Diebold Nixdorf, Inc.                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    176000 | PA      | $183236.94    | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Partners L P                                                                     | Energy Transfer, LP                                                                           | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149398.34    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | 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        |    900000 | PA      | $900000.00    | 0.02%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  3 | On Loan: No      |
| PINNACLE FINL PARTNERS INC                                                                       | Pinnacle Financial Partners, Inc.                                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1307 | NS      | $131013.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTRACKER INC                                                                                   | NEXTracker, Inc.                                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2171 | NS      | $88164.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                   | NRG Energy, Inc.                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138786.43    | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                    | CommScope, LLC                                                                                | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65314.33     | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP AMER INC                                                                       | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       389 | NS      | $72863.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WKS INC                                                                              | Bath & Body Works, Inc.                                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      9907 | NS      | $302262.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                    | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63465.24     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP FDG LLC / NXP USA INC                                                              | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                         | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    305000 | PA      | $216385.55    | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANZ BK NEW ZEALAND LTD                                                                           | ANZ Bank New Zealand, Ltd.                                                                    | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    225000 | PA      | $227851.86    | 0.01%             | 2032-08-11      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS INC                                                                       | Amneal Pharmaceuticals, Inc.                                                                  | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4750 | NS      | $36385.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS SVCS GROUP INC                                                                       | Natural Gas Services Group, Inc.                                                              | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $10206.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                                                               | Mattamy Group Corporation                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $125307.43    | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6428485 | PA      | $5628464.28   | 0.15%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENT PWR & LT CO                                                                          | Jersey Central Power & Light Company                                                          | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    275000 | PA      | $237267.10    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                     | Enbridge, Inc.                                                                                | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $395781.61    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Ag                                                                           | Credit Suisse Group AG                                                                        | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    350000 | PA      | $24500.00     | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ASTON MARTIN CAP HLDGS LTD                                                                       | Aston Martin Capital Holdings, Ltd.                                                           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    119000 | PA      | $102243.22    | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                        | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    435000 | PA      | $319951.10    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO INC                                                                               | McCormick & Company, Inc.                                                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3265 | NS      | $250294.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     26710 | NS      | $2177399.20   | 0.06%             |  |  |  | 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        |    208000 | PA      | $202974.31    | 0.01%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     79000 | PA      | $68927.50     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    198000 | PA      | $187644.76    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | 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        |    575000 | PA      | $561846.88    | 0.02%             | 2033-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Software & Services E                                                                   | SPDR S&P Software & Services ETF                                                              | CUSIP: 78464A599<br>LEI: 5493005QE6PTF3R7AJ47 | Long             |  | RF                | US        |      3674 | NS      | $598898.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES N V                                                                    | LyondellBasell Industries NV                                                                  | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       226 | NS      | $13155.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136058.78    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLS CO                                                                               | Southwest Airlines Company                                                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      5020 | NS      | $140359.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERGY CO                                                                     | Berkshire Hathaway Energy Company                                                             | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    265000 | PA      | $224500.36    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABS                                                                                      | Abbott Laboratories                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     16675 | NS      | $2180256.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28124.78     | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UFP INDS INC                                                                                     | UFP Industries, Inc.                                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2935 | NS      | $290124.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                                                                     | ADT Security Corporation                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100967.93    | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | 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        |    409000 | PA      | $411743.83    | 0.01%             | 2030-05-15      | Fixed         | 4.75%                 | 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        |     77000 | PA      | $69324.84     | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NATL CORP                                                                          | Simmons First National Corporation                                                            | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       526 | NS      | $9815.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates       | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1489743.00   | 0.04%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TRANSUNION                                                                                       | TransUnion                                                                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     10488 | NS      | $870084.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 15-Yr. Pass Through                        | CUSIP: 3140XRA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458480 | PA      | $469471.57    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FD                                                                 | Morgan Stanley Direct Lending Fund                                                            | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    204000 | PA      | $207586.13    | 0.01%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SCPHARMACEUTICALS INC                                                                            | scPharmaceuticals, Inc.                                                                       | CUSIP: 810648105<br>LEI: 549300F55SN4ZR2OA180 | Long             | EC               | CORP              | US        |     61817 | NS      | $157633.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMBACH HLDGS INC                                                                                | Limbach Holdings, Inc.                                                                        | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      5708 | NS      | $546483.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9780000 | PA      | $8357697.63   | 0.23%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                                | Ivanhoe Mines, Ltd.                                                                           | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     23005 | NS      | $204251.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC MINN                                                                             | Xcel Energy, Inc.                                                                             | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    179000 | PA      | $172412.89    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                     | NCL Corporation, Ltd.                                                                         | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    158000 | PA      | $157262.98    | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FATE THERAPEUTICS INC                                                                            | Fate Therapeutics, Inc.                                                                       | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      3063 | NS      | $3920.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    640000 | PA      | $618691.16    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                                        | Deutsche Bank AG/New York, NY                                                                 | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $472969.75    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                   | Targa Resources Corporation                                                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365282.76    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                                            | GSAA Home Equity Trust                                                                        | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1534801 | PA      | $1438701.89   | 0.04%             | 2034-08-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                                                             | Gulfport Energy Corporation                                                                   | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2688 | NS      | $463680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    324000 | PA      | $324892.18    | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     63681 | PA      | $71163.52     | 0.00%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                                       | Vertex Pharmaceuticals, Inc.                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      5988 | NS      | $3050886.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                                                            | Bath & Body Works, Inc.                                                                       | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56442.12     | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | 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        |     42000 | PA      | $43315.53     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC                                                              | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $549419.20    | 0.01%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1150000 | PA      | $1087531.89   | 0.03%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTRAVISION COMMUNICATIONS CORP                                                                  | Entravision Communications Corporation                                                        | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      2406 | NS      | $4402.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                                                                                     | Innospec, Inc.                                                                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1434 | NS      | $128314.32    | 0.00%             |  |  |  | No            |                  1 | 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        |    201000 | PA      | $198726.39    | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XEROX HLDGS CORP                                                                                 | Xerox Holdings Corporation                                                                    | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11911.66     | 0.00%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                                     | Teleflex, Inc.                                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       921 | NS      | $126223.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                                                                  | RingCentral, Inc.                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    183000 | PA      | $192384.06    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAP GLOBAL FIN LLC                                                                       | Burford Capital Global Finance, LLC                                                           | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    151000 | PA      | $159085.30    | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WABTEC                                                                                           | Wabtec Corporation                                                                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       536 | NS      | $99020.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                                          | Mirion Technologies, Inc.                                                                     | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |       606 | NS      | $9562.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    311000 | PA      | $330501.17    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                                   | Verus Securitization Trust                                                                    | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    301435 | PA      | $269018.44    | 0.01%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                   | 1261229 B.C., Ltd.                                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    363000 | PA      | $355440.20    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAREDX INC                                                                                       | CareDx, Inc.                                                                                  | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      4779 | NS      | $80669.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE INC                                                                                    | AMERISAFE, Inc.                                                                               | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       867 | NS      | $40306.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                                      | BioMarin Pharmaceutical, Inc.                                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     15217 | NS      | $969170.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PPTYS INC                                                                                | Cousins Properties, Inc.                                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      2792 | NS      | $76891.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RES CORP                                                                                   | Range Resources Corporation                                                                   | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88866.83     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NMI HLDGS INC                                                                                    | NMI Holdings, Inc.                                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     18028 | NS      | $652072.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FING I PLC                                                                            | VMED O2 UK Financing I plc                                                                    | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $69618.42     | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                                                       | Neurocrine Biosciences, Inc.                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1655 | NS      | $178226.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                           | Array Technologies, Inc.                                                                      | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      6378 | NS      | $30486.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S & S HLDGS LLC                                                                                  | S&S Holdings, LLC                                                                             | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179264 | PA      | $168462.72    | 0.00%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AZORRA FIN LTD                                                                                   | Azorra Finance, Ltd.                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    174000 | PA      | $172656.72    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $6936890.65   | 0.19%             | 2040-11-15      | Fixed         | 1.38%                 | 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        |   2672217 | PA      | $2432321.60   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                 | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    569000 | PA      | $372205.32    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                               | Steel Dynamics, Inc.                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157522.88    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AGREE RLTY CORP                                                                                  | Agree Realty Corporation                                                                      | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1622 | NS      | $125883.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                                                                      | Revvity, Inc.                                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        52 | NS      | $4858.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                                                                            | First American Financial Corporation                                                          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       562 | NS      | $34175.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                                                                       | Cactus, Inc.                                                                                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      2544 | NS      | $96519.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                                                                      | Deluxe Corporation                                                                            | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158212.35    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $8841929.64   | 0.24%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                                 | AMC Networks, Inc.                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164388.04    | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                                                                                   | Trustmark Corporation                                                                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     10595 | NS      | $355462.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN ENERGY GAS HLDGS LLC                                                                     | Eastern Energy Gas Holdings, LLC                                                              | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    455000 | PA      | $469680.78    | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                                                    | Consensus Cloud Solutions, Inc.                                                               | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $10426.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                                                      | Corteva, Inc.                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     29910 | NS      | $1854120.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                                                                        | Argenx SE ADR                                                                                 | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      2057 | NS      | $1327052.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                               | SunCoke Energy, Inc.                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    269000 | PA      | $247122.28    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | 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        | 118772285 | NS      | $118772284.93 | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LLC                                                                                          | GCI, LLC                                                                                      | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74737.20     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCANTILE BK CORP                                                                               | Mercantile Bank Corporation                                                                   | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2311 | NS      | $97778.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RES CORP                                                                                  | Antero Resources Corporation                                                                  | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     11414 | NS      | $397549.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                                                                    | Methanex Corporation                                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $60787.73     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5406960.92   | 0.15%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FABRINET                                                                                         | Fabrinet                                                                                      | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      4536 | NS      | $930152.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RES OPER LLC                                                                             | Permian Resources Operating, LLC                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122237.31    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                                   | ConocoPhillips                                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     37287 | NS      | $3323017.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                                                         | MSCI, Inc.                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      5152 | NS      | $2808406.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                       | First Quantum Minerals, Ltd.                                                                  | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $37533.74     | 0.00%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3318433.60   | 0.09%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                              | Avianca Midco 2 plc                                                                           | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $174642.00    | 0.00%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                             | TTM Technologies, Inc.                                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     41372 | NS      | $828267.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     58162 | NS      | $1611087.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | Societe Generale SA                                                                           | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    234000 | PA      | $233449.71    | 0.01%             | 2025-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26226.38     | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                             | Kraft Heinz Foods Company                                                                     | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    234000 | PA      | $189568.25    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | 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        |    129000 | PA      | $129928.80    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LN TR 2007-24                                                                        | Countrywide Alternative Loan Trust                                                            | CUSIP: 02151GAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    569540 | PA      | $192160.24    | 0.01%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                                    | ONEOK, Inc.                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    254000 | PA      | $247778.57    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTEON CORP                                                                                     | Visteon Corporation                                                                           | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1158 | NS      | $91702.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $1157650.40   | 0.03%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RXSIGHT INC                                                                                      | RxSight, Inc.                                                                                 | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26945 | NS      | $396630.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187456.78    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                                   | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    338000 | PA      | $352664.25    | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                                                     | DoorDash, Inc.                                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     17282 | NS      | $3333524.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                                         | CSX Corporation                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    160277 | NS      | $4498975.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87068.21     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QSLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1302531 | PA      | $1286701.04   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KILROY RLTY L P                                                                                  | Kilroy Realty, LP                                                                             | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    118000 | PA      | $111628.76    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIVEST FINL CORP PA                                                                             | Univest Financial Corporation                                                                 | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      2482 | NS      | $73318.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                               | Ryan Specialty, LLC                                                                           | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160009.33    | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                                                 | UL Solutions, Inc.                                                                            | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      1119 | NS      | $63995.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                                | Kosmos Energy, Ltd.                                                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     31778 | NS      | $48938.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MTN INC NEW                                                                                 | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136893.22    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | 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        |   1843848 | PA      | $1554174.39   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHS CORP                                                                | International Business Machines Corporation                                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     15701 | NS      | $3796815.82   | 0.10%             |  |  |  | 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        |     92000 | PA      | $93436.95     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PMTS INC                                                                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    342000 | PA      | $344649.02    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS PLC                                                                     | Santander UK Group Holdings plc                                                               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $579093.06    | 0.02%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIARO BBVA MEXICAB ACTING               | BBVA Mexico SA, Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                   | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201000.00    | 0.01%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| AMAZON COM INC                                                                                   | Amazon.com, Inc.                                                                              | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    324000 | PA      | $291951.52    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5090000 | PA      | $5358417.99   | 0.14%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association - REMIC                                                 | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1262808 | PA      | $1259343.38   | 0.03%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                                   | Synchrony Financial                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68322.24     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| B A T CAP CORP                                                                                   | BAT Capital Corporation                                                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    244000 | PA      | $261671.13    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| HOULIHAN LOKEY INC                                                                               | Houlihan Lokey, Inc.                                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     12402 | NS      | $2010116.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L Brands Inc                                                                                     | L Brands, Inc.                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110022.88    | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AURORA INNOVATION INC                                                                            | Aurora Innovation, Inc.                                                                       | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8985 | NS      | $65051.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                                                          | Zebra Technologies Corporation                                                                | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       752 | NS      | $188240.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    122000 | PA      | $116895.23    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO N Y INC                                                                   | Consolidated Edison Company of New York, Inc.                                                 | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    114000 | PA      | $96466.29     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                                 | Hyundai Capital America                                                                       | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346271.46    | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MCGRATH RENTCORP                                                                                 | McGrath RentCorp                                                                              | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2246 | NS      | $239580.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini Russell 2000 Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -804 | NC      | $1728486.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP NEW                                                               | Brookfield Infrastructure Corporation                                                         | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      4310 | NS      | $161366.40    | 0.00%             |  |  |  | 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        |    125000 | PA      | $115512.24    | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    342000 | PA      | $340234.14    | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BYLINE BANCORP INC                                                                               | Byline Bancorp, Inc.                                                                          | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      1082 | NS      | $27634.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG HLDGS INC                                                                    | American Axle & Manufacturing Holdings, Inc.                                                  | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     17203 | NS      | $65715.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRTKL 2021-SFR1                                                                                  | FRTKL Trust                                                                                   | CUSIP: 30322DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1005912.92   | 0.03%             | 2038-09-17      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                                                                          | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    568000 | PA      | $441710.72    | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS L P                                                                                 | Regency Centers, LP                                                                           | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176167.27    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING PWR LLC                                                                                | Lightning Power, LLC                                                                          | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    196000 | PA      | $203062.14    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC NEW                                                                      | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2476 | NS      | $3504035.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                                    | Carnival Corporation                                                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    357000 | PA      | $355738.36    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | 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        |     82000 | PA      | $82627.55     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47098.79     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264293.76    | 0.01%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2 TR                                                                                | PRET Trust                                                                                    | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    668053 | PA      | $642473.75    | 0.02%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    169000 | PA      | $151808.01    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                                      | Trimble, Inc.                                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     34354 | NS      | $2134757.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UN CO                                                                                    | Western Union Company                                                                         | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     31177 | NS      | $308964.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                                                                | Service Corporation International/US                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104647.42    | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                                   | Eli Lilly & Company                                                                           | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170443.48    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHSL CORP NEW                                                                             | Costco Wholesale Corporation                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       751 | NS      | $746869.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                                                                 | Boyd Gaming Corporation                                                                       | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139842.75    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169809.71    | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     50000 | PA      | $47804.35     | 0.00%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO                                                                                       | Hershey Company                                                                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       997 | NS      | $166688.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC N V                                                                                      | Elastic NV                                                                                    | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      1239 | NS      | $106801.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS MUT LIFE INS CO                                                                    | Massachusetts Mutual Life Insurance Company                                                   | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    525000 | PA      | $315420.47    | 0.01%             | 2061-12-01      | Fixed         | 3.20%                 | Yes           |                  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        |   1328870 | PA      | $1064981.38   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | 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        |     91000 | PA      | $92514.64     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RANGER ENERGY SVCS INC                                                                           | Ranger Energy Services, Inc.                                                                  | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |       404 | NS      | $4480.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                                     | Cheniere Energy Partners, LP                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    823000 | PA      | $803998.44    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUELLER WTR PRODS INC                                                                            | Mueller Water Products, Inc.                                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91070.23     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                    | Allstate Corporation                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      9864 | NS      | $1956918.96   | 0.05%             |  |  |  | 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        |    572000 | PA      | $499727.50    | 0.01%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| M & T BK CORP                                                                                    | M&T Bank Corporation                                                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1510 | NS      | $256337.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HLDGS INC                                                                          | Howard Hughes Holdings, Inc.                                                                  | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       524 | NS      | $34861.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                         | Acadia Healthcare Company, Inc.                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89921.75     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | 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        |   1333657 | PA      | $1312856.77   | 0.04%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                        | Apple, Inc.                                                                                   | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $247539.54    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                      | Oracle Corporation                                                                            | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    444000 | PA      | $449775.36    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                            | Tenet Healthcare Corporation                                                                  | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    302000 | PA      | $299510.37    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                                 | Pitney Bowes, Inc.                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32889.89     | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                             | Howard Midstream Energy Partners, LLC                                                         | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $190387.45    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                                 | Essent Group, Ltd.                                                                            | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      1760 | NS      | $100196.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                      | Berkshire Hathaway Finance Corporation                                                        | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    456000 | PA      | $289723.45    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | 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        |      7177 | NS      | $288371.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VITERRA FIN B V                                                                                  | Viterra Finance BV                                                                            | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $267572.03    | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                            | Melco Resorts Finance, Ltd.                                                                   | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $173657.91    | 0.00%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Discount Notes                                          | CUSIP: 313589FE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |   2100000 | PA      | $2098766.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HLDGS LLC                                                                      | Raven Acquisition Holdings, LLC                                                               | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $174586.80    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       276 | NS      | $169270.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                                                               | Rithm Capital Corporation                                                                     | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      7232 | NS      | $80853.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC DEL                                                                                     | Mars, Inc.                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59585.49     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APTIV PLC NEW                                                                                    | Aptiv plc                                                                                     | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     22513 | NS      | $1284591.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                                                                         | Okta, Inc.                                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       843 | NS      | $94550.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                                                                  | Bio-Techne Corporation                                                                        | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      4614 | NS      | $232314.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gs Mortgage Secs Corp                                                                            | GSR Mortgage Loan Trust                                                                       | CUSIP: 36242DFT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    529060 | PA      | $508596.30    | 0.01%             | 2034-09-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385HZ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   3100000 | PA      | $3074332.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                                    | Camelot Return Merger Sub, Inc.                                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $84119.53     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVT ENTERPRISES PTE LTD                                                                  | Pfizer Investment Enterprises, Private Ltd.                                                   | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    511000 | PA      | $473194.96    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                       | Zoetis, Inc.                                                                                  | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    509000 | PA      | $458168.05    | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FS KKR CAP CORP                                                                                  | FS KKR Capital Corporation                                                                    | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320470.09    | 0.01%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    340000 | PA      | $264932.51    | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    156815 | NS      | $6253782.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    117000 | PA      | $107888.09    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    228000 | PA      | $231982.31    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                             | BPCE SA                                                                                       | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257826.49    | 0.01%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CNH INDL N V                                                                                     | CNH Industrial NV                                                                             | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    209485 | NS      | $2423741.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                            | Kinder Morgan, Inc.                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     19753 | NS      | $519503.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX, LP                                                                                      | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81149.60     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELEC CO                                                                          | San Diego Gas & Electric Company                                                              | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    540000 | PA      | $415728.15    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                                               | Cerdia Finanz GmbH                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    131000 | PA      | $131818.75    | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINL GROUP INC                                                                         | Principal Financial Group, Inc.                                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1457 | NS      | $108036.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                                                    | Consensus Cloud Solutions, Inc.                                                               | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32907.27     | 0.00%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HLDGS INC                                                                            | CrowdStrike Holdings, Inc.                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2610 | NS      | $1119350.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PLC                                                                                      | Trinseo plc                                                                                   | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      9588 | NS      | $38160.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM LP                                                                                | Hess Midstream, LP                                                                            | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7617 | NS      | $283123.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    199000 | PA      | $203270.69    | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| KEARNY FINL CORP MD                                                                              | Kearny Financial Corporation/MD                                                               | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9980 | NS      | $62474.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FDG LLC                                                                                 | Glencore Funding, LLC                                                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321415.61    | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RES INC                                                                                  | Civitas Resources, Inc.                                                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      6166 | NS      | $168023.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD PKS & ENTMT INC                                                                         | SeaWorld Parks and Entertainment, Inc.                                                        | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    153000 | PA      | $145422.37    | 0.00%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                           | Marvell Technology, Inc.                                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $58985.19     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRONOX HLDGS PLC                                                                                 | Tronox Holdings plc                                                                           | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     25714 | NS      | $139112.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIT GROUP INC NEW                                                                                | First-Citizens Bank & Trust Company                                                           | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216733.86    | 0.01%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                                  | Eastman Chemical Company                                                                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     18663 | NS      | $1437051.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                         | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    192000 | PA      | $176040.96    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                          | HCA, Inc.                                                                                     | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    222000 | PA      | $220278.90    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                                          | Zimmer Biomet Holdings, Inc.                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     23561 | NS      | $2427961.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                                                      | Avient Corporation                                                                            | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113770.64    | 0.00%             | 2031-11-01      | 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: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     71000 | PA      | $72122.87     | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | 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        |    237000 | PA      | $199646.00    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SIXTH STR LENDING PARTNERS                                                                       | Sixth Street Lending Partners                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210766.16    | 0.01%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                                    | CoreLogic, Inc.                                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36906.34     | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                 | Paramount Global                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53867.83     | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7175000 | PA      | $5963650.27   | 0.16%             | 2055-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                              | Rocket Software, Inc.                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81397.02     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                                        | ESAB Corporation                                                                              | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123784.95    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WTR WKS CO INC NEW                                                                      | American Water Works Company, Inc.                                                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5824 | NS      | $856186.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                                              | Axon Enterprise, Inc.                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93768.88     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | Wyndham Hotels & Resorts, Inc.                                                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94131.04     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55241.97     | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    227000 | PA      | $231103.50    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| PINE STR TR III                                                                                  | Pine Street Trust III                                                                         | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $106718.15    | 0.00%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP NEW                                                                              | Sealed Air Corporation                                                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      3341 | NS      | $92077.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135466.41    | 0.00%             | 2028-11-15      | Fixed         | 6.60%                 | 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        |       239 | NC      | $-80046.89    | -0.00%            |  |  |  | No            |                  1 | 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        |   6800000 | PA      | $6777628.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                        | Boeing Company                                                                                | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    194000 | PA      | $207010.93    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| THE TRADE DESK INC                                                                               | Trade Desk, Inc.                                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     10877 | NS      | $583333.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINL INC                                                                              | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126207.67    | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY LATIN AMER LTD                                                                           | Liberty Latin America, Ltd., Class A                                                          | CUSIP: G9001E102<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      7033 | NS      | $38118.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAP GROUP INC                                                                            | Kinsale Capital Group, Inc.                                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2984 | NS      | $1298815.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                                                      | Phillips 66                                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        50 | NS      | $5203.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODS CO                                                                                  | Sonoco Products Company                                                                       | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    277000 | PA      | $273002.53    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC PREMIER BANCORP INC                                                                      | Pacific Premier Bancorp, Inc.                                                                 | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      4027 | NS      | $81909.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC MTG TR 2021-RTL1                                                                             | Roc Mortgage Trust                                                                            | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117177 | PA      | $116978.76    | 0.00%             | 2026-08-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                         | RTX Corporation                                                                               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    353000 | PA      | $306619.27    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                                            | Capital One Financial Corporation                                                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     12568 | NS      | $2265507.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6550000 | PA      | $6408431.77   | 0.17%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                                  | Caterpillar, Inc.                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      8544 | NS      | $2642402.88   | 0.07%             |  |  |  | No            |                  1 | 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        |    122000 | PA      | $121596.19    | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                                  | MEG Energy Corporation                                                                        | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $76217.68     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13950000 | PA      | $10111025.43  | 0.27%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                             | Alpha Generation, LLC                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61146.72     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMER INC                                                                               | Aon North America, Inc.                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $178891.33    | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | 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        |   4834568 | PA      | $4377786.04   | 0.12%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                    | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     38743 | NS      | $6507661.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244728.36    | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                          | Allegheny Technologies, Inc.                                                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2273 | NS      | $123605.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GTCR W-2 MERGER SUB LLC                                                                          | Boost Newco Borrower, LLC                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    194000 | PA      | $204719.66    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                                 | Radian Group, Inc.                                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     12310 | NS      | $393181.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIVE MTG TR 2025-RTL1                                                                         | Vontive Mortgage Trust                                                                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $1058295.74   | 0.03%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                                                                                    | Frontdoor, Inc.                                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       458 | NS      | $18828.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                                       | Intel Corporation                                                                             | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    493000 | PA      | $405133.29    | 0.01%             | 2045-07-29      | Fixed         | 4.90%                 | 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        |    198000 | PA      | $189499.23    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC / NGL ENERGY FIN CORP                                                        | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $48870.18     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                   | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47875.00     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CABALETTA BIO INC                                                                                | Cabaletta Bio, Inc.                                                                           | CUSIP: 12674W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7872 | NS      | $10391.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                     | Rockies Express Pipeline, LLC                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    164000 | PA      | $156770.39    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                                         | Ryan Specialty, LLC                                                                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32251.38     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARGURUS INC                                                                                     | Cargurus, Inc.                                                                                | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     50337 | NS      | $1407422.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38232.35     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                                      | Truist Financial Corporation                                                                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233768.57    | 0.01%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2021-LTV2                                                                      | J.P. Morgan Mortgage Trust                                                                    | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    613264 | PA      | $528398.69    | 0.01%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| TRINITY INDS INC                                                                                 | Trinity Industries, Inc.                                                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      2603 | NS      | $65335.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE PALMOLIVE CO                                                                             | Colgate-Palmolive Company                                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10752 | NS      | $991226.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                                                  | Gen Digital, Inc.                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80310.52     | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                                         | RLI Corporation                                                                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     17410 | NS      | $1288514.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                                       | DaVita, Inc.                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67695.68     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                    | Smyrna Ready Mix Concrete, LLC                                                                | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    252000 | PA      | $258547.21    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12150000 | PA      | $10542581.73  | 0.28%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIDWESTONE FINL GROUP INC NEW                                                                    | MidWestOne Financial Group, Inc.                                                              | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11297 | NS      | $313378.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MTG HLDGS LLC                                                                            | Freedom Mortgage Holdings, LLC                                                                | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65720.01     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc New                                                                         | Cleveland-Cliffs, Inc.                                                                        | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51322.25     | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC                                                                                 | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27037.50     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Global Stock Fund, Class S                                                           | CUSIP: 885882845<br>LEI: 549300QTG2JLHCR05W27 | Long             |  | RF                | US        |   3307201 | NS      | $88566854.51  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $192184.83    | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HLDG CORP                                                                               | Playtika Holding Corporation                                                                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    146000 | PA      | $128139.55    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GITLAB INC                                                                                       | Gitlab, Inc.                                                                                  | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |     38515 | NS      | $1797495.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23168.80     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                                   | Wells Fargo & Company                                                                         | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    256000 | PA      | $261679.56    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC NEW                                                                            | Owens & Minor, Inc.                                                                           | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    178000 | PA      | $183716.83    | 0.00%             | 2030-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                                                      | Viatris, Inc.                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     23174 | NS      | $195125.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                                                                       | goeasy, Ltd.                                                                                  | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $66526.81     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| POST HLDGS INC                                                                                   | Post Holdings, Inc.                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89547.48     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    411000 | PA      | $402271.42    | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $8770781.27   | 0.24%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                             | Howmet Aerospace, Inc.                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     16875 | NS      | $2338537.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                                                      | Ovintiv, Inc.                                                                                 | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    295000 | PA      | $311300.76    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PEAKSTONE RLTY TR                                                                                | Peakstone Realty Trust                                                                        | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               | CORP              | US        |      3736 | NS      | $43001.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                                                                         | CDW Corporation                                                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      6952 | NS      | $1116213.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                                                      | Equinix, Inc.                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1087 | NS      | $935635.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                          | Talen Energy Supply, LLC                                                                      | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    112000 | PA      | $119612.11    | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    363000 | PA      | $364378.97    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LITTELFUSE INC                                                                                   | Littelfuse, Inc.                                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1388 | NS      | $253046.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL CO GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                      | Saudi Arabian Oil Company                                                                     | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    288000 | PA      | $290177.28    | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOUGLAS ELLIMAN INC                                                                              | Douglas Elliman, Inc.                                                                         | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     15162 | NS      | $25168.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                                | MFA Trust                                                                                     | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571433 | PA      | $572608.18    | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                     | Comerica, Inc.                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91105.41     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Ishares Tr                                                                                       | iShares Russell 2000 Growth ETF                                                               | CUSIP: 464287648<br>LEI: 549300CPJOUVKWJGSH44 | Long             |  | RF                | US        |      3214 | NS      | $814909.70    | 0.02%             |  |  |  | No            |                  1 | 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        |   3536326 | PA      | $2847865.07   | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | CME E-mini S&P Mid-Cap 400 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-2487.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                        | CUSIP: 3140XG6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1649071 | PA      | $1453721.33   | 0.04%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FDG TR IV                                                                           | Five Corners Funding Trust IV                                                                 | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $229251.65    | 0.01%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2021-1                                                                         | Foundation Finance Trust                                                                      | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    217870 | PA      | $204521.97    | 0.01%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                                      | Avient Corporation                                                                            | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      5570 | NS      | $185536.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellpoint Inc                                                                                    | Elevance Health, Inc.                                                                         | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    306000 | PA      | $265300.93    | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                                 | Campbell's Company                                                                            | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231842.79    | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LTD PARTNERSHIP                                                                | Excelerate Energy, LP                                                                         | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79234.52     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                   | Yum! Brands, Inc.                                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       177 | NS      | $26627.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       989 | NS      | $96130.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROYO MTG TR 2022-1                                                                             | Arroyo Mortgage Trust                                                                         | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $920124.80    | 0.02%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC DEL                                                                             | Vital Energy, Inc.                                                                            | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      7555 | NS      | $107129.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7450000 | PA      | $7007656.25   | 0.19%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $118668.64    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                            | Element Solutions, Inc.                                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     20668 | NS      | $421833.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163032.75    | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    457000 | PA      | $446572.53    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | 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        |    256950 | PA      | $257755.40    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LANDSTAR SYS INC                                                                                 | Landstar System, Inc.                                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      6170 | NS      | $827705.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation Conventional 15-Yr. Pass Through                       | CUSIP: 3132CXES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    664870 | PA      | $678571.22    | 0.02%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHFIELD BANCORP INC DEL                                                                       | Northfield Bancorp, Inc.                                                                      | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4526 | NS      | $47749.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $214502.95    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                                                         | Telenet Finance Luxembourg Notes SARL                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $195039.00    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMERCE BANCSHARES INC                                                                          | Commerce Bancshares, Inc.                                                                     | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2236 | NS      | $135814.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY                                                        | McDonald's Corporation                                                                        | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    470000 | PA      | $391457.53    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HLDGS INC                                                                                | OneMain Holdings, Inc.                                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     12572 | NS      | $591764.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP INC                                                                                | Revolve Group, Inc.                                                                           | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2691 | NS      | $53497.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                     | UBS Group AG                                                                                  | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $204689.38    | 0.01%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9775000 | PA      | $9850603.56   | 0.27%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG SECD MEDIUM TERM SR NTS BOOK ENTRY 144A                             | Jackson National Life Global Funding                                                          | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    318000 | PA      | $324533.68    | 0.01%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                | Eversource Energy                                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2847 | NS      | $169339.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR 2021-SFR4                                                                                   | AMSR Trust                                                                                    | CUSIP: 66982FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $580961.82    | 0.02%             | 2038-12-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                       | Mozart Debt Merger Sub, Inc.                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    197000 | PA      | $187078.61    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | 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        |     44000 | PA      | $41118.83     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GGAM FIN LTD                                                                                     | GGAM Finance, Ltd.                                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     66000 | PA      | $69268.78     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETE CORP                                                                               | Marathon Petroleum Corporation                                                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     10492 | NS      | $1441705.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                                                             | Federated Hermes, Inc.                                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     18139 | NS      | $736624.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                                                      | K Hovnanian Enterprises, Inc.                                                                 | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     98000 | PA      | $103828.06    | 0.00%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 40-Yr. Pass Through                        | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2531933 | PA      | $2341960.12   | 0.06%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                                       | Tronox, Inc.                                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52615.86     | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| PNC FINL SVCS GROUP INC                                                                          | PNC Financial Services Group, Inc.                                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       731 | NS      | $117464.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                                                     | Illumina, Inc.                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       165 | NS      | $12804.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                                                                                      | Incyte Corporation                                                                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1899 | NS      | $118991.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140W04Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3662536 | PA      | $3684016.54   | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 200 PK FDG TR                                                                                    | 200 Park Funding Trust                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $183443.46    | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                                                                       | Impinj, Inc.                                                                                  | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      7288 | NS      | $671443.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HLDGS INC NEW                                                              | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142063.55    | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162194.95    | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                              | Alliant Energy Corporation                                                                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      3270 | NS      | $199600.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                     | Broadcom, Inc.                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |     50881 | NS      | $9793066.07   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                | Johnson & Johnson                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     51903 | NS      | $8112957.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                                                                                      | Gentex Corporation                                                                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     17689 | NS      | $385266.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                           | Commonwealth Edison Company                                                                   | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    290000 | PA      | $219398.41    | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | 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        |   4809761 | PA      | $4064820.39   | 0.11%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TR 2024-2                                                                             | Unlock HEA Trust                                                                              | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772245 | PA      | $759258.71    | 0.02%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                         | AT&T, Inc.                                                                                    | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283405.46    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTL INC                                                                          | Mettler-Toledo International, Inc.                                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       992 | NS      | $1062005.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                            | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276108.48    | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                              | Prairie Acquiror, LP                                                                          | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105809.55    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                                     | Tapestry, Inc.                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1668 | NS      | $117844.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                              | JPMorgan Chase & Company                                                                      | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570248.88    | 0.02%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                               | Ingersoll Rand, Inc.                                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     16315 | NS      | $1230640.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MGMT INC DEL                                                                               | Waste Management, Inc.                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2254 | NS      | $525993.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NOVA SCOTIA B C                                                                             | Bank of Nova Scotia                                                                           | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $113289.39    | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                        | Huntington Bancshares, Inc./OH                                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3398 | NS      | $49372.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC / CCO HLDGS CAP CORP                                                               | CCO Holdings, LLC/CCO Holdings Capital Corporation                                            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $58294.51     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I L P / HILCORP FIN CO                                                            | Hilcorp Energy I, LP/Hilcorp Finance Company                                                  | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $58442.34     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPER LP                                                                        | Western Midstream Operating, LP                                                               | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    234000 | PA      | $242984.16    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | 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        |      7616 | NS      | $362369.28    | 0.01%             |  |  |  | No            |                  1 | 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        |   1300000 | PA      | $1318734.53   | 0.04%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITOL FED FINL INC                                                                             | Capitol Federal Financial, Inc.                                                               | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12139 | NS      | $68828.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO                                                                                        | Timken Company                                                                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      7562 | NS      | $485858.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP INC                                                                      | Berkshire Hills Bancorp, Inc.                                                                 | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      4189 | NS      | $104012.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAP CORP                                                                                    | Ares Capital Corporation                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    203000 | PA      | $204377.96    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    287000 | PA      | $293763.19    | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| DYNATRACE INC                                                                                    | Dynatrace Holdings, LLC                                                                       | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     21206 | NS      | $996045.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1102105.47   | 0.03%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALCHEM CORP                                                                                     | Balchem Corporation                                                                           | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       977 | NS      | $152949.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK LITTLE ROCK ARK                                                                         | Bank OZK                                                                                      | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1484 | NS      | $63218.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYSTAR HLDG CORP                                                                                | Waystar Holding Corporation                                                                   | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $89431.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150176.56    | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CASEYS GEN STORES INC                                                                            | Casey's General Stores, Inc.                                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3036 | NS      | $1404423.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO NEW                                                                             | Wells Fargo & Company                                                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    111218 | NS      | $7897590.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                                         | KLA Corporation                                                                               | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    343000 | PA      | $232784.72    | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYS INC                                                                                | CommVault Systems, Inc.                                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1122 | NS      | $187519.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                                         | Dana, Inc.                                                                                    | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85492.89     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BANK 2025-BNK49                                                                                  | BANK 2025-BNK49                                                                               | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5298603 | PA      | $260741.59    | 0.01%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BUSINESS FIRST BANCSHARES INC                                                                    | Business First Bancshares, Inc.                                                               | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      3106 | NS      | $71593.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                                                                      | Cargill, Inc.                                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350735.86    | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TPG INC                                                                                          | TPG, Inc.                                                                                     | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     19760 | NS      | $917852.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLS HLDGS INC                                                                           | United Airlines Holdings, Inc.                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     12219 | NS      | $840911.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170645.50    | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KORN FERRY                                                                                       | Korn Ferry                                                                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     19632 | NS      | $1211294.40   | 0.03%             |  |  |  | No            |                  1 | 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        |     75000 | PA      | $69033.32     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AEGON FDG CO LLC                                                                                 | AEGON Funding Company, LLC                                                                    | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    383000 | PA      | $388163.63    | 0.01%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CUSHMAN & WAKEFIELD PLC                                                                          | Cushman and Wakefield plc                                                                     | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28915 | NS      | $270933.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMUCKER J M CO                                                                                   | J.M. Smucker Company                                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     17146 | NS      | $1993565.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                                          | Charles Schwab Corporation                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    234000 | PA      | $248635.12    | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | 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        |     92000 | PA      | $93223.88     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KIRBY CORP                                                                                       | Kirby Corporation                                                                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2772 | NS      | $267137.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING THERAPEUTICS INC                                                                          | Viking Therapeutics, Inc.                                                                     | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |      3016 | NS      | $87071.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                                                                             | Hancock Whitney Corporation                                                                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3082 | NS      | $160541.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                                                                           | Eastern Bankshares, Inc.                                                                      | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      1522 | NS      | $22708.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEAST CMNTY BANCORP INC MD                                                                   | Northeast Community Bancorp, Inc.                                                             | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      1631 | NS      | $37121.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                                                                       | Xencor, Inc.                                                                                  | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      5670 | NS      | $62483.40     | 0.00%             |  |  |  | No            |                  1 | 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        |   1846628 | PA      | $1829865.19   | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                                             | Avolon Holdings Funding, Ltd.                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    421000 | PA      | $419680.79    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                                                                                  | Ulta Beauty, Inc.                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       284 | NS      | $112361.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158356.12    | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMG RES AUGUST 2006 PTY LTD                                                                      | FMG Resources August 2006, Pty. Ltd.                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     67000 | PA      | $66028.05     | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENCORE CAP GROUP INC                                                                             | Encore Capital Group, Inc.                                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    203000 | PA      | $210620.86    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER BK NEW CASTLE DEL                                                                       | Discover Bank                                                                                 | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    480000 | PA      | $490219.09    | 0.01%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                                        | Light & Wonder International, Inc.                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66267.63     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TOMPKINS FINL CORP                                                                               | Tompkins Financial Corporation                                                                | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       640 | NS      | $38144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS L P / VICI NT CO INC                                                                  | VICI Properties, LP/VICI Note Company, Inc.                                                   | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $166027.84    | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                              | Hudbay Minerals, Inc.                                                                         | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $106961.59    | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                            | Goldman Sachs BDC, Inc.                                                                       | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156403.64    | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                             | BWX Technologies, Inc.                                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     21280 | NS      | $2322073.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYS PLC                                                                                      | BAE Systems plc                                                                               | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205000.28    | 0.01%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                                    | Valvoline, Inc.                                                                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2214 | NS      | $75851.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC MD                                                                      | Northwest Bancshares, Inc.                                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7419 | NS      | $91624.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE & DATA SYS INC                                                                         | Telephone and Data Systems, Inc.                                                              | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4689 | NS      | $175790.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PPTY TR INC                                                                                | Essex Property Trust, Inc.                                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       543 | NS      | $151578.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HLDGS INC                                                                                | Celsius Holdings, Inc.                                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $18948.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                                                                     | Novelis Corporation                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63232.26     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                       | Advanced Drainage Systems, Inc.                                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      6147 | NS      | $697623.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                                                 | DT Midstream, Inc.                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $91037.32     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                            | Northrop Grumman Corporation                                                                  | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    550000 | PA      | $426289.64    | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | 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        |     32000 | PA      | $31402.15     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36656.68     | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                               | Expand Energy Corporation                                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      4961 | NS      | $515447.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORP PLC                                                                                   | Noble Corporation plc                                                                         | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      8988 | NS      | $195399.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                                | Expedia Group, Inc.                                                                           | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $424268.63    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNO FINL GROUP INC                                                                               | CNO Financial Group, Inc.                                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      4180 | NS      | $158589.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                                                                   | Halliburton Company                                                                           | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    228000 | PA      | $194797.60    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                           | International Flavors & Fragrances, Inc.                                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2653 | NS      | $208154.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                               | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394063.03    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                             | Duke Energy Corporation                                                                       | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    378000 | PA      | $384227.02    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| TASEKO MINES LTD                                                                                 | Taseko Mines, Ltd.                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $132271.49    | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ASF VIII Sidecar (Cayman), L.P.                                                                  | ASF VIII Sidecar (Cayman), LP                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $2780612.43   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                         | Sensata Technologies, Inc.                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33216.72     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM HLDGS INC                                                                                 | Affirm Holdings, Inc.                                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2990 | NS      | $148782.40    | 0.00%             |  |  |  | No            |                  1 | 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        |    140000 | PA      | $129532.20    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | United Rentals North America, Inc.                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177442.18    | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WATERS CORP                                                                                      | Waters Corporation                                                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       760 | NS      | $264274.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                                          | U.S. Bancorp                                                                                  | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    352000 | PA      | $364124.18    | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent Large Cap Growth Fund, Class S                                                       | CUSIP: 885882308<br>LEI: 549300AR6SK11V0PGT33 | Long             |  | RF                | US        |  19312432 | NS      | $381227398.17 | 10.28%            |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAP HLDGS LLC                                                                          | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $51740.00     | 0.00%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                                | Waste Pro USA, Inc.                                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157123.27    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | 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        |    154000 | PA      | $150576.67    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                                                               | RXO, Inc.                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70133.42     | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SVCS LLC                                                                              | Kodiak Gas Services, LLC                                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80235.37     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     85251 | NS      | $2915584.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT CORE FDS                                                                                | Thrivent Core Small Cap Value Fund                                                            | CUSIP: 88588C108<br>LEI: N/A                  | Long             |  | RF                | US        |   2032933 | NS      | $18906279.98  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                                        | Constellation Energy Corporation                                                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      9965 | NS      | $2226579.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                                         | Moss Creek Resources Holdings, Inc.                                                           | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42269.54     | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | 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        |    200000 | PA      | $195952.64    | 0.01%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2178 | NS      | $424927.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                                                            | East West Bancorp, Inc.                                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2846 | NS      | $243475.30    | 0.01%             |  |  |  | No            |                  1 | 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        |     72000 | PA      | $68528.94     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                                             | Saturn Oil & Gas, Inc.                                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $38965.20     | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CARIBOU BIOSCIENCES INC                                                                          | Caribou Biosciences, Inc.                                                                     | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22672 | NS      | $19291.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNERSTONE BLDG BRANDS INC                                                                      | Cornerstone Building Brands, Inc.                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29580.51     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                     | Alphabet, Inc., Class C                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     83244 | NS      | $13393127.16  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAP CORP II                                                                             | Blue Owl Capital Corporation II                                                               | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    176000 | PA      | $183294.20    | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| CNA FINL CORP                                                                                    | CNA Financial Corporation                                                                     | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174708.89    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                                              | Exact Sciences Corporation                                                                    | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      8126 | NS      | $370870.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                               | Baytex Energy Corporation                                                                     | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $44832.55     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAMDEN PPTY TR                                                                                   | Camden Property Trust                                                                         | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    311000 | PA      | $294138.78    | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | 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        |     92000 | PA      | $93470.44     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                                     | Embecta Corporation                                                                           | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     81000 | PA      | $72901.92     | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122478.64    | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION                                                                             | Zions Bancorp NA                                                                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     15494 | NS      | $696765.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDS INC                                                                                  | Mohawk Industries, Inc.                                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2780 | NS      | $295653.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL HLDGS INC                                                                                   | BILL Holdings, Inc.                                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       387 | NS      | $17635.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                                          | Citizens Financial Group, Inc.                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       982 | NS      | $36225.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                                                       | Kenvue, Inc.                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    123171 | NS      | $2906835.60   | 0.08%             |  |  |  | No            |                  1 | 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        |    182000 | PA      | $170382.60    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                                                                | Atmus Filtration Technologies, Inc.                                                           | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21320 | NS      | $739164.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                                                       | Chipotle Mexican Grill, Inc.                                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19143 | NS      | $967104.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO NEW                                                                                    | Mosaic Company                                                                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      9123 | NS      | $277339.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATL ASSN GLOBAL BK NT PROGRAM                                              | Zions Bancorp NA                                                                              | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246567.98    | 0.01%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                                                                  | Match Group Holdings II, LLC                                                                  | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    147000 | PA      | $132928.12    | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                                                                   | TechnipFMC plc                                                                                | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     54544 | NS      | $1536504.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MTR LTD                                                                                   | Nissan Motor Company, Ltd.                                                                    | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    194000 | PA      | $179270.61    | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNERS LP                                                                     | ONEOK, Inc.                                                                                   | CUSIP: 29336UAC1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138053.85    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                   | Transocean, Inc.                                                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    239200 | PA      | $233815.70    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND HILL INVT GROUP INC                                                                      | Diamond Hill Investment Group, Inc.                                                           | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       216 | NS      | $27211.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELROSE FDG TR                                                                                   | Belrose Funding Trust                                                                         | CUSIP: 080807AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $439461.03    | 0.01%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | Barclays plc                                                                                  | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $351534.27    | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                                                      | Edison International                                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     12058 | NS      | $645223.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DESCARTES SYS GROUP INC                                                                          | Descartes Systems Group, Inc.                                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      9206 | NS      | $970220.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4602356 | PA      | $4335641.94   | 0.12%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITADEL LTD PARTNERSHIP                                                                          | Citadel, LP                                                                                   | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    282000 | PA      | $290118.53    | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                   | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106811.99    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AUTOLIV INC                                                                                      | Autoliv, Inc.                                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      2353 | NS      | $219370.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYMENTUS HLDGS INC                                                                              | Paymentus Holdings, Inc.                                                                      | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1161 | NS      | $37686.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STR INVT GRADE NET LEASE FD SER 2020-1 LLC / OAK STR INVT GRADE FD CDA /                     | Oak Street Investment                                                                         | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632322 | PA      | $608938.75    | 0.02%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                              | Churchill Downs, Inc.                                                                         | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69688.41     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | 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        |   8485652 | PA      | $6755456.51   | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TR L P                                                                               | RLJ Lodging Trust                                                                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48015 | NS      | $336585.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54719.08     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                 | FirstEnergy Corporation                                                                       | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    285000 | PA      | $237258.39    | 0.01%             | 2047-07-15      | Fixed         | 4.85%                 | 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        |     69000 | PA      | $68743.29     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADIENT PLC                                                                                       | Adient plc                                                                                    | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      5551 | NS      | $70220.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SRM ESCROW ISSUER LLC                                                                            | SRM Escrow Issuer, LLC                                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36148.56     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140QVAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5484925 | PA      | $5674044.19   | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIDXCHANGE HLDGS INC                                                                            | AvidXchange Holdings, Inc.                                                                    | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96071 | NS      | $781057.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                          | Goldman Sachs Group, Inc.                                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123587.38    | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                     | Stryker Corporation                                                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4370 | NS      | $1634030.40   | 0.04%             |  |  |  | No            |                  1 | 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        |     66000 | PA      | $64042.16     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SVCS INC                                                                        | Prime Healthcare Services, Inc.                                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $249785.73    | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                                        | QIAGEN NV                                                                                     | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1083 | NS      | $46298.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                                                                      | Popular, Inc.                                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      5578 | NS      | $532252.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                                                  | Western Alliance Bancorp                                                                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      6050 | NS      | $421745.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                                                                 | HealthEquity, Inc.                                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     16146 | NS      | $1384035.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                                                                   | Royal Gold, Inc.                                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2105 | NS      | $384604.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HLDGS INC                                                                 | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127005.70    | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                                     | Autodesk, Inc.                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     15339 | NS      | $4206720.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                                            | BBCMS Mortgage Trust                                                                          | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6959802 | PA      | $483139.68    | 0.01%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                                        | Xylem, Inc.                                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        37 | NS      | $4461.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON ED INC                                                                              | Grand Canyon Education, Inc.                                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      4351 | NS      | $776087.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NESCO HLDGS II INC                                                                               | Nesco Holdings II, Inc.                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154090.26    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS L P                                                                                 | Regency Centers, LP                                                                           | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348337.04    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | 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        |   1551786 | PA      | $1561533.61   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                                            | Stellantis Finance US, Inc.                                                                   | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    347000 | PA      | $347136.38    | 0.01%             | 2030-03-18      | 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        |     30464 | NS      | $1229831.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LA LLC                                                                                   | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217112.07    | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1574625.00   | 0.04%             | 2028-01-31      | Fixed         | 0.75%                 | 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        |     70000 | PA      | $68801.58     | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                     | NiSource, Inc.                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      5156 | NS      | $201651.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                            | Thrivent International Equity Fund, Class S                                                   | CUSIP: 885882142<br>LEI: 5493003N2AUD9Q1LYH95 | Long             |  | RF                | US        |  13821881 | NS      | $157431218.96 | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYS INC                                                                                    | Cisco Systems, Inc.                                                                           | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126549.89    | 0.00%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                                 | Truist Financial Corporation                                                                  | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    162000 | PA      | $154778.37    | 0.00%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                                | Omnicom Group, Inc.                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       693 | NS      | $52778.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                                       | BNP Paribas SA                                                                                | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    422000 | PA      | $426750.29    | 0.01%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| VERITEX HLDGS INC                                                                                | Veritex Holdings, Inc.                                                                        | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      3670 | NS      | $85437.60     | 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        |     32000 | PA      | $31844.27     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                          | Arthur J. Gallagher & Company                                                                 | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     59000 | PA      | $64110.87     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    500000 | PA      | $498762.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COVERT MERGECO INC                                                                               | Reworld Holding Corporation                                                                   | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84094.03     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY TR INC                                                                           | Healthcare Realty Trust, Inc.                                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    122075 | NS      | $1895824.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                                                                                 | Comcast Corporation                                                                           | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    341000 | PA      | $312819.56    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | 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        |   4215992 | PA      | $3690103.16   | 0.10%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                                          | American International Group, Inc.                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    469000 | PA      | $468530.49    | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | 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        |    117000 | PA      | $120279.42    | 0.00%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                              | Ultra 10-Yr. U.S. Treasury Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       181 | NC      | $356797.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                                                                        | Minerals Technologies, Inc.                                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1566 | NS      | $80789.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                                                                       | CarMax, Inc.                                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       322 | NS      | $20823.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H & E EQUIP SVCS INC                                                                             | H&E Equipment Services, Inc.                                                                  | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110529.40    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TALOS ENERGY INC                                                                                 | Talos Energy, Inc.                                                                            | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3449 | NS      | $23729.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49999.47     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMB FINL CORP                                                                                    | UMB Financial Corporation                                                                     | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1210 | NS      | $114429.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                                                                           | Sanofi SA ADR                                                                                 | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     50032 | NS      | $2749258.40   | 0.07%             |  |  |  | No            |                  1 | 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        |    196000 | PA      | $190262.57    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTMT CORP / SIX FLAGS THEME PKS INC                                                   | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company   | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32287.04     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                              | Coinbase Global, Inc.                                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       110 | NS      | $22317.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                                                                 | AMC Networks, Inc.                                                                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     12128 | NS      | $77619.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SVC CO COLO                                                                               | Public Service Company of Colorado                                                            | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    299000 | PA      | $242947.79    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     12599 | NS      | $4541813.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK7 CORP                                                                                       | Bank7 Corporation                                                                             | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       202 | NS      | $7352.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HLDGS INC                                                                                | Booking Holdings, Inc.                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       401 | NS      | $2044811.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                                                                    | News Corporation, Class A                                                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      4213 | NS      | $114256.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP                                                                                   | NetSTREIT Corporation                                                                         | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     16875 | NS      | $274556.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                     | Univision Communications, Inc.                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110480.36    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                   | Home Depot, Inc.                                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    228000 | PA      | $189286.84    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                              | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32906.48     | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083770 | PA      | $872781.13    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                            | DuPont de Nemours, Inc.                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     38769 | NS      | $2558366.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS L P                                                                             | NuStar Logistics, LP                                                                          | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128943.48    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LN TR 2006 24CB                                                                      | Alternative Loan Trust                                                                        | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105189 | PA      | $53741.29     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385HY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $198367.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    468000 | PA      | $458057.93    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                    | Citigroup, Inc.                                                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    484000 | PA      | $475591.60    | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC NEW                                                                          | BellRing Brands, Inc.                                                                         | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71590.22     | 0.00%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                               | Conagra Brands, Inc.                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     31412 | NS      | $776190.52    | 0.02%             |  |  |  | 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        |     99000 | PA      | $89448.81     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS OPER LLC                                                                        | Enterprise Products Operating, LLC                                                            | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $194514.49    | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                                | INEOS Finance plc                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $183157.96    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                           | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     42000 | PA      | $46490.08     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BPCE SR NON PFD MED TERM NTS BOOK ENTRY 144A                                                     | BPCE SA                                                                                       | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    588000 | PA      | $572162.64    | 0.02%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERIT MED SYS INC                                                                                | Merit Medical Systems, Inc.                                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      9969 | NS      | $941572.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                                                                             | SPX Technologies, Inc.                                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       584 | NS      | $78343.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                                                      | Walmart, Inc.                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     27152 | NS      | $2640532.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                                                                 | Pitney Bowes, Inc.                                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |       654 | NS      | $5676.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                                  | CVS Health Corporation                                                                        | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83434.38     | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | 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        |    255000 | PA      | $270932.24    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| NORTHERN TR CORP                                                                                 | Northern Trust Corporation                                                                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     12043 | NS      | $1131801.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                            | MidAmerican Energy Company                                                                    | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    267000 | PA      | $269936.95    | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 20-Yr. Pass Through                        | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2018179 | PA      | $1909105.73   | 0.05%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                        | Federal Home Loan Bank Discount Notes                                                         | CUSIP: 313385GL4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $298780.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15871000 | PA      | $11071882.42  | 0.30%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNOW INC                                                                                         | DNOW, Inc.                                                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      5896 | NS      | $93569.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                                                                                        | Pool Corporation                                                                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      2591 | NS      | $759525.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                                                       | Wyeth, LLC                                                                                    | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    229000 | PA      | $252404.95    | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OLD REP INTL CORP                                                                                | Old Republic International Corporation                                                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      6595 | NS      | $247972.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ELEC PWR CO                                                                         | Southwestern Electric Power Company                                                           | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    190000 | PA      | $142112.38    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VICI PPTYS L P / VICI NT CO INC                                                                  | VICI Properties, LP/VICI Note Company, Inc.                                                   | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $137463.50    | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    900000 | PA      | $891950.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COTY INC                                                                                         | Coty, Inc.                                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    226690 | NS      | $1144784.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4002000 | PA      | $4051712.36   | 0.11%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                        | TEGNA, Inc.                                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    188000 | PA      | $179629.06    | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                                | AMSR Trust                                                                                    | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1441576.20   | 0.04%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PALISADES MTG LN TR 2021-RTL1                                                                    | Palisades Mortgage Loan Trust                                                                 | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490996 | PA      | $487856.76    | 0.01%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76360.02     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | 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        |     30000 | PA      | $29269.63     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                                   | S&P Global, Inc.                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4585 | NS      | $2292729.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRK 2021-INV2 TR                                                                                 | TRK Trust                                                                                     | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    555882 | PA      | $490246.13    | 0.01%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                                                             | Gulfport Energy Operating Corporation                                                         | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47303.44     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                                              | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    434000 | PA      | $434532.54    | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                                       | NetApp, Inc.                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6117 | NS      | $549000.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MKTS INC                                                                               | Robinhood Markets, Inc.                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     15329 | NS      | $752807.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                                      | Vistra Corporation                                                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163603.05    | 0.00%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                               | Bausch + Lomb Corporation                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $37396.80     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                 | Williams Companies, Inc.                                                                      | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146248.65    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                   | Bombardier, Inc.                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $187170.25    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                                       | AbbVie, Inc.                                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    271000 | PA      | $262111.32    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                                                                        | Axis Capital Holdings, Ltd.                                                                   | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       567 | NS      | $54613.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                                   | Global Aircraft Leasing Company, Ltd.                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    199000 | PA      | $198279.04    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | 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        |    131000 | PA      | $124267.12    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | 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        |     29856 | NS      | $2400720.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                           | Federal Home Loan Mortgage Corporation - REMIC                                                | CUSIP: 3137AYWN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    151794 | PA      | $10239.18     | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                | Atmos Energy Corporation                                                                      | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    151000 | PA      | $134673.61    | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HLDG S A S                                                                                 | Iliad Holding SASU                                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    110000 | PA      | $111499.50    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                            | Bausch Health Companies, Inc.                                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    154000 | PA      | $125071.10    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | 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        |   1870706 | PA      | $1800948.26   | 0.05%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 3140XAJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659973 | PA      | $1318364.02   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                             | OI European Group BV                                                                          | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    141000 | PA      | $130544.58    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                              | ICE mini MSCI EAFE Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -78 | NC      | $-113912.38   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP B V / NXP FDG LLC                                                                            | NXP BV/NXP Funding, LLC                                                                       | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    115000 | PA      | $117649.60    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SERVICE PPTYS TR                                                                                 | Service Properties Trust                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26526.85     | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FULTON FINL CORP PA                                                                              | Fulton Financial Corporation                                                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     22439 | NS      | $374282.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVTS CO                                                                                     | SEI Investments Company                                                                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      8842 | NS      | $692240.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDL INC                                                                                    | STAG Industrial, Inc.                                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     21992 | NS      | $726395.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    227000 | PA      | $226999.49    | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPER CO INC                                                                      | Hilton Domestic Operating Company, Inc.                                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    187000 | PA      | $165417.23    | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                                      | Staples, Inc.                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     99000 | PA      | $85775.07     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                                                                   | Flowserve Corporation                                                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     52961 | NS      | $2395426.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                                                                         | Anywhere Real Estate, Inc.                                                                    | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      8129 | NS      | $28126.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MGMT INC                                                                  | Artisan Partners Asset Management, Inc.                                                       | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      4027 | NS      | $148918.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                                      | Exelon Corporation                                                                            | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $218216.28    | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                      | Southern Company                                                                              | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    456000 | PA      | $463062.59    | 0.01%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | Federal National Mortgage Association Conventional 30-Yr. Pass Through                        | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2950000 | PA      | $2943631.60   | 0.08%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZEGONA FIN PLC                                                                                   | Zegona Finance plc                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    133000 | PA      | $141434.86    | 0.00%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CATHAY GEN BANCORP                                                                               | Cathay General Bancorp                                                                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       295 | NS      | $12298.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY INC                                                                                     | Best Buy Company, Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     16835 | NS      | $1122726.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC 2022-ATH3 TR                                                                                | CSMC Trust                                                                                    | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350639 | PA      | $350027.52    | 0.01%             | 2067-08-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINL CORP                                                                                | Webster Financial Corporation                                                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      3220 | NS      | $152306.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $8732281.27   | 0.24%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                                       | Hasbro, Inc.                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      7875 | NS      | $487462.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                                     | Blue Owl Technology Finance Corporation                                                       | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149175.63    | 0.00%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    261000 | PA      | $265144.51    | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RBC BEARINGS INC                                                                                 | RBC Bearings, Inc.                                                                            | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3568 | NS      | $1172337.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                                                                       | Westamerica Bancorporation                                                                    | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1691 | NS      | $81895.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                                                                   | Constellium SE                                                                                | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     37176 | NS      | $375849.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYNE USA INC                                                                                    | Boyne USA, Inc.                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $99923.30     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MURPHY USA INC                                                                                   | Murphy USA, Inc.                                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1309 | NS      | $652628.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL CITY BK GROUP INC                                                                        | Capital City Bank Group, Inc.                                                                 | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       393 | NS      | $14360.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT 2021-5 MTG LN TR                                                                            | COLT Mortgage Loan Trust                                                                      | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    677227 | PA      | $604714.00    | 0.02%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | 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        |    104000 | PA      | $104767.94    | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                               | Brookfield Finance, Inc.                                                                      | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    219000 | PA      | $207874.73    | 0.01%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TR 2024-2                                                                            | HTAP Issuer Trust                                                                             | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    654190 | PA      | $648422.51    | 0.02%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                            | Celanese US Holdings, LLC                                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75702.06     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                   | TD SYNNEX Corporation                                                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     25280 | NS      | $2801024.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PPTY GROUP L P                                                                             | Simon Property Group, LP                                                                      | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $291081.70    | 0.01%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                                                                        | Chubb, Ltd.                                                                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     10205 | NS      | $2919446.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC 2022-NQM1 TR                                                                                | CSMC Trust                                                                                    | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422746 | PA      | $361407.58    | 0.01%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP & BIP-V CHINOOK HOLDCO L L C                                                       | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                      | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $123792.54    | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST MERCHANTS CORP                                                                             | First Merchants Corporation                                                                   | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      2975 | NS      | $106029.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                                                                                  | Quanta Services, Inc.                                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       704 | NS      | $206053.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                                          | American Tower Corporation                                                                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98381.50     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| F N B CORP PA                                                                                    | F.N.B. Corporation                                                                            | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     34804 | NS      | $455584.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                                                                   | NCR Voyix Corporation                                                                         | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94017.00     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                                  | Alumina, Pty. Ltd.                                                                            | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    164000 | PA      | $162630.49    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                                                                              | TE Connectivity plc                                                                           | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1590 | NS      | $232744.20    | 0.01%             |  |  |  | No            |                  1 | 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