# EDGAR Filing Document

**Accession Number:** 0001688680
**File Stem:** 0001003715-26-001576
**Filing Date:** 2026-4
**Character Count:** 212951
**Document Hash:** 966bc8931fb0e21279c1ef6b40855bbd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-26-001576.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001003715-26-001576

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brinker Capital Destinations Trust
- **CENTRAL INDEX KEY:** 0001688680

**ORGANIZATION NAME:**
- **EIN:** 816867493
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23207
- **FILM NUMBER:** 26906053

**BUSINESS ADDRESS:**
- **STREET 1:** 1055 WESTLAKES DRIVE, SUITE 250
- **CITY:** BERWYN
- **STATE:** PA
- **ZIP:** 19312
- **BUSINESS PHONE:** (610) 407-8348

**MAIL ADDRESS:**
- **STREET 1:** 1055 WESTLAKES DRIVE, SUITE 250
- **CITY:** BERWYN
- **STATE:** PA
- **ZIP:** 19312

## Series and Classes Contracts Data

### Destinations Low Duration Fixed Income Fund (Series ID: S000056107)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000176699 | Class I      | DLDFX           |
| C000202459 | Class Z      | DLDZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brinker Capital Destinations Trust

- **b. Investment Company Act file number:** 811-23207

- **c. CIK number of Registrant:** 0001688680

- **d. LEI of Registrant:** 549300X40Y9W6WTS8B82

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

  - **Street Address 1:** 1055 Westlakes Drive, Suite 250

  - **City:** Berwyn

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19312

  - **Telephone number:** 800-333-4573

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

- **a. Name of Series:** Destinations Low Duration Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000056107

- **c. LEI of Series:** 549300G0KRFUNEOA3275

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $288345835.38

**Total Liabilities:** $14196457.52

**Net Assets:** $274149377.86

**Cash Not Reported:** $22027805.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -353.29319530 | **1-Year:** -4018.30935092 | **5-Year:** -6421.03848051 | **10-Year:** -1562.64670225 | **30-Year:** -296.38106922

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

- **3-Month:** -363.37902836 | **1-Year:** -2947.67898098 | **5-Year:** -2431.43438793 | **10-Year:** -3.08851584 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000176699 | 0.57%                | 0.43%                | 1.08%                |
| Class ID C000202459 | 0.57%                | 0.42%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1363442.92             | $1848274.56                                |
| Month 2  | $192388.14               | $224812.50                                 |
| Month 3  | $347075.69               | $1540124.39                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC 2.95% 11/21/26      | ABBVIE INC REGD SER WI 2.95000000                                                                | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    890000 | PA      | $884347.55    | 0.32%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ACREC 2026-FL4 A V/R 02/18/30  | ACREC 2026-FL4 LLC SER 2026-FL4 CL A V/R REGD 144A P/P 5.11406000                                | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $180225.36    | 0.07%             | 2043-01-18      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 A V/R 09/16/26  | ACREC 2021-FL1 LTD SER 2021-FL1 CL AS V/R REGD 144A P/P 5.28051000                               | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     88988 | PA      | $88995.61     | 0.03%             | 2036-10-16      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND  5.75% 06/06/28 | AERCAP IRELAND CAP/GLOBA REGD 5.75000000                                                         | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    258000 | PA      | $267188.58    | 0.10%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X1  5.08% 04/15/30  | AFFIRM ASSET SECURITIZATION TRUST 2025-X1 SER 2025-X1 CL A REGD 144A P/P 5.08000000              | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56583 | PA      | $56655.96     | 0.02%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2  4.45% 10/15/30  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2 SER 2025-X2 CL A REGD 144A P/P 4.45000000              | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152634 | PA      | $152808.78    | 0.06%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| AGREE LP 2.9% 10/01/30         | AGREE LP REGD 2.90000000                                                                         | CUSIP: 008513AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $79427.64     | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC ZCP 03/15/26        | AIRBNB INC REGD ZCP CONVERTIBLE 0.00000000                                                       | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1741250.00   | 0.64%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 11/01/28 | ALTRIA GROUP INC REGD 6.20000000                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29546.19     | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4.5% 08/06/30 | ALTRIA GROUP INC REGD 4.50000000                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47819.05     | 0.02%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 5.2% 01/15/29 | AMERICAN ELECTRIC POWER REGD 5.20000000                                                          | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    147000 | PA      | $152001.80    | 0.06%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/29 | AMERICAN EXPRESS CO REGD V/R 4.73100000                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260239.92    | 0.09%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIO 4.875% 01/23/31 | AMERICAN NATIONAL GF REGD 144A P/P MTN 4.87500000                                                | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $91958.28     | 0.03%             | 2031-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER C 4.9% 03/15/30 | AMERICAN TOWER CORP REGD 4.90000000                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    288000 | PA      | $295956.60    | 0.11%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AOMT 2020-6 A1 V/R 09/25/24    | ANGEL OAK MORTGAGE TRUST 2020-6 SER 2020-6 CL A1 V/R REGD 144A P/P 1.26100000                    | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130350 | PA      | $122291.12    | 0.04%             | 2065-05-25      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125% 12/01/29  | APPLOVIN CORP REGD 5.12500000                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100082.25    | 0.04%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTIL 3.566% 05/01/29 | ESSENTIAL UTILITIES INC REGD 3.56600000                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3939.27      | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| AQFIT 2020-AA A 1.9% 12/17/25  | AQUA FINANCE TRUST 2020-A SER 2020-AA CL A REGD 144A P/P 1.90000000                              | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10951 | PA      | $10425.82     | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| ARCLO 2021-FL4 A V/R 08/15/26  | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL4 CL A V/R REGD 144A P/P 5.12413000      | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    111480 | PA      | $111490.70    | 0.04%             | 2036-11-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ARCREN 2025-FL1  V/R 02/20/29  | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2025-FL1 CL A V/R REGD 144A P/P 5.02124000      | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $210018.54    | 0.08%             | 2043-01-20      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| AMMST 2021-MF 2.023% 06/15/26  | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 SER 2021-MF2 CL A2 REGD 144A P/P 2.02320000 | CUSIP: 03881VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183000 | PA      | $181446.60    | 0.07%             | 2054-06-15      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP A V/R 06/15/27  | ARDN 2025-ARCP MORTGAGE TRUST SER 2025-ARCP CL A V/R REGD 144A P/P 5.40965000                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120288.22    | 0.04%             | 2035-06-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2025-CRE11 V/R 07/25/43  | AREIT 2025-CRE11 SER 2025-CRE11 CL A V/R REGD 144A P/P 5.20965000                                | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $190375.19    | 0.07%             | 2043-07-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONI 5.15% 08/21/29 | ARROW ELECTRONICS INC REGD 5.15000000                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131323.93    | 0.05%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  4.721% 10/08/29 | ATHENE GLOBAL FUNDING REGD 144A P/P 4.72100000                                                   | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107056.84    | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL  5.033% 07/17/30 | ATHENE GLOBAL FUNDING REGD 144A P/P 5.03300000                                                   | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182031.74    | 0.07%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ATLASSIAN CORPO 5.25% 05/15/29 | ATLASSIAN CORPORATION REGD 5.25000000                                                            | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |     76000 | PA      | $77341.95     | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVNT 2024-REV1 5.92% 04/15/27  | AVANT LOANS FUNDING TRUST 2024-REV1 SER 2024-REV1 CL A REGD 144A P/P 5.92000000                  | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501550.50    | 0.18%             | 2033-10-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| AVERY DENNISON 4.875% 12/06/28 | AVERY DENNISON CORP REGD 4.87500000                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17332.22     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 6.25% 04/15/28 | AVIATION CAPITAL GROUP REGD 144A P/P 6.25000000                                                  | CUSIP: 05369AAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16627.12     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL 4.8% 10/24/30 | AVIATION CAPITAL GROUP REGD 144A P/P 4.80000000                                                  | CUSIP: 05369AAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $190958.65    | 0.07%             | 2030-10-24      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDING 6.375% 05/04/28 | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 6.37500000                                                | CUSIP: 05401AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     75000 | PA      | $78168.34     | 0.03%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDING 5.375% 05/30/30 | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.37500000                                                | CUSIP: 05401AAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    174000 | PA      | $179968.86    | 0.07%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR19 V/R 12/15/58  | BANK5 2025-5YR19 SER 2025-5YR19 CL XA V/R REGD 1.12749000                                        | CUSIP: 05494RBR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4739750 | PA      | $232696.60    | 0.08%             | 2058-12-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.906% 04/02/30 | BAT CAPITAL CORP REGD 4.90600000                                                                 | CUSIP: 05526DBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7192.94      | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 5.931% 02/02/29 | BAT INTL FINANCE PLC REGD 5.93100000                                                             | CUSIP: 05530QAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     75000 | PA      | $79007.63     | 0.03%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-VICT A V/R 07/15/26  | BFLD 2024-VICT MORTGAGE TRUST SER 2024-VICT CL A V/R REGD 144A P/P 5.54965000                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150188.19    | 0.05%             | 2041-07-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C9 A 5.477% 04/15/29  | BMO 2024-C9 MORTGAGE TRUST SER 2024-C9 CL A1 REGD 5.47770000                                     | CUSIP: 05593MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240773 | PA      | $244876.76    | 0.09%             | 2057-07-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6  4.868% 08/15/29  | BMO 2024-5C6 MORTGAGE TRUST SER 2024-5C6 CL A2 REGD 4.86880000                                   | CUSIP: 05593QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    241000 | PA      | $245890.49    | 0.09%             | 2057-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BX 2025-LUNR A V/R 06/15/27    | BX TRUST 2025-LUNR SER 2025-LUNR CL A V/R REGD 144A P/P 5.15965000                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1546655 | PA      | $1548587.32   | 0.56%             | 2040-06-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BSPDF 2026-FL3 A V/R 02/18/31  | BSPDF 2026-FL3 ISSUER LLC SER 2026-FL3 CL A V/R REGD 144A P/P 0.00000000                         | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150000.00    | 0.05%             | 2043-09-18      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2022-FL8 A V/R 02/15/37  | BSPRT 2022-FL8 ISSUER LTD SER 2022-FL8 CL A V/R REGD 144A P/P 5.15819000                         | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9900 | PA      | $9873.77      | 0.00%             | 2037-02-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BMO 2023-C5 A 5.739% 02/15/28  | BMO 2023-C5 MORTGAGE TRUST SER 2023-C5 CL A1 REGD 5.73960000                                     | CUSIP: 055988AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106064 | PA      | $106960.28    | 0.04%             | 2056-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BXP 2017-GM A 3.379% 06/13/27  | BXP TRUST 2017-GM SER 2017-GM CL A REGD 144A P/P 3.37900000                                      | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98597.76     | 0.04%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-21M A V/R 10/15/26     | BX COMMERCIAL MORTGAGE TRUST 2021-21M SER 2021-21M CL A V/R REGD 144A P/P 4.50448000             | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62181 | PA      | $62161.75     | 0.02%             | 2036-10-15      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-XL2 A V/R 10/15/23     | BX COMMERCIAL MORTGAGE TRUST 2021-XL2 SER 2021-XL2 CL A V/R REGD 144A P/P 4.46298000             | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86935 | PA      | $86908.11     | 0.03%             | 2038-10-15      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-XL2 B V/R 10/15/23     | BX COMMERCIAL MORTGAGE TRUST 2021-XL2 SER 2021-XL2 CL B V/R REGD 144A P/P 4.77218000             | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77000 | PA      | $76975.94     | 0.03%             | 2038-10-15      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-PAC A V/R 10/15/23     | BX 2021-LBA3 MORTGAGE TRUST SER 2021-PAC CL A V/R REGD 144A P/P 4.46358000                       | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $159700.00    | 0.06%             | 2036-10-15      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-ACNT B V/R 11/15/26    | BX COMMERCIAL MORTGAGE TRUST 2021-ACNT SER 2021-ACNT CL B V/R REGD 144A P/P 5.02448000           | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104587 | PA      | $104554.77    | 0.04%             | 2038-11-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX 2022-LP2 A V/R 02/15/24     | BX COMMERCIAL MORTGAGE TRUST 2022-LP2 SER 2022-LP2 CL A V/R REGD 144A P/P 4.67255000             | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24243 | PA      | $24235.89     | 0.01%             | 2039-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2023-FL10  V/R 09/15/27  | BSPRT 2023-FL10 ISSUER LTD SER 2023-FL10 CL A V/R REGD 144A P/P 5.91865000                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200465 | PA      | $200324.41    | 0.07%             | 2035-09-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2024-FL2 A V/R 08/19/27   | BRSP 2024-FL2 LTD SER 2024-FL2 CL A V/R REGD 144A P/P 5.61150000                                 | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    277000 | PA      | $277346.80    | 0.10%             | 2037-08-19      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BXMT 2026-FL6 A V/R 11/19/30   | BXMT 2026-FL6 LTD SER 2026-FL6 CL A V/R REGD 144A P/P 5.15000000                                 | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $240149.76    | 0.09%             | 2043-08-19      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BLP 2024-IND2 A V/R 03/15/26   | BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 SER 2024-IND2 CL A V/R REGD 144A P/P 5.00180000          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274130 | PA      | $274129.87    | 0.10%             | 2041-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BCC 2022-6A A1R V/R 01/22/38   | BAIN CAPITAL CREDIT CLO 2022-6 LTD SER 2022-6A CL A1R V/R REGD 144A P/P 5.03920000               | CUSIP: 05685LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501621.65    | 0.18%             | 2038-01-22      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO  V/R 09/30/31 | BANCO DE CREDITO DEL PER REGD V/R EMTN 3.25000000                                                | CUSIP: 05971V2D6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $197682.30    | 0.07%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER 4.55% 11/20/30 | BANCO SANTANDER CHILE REGD 144A P/P MTN 4.55000000                                               | CUSIP: 05973N2A8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    150000 | PA      | $151018.50    | 0.06%             | 2030-11-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK6 X V/R 07/15/60  | BANK 2017-BNK6 SER 2017-BNK6 CL XA V/R REGD 0.75491400                                           | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1372666 | PA      | $9485.54      | 0.00%             | 2060-07-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/23/27 | BANK OF AMERICA CORP REGD V/R MTN 3.55900000                                                     | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57957.91     | 0.02%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/24/29 | BANK OF AMERICA CORP REGD V/R 4.97900000                                                         | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159804.97    | 0.06%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN3 2.218% 12/15/30  | BANK 2021-BNK33 SER 2021-BN33 CL ASB REGD 2.21800000                                             | CUSIP: 06541CBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $210725.92    | 0.08%             | 2064-05-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4 X V/R 05/15/50  | BANK 2017-BNK4 SER 2017-BNK4 CL XA V/R REGD 1.32279100                                           | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1202273 | PA      | $12194.18     | 0.00%             | 2050-05-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.188% 05/15/29  | BANK5 2024-5YR8 SER 2024-5YR8 CL A1 REGD 5.18800000                                              | CUSIP: 065923AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229639 | PA      | $233550.11    | 0.09%             | 2057-08-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.702% 02/15/29  | BANK5 2024-5YR5 SER 2024-5YR5 CL A3 REGD 5.70200000                                              | CUSIP: 065931AZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206944 | PA      | $215181.44    | 0.08%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARC 2025-NQM3 A V/R 05/25/65  | BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3 SER 2025-NQM3 CL A3 V/R REGD 144A P/P 5.94500000          | CUSIP: 06745VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    652218 | PA      | $660432.62    | 0.24%             | 2065-05-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2025-5C 4.971% 12/15/29  | BBCMS MORTGAGE TRUST 2025-5C33 SER 2025-5C33 CL A1 REGD 4.97100000                               | CUSIP: 072924AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235554 | PA      | $239422.38    | 0.09%             | 2058-03-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 A V/R 12/16/36   | BDS 2021-FL10 LTD SER 2021-FL10 CL A V/R REGD 144A P/P 5.13051000                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     52154 | PA      | $52159.64     | 0.02%             | 2036-12-16      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-C2 5.229% 11/15/28  | BBCMS MORTGAGE TRUST 2024-C24 SER 2024-C24 CL A1 REGD 5.22900000                                 | CUSIP: 07336VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161459 | PA      | $163042.10    | 0.06%             | 2057-02-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B4 XA V/R 06/15/28  | BENCHMARK 2018-B4 MORTGAGE TRUST SER 2018-B4 CL XA V/R REGD 0.46093100                           | CUSIP: 08161HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9163160 | PA      | $96021.67     | 0.04%             | 2051-07-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B16 X V/R 01/15/30  | BENCHMARK 2020-B16 MORTGAGE TRUST SER 2020-B16 CL XA V/R REGD 0.90959300                         | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3538693 | PA      | $96430.79     | 0.04%             | 2053-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BMARK 2019-B1 2.914% 12/15/24  | BENCHMARK 2019-B14 MORTGAGE TRUST SER 2019-B14 CL A2 REGD 2.91470000                             | CUSIP: 08162YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147656 | PA      | $143547.98    | 0.05%             | 2062-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5 5.805% 01/10/29  | BENCHMARK 2024-V5 MORTGAGE TRUST SER 2024-V5 CL A3 REGD 5.80530000                               | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235000 | PA      | $245104.48    | 0.09%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V19 X V/R 12/15/30  | BENCHMARK 2025-V19 MORTGAGE TRUST SER 2025-V19 CL XA V/R REGD 1.10483100                         | CUSIP: 08164DAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4900000 | PA      | $232760.29    | 0.08%             | 2058-01-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-B4 4.216% 05/15/29  | BENCHMARK 2026-B42 MORTGAGE TRUST SER 2026-B42 CL A1 REGD 4.21617000                             | CUSIP: 08164FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $325279.96    | 0.12%             | 2059-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V1 4.653% 12/15/29  | BENCHMARK 2025-V16 MORTGAGE TRUST SER 2025-V16 CL A1 REGD 4.65300000                             | CUSIP: 08164RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280128 | PA      | $282235.74    | 0.10%             | 2058-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BSP 2025-46A A V/R 01/25/39    | BENEFIT STREET PARTNERS CLO 46 LTD SER 2025-46A CL A V/R REGD 144A P/P 4.88082000                | CUSIP: 08186HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500185.00    | 0.18%             | 2039-01-25      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V8 5.514% 04/15/29  | BENCHMARK 2024-V8 MORTGAGE TRUST SER 2024-V8 CL A1 REGD 5.51400000                               | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    227104 | PA      | $231423.84    | 0.08%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 5.05% 01/15/31      | BIOGEN INC REGD 5.05000000                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    159000 | PA      | $165026.26    | 0.06%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS COR 4.55% 01/31/31 | BLACK HILLS CORP REGD 4.55000000                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157560.97    | 0.06%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4  6.017% 11/15/28  | BMO 2024-5C4 MORTGAGE TRUST SER 2024-5C4 CL A1 REGD 6.01710000                                   | CUSIP: 09660SAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    228647 | PA      | $234281.69    | 0.09%             | 2057-05-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPEL 4.45% 07/15/27 | BOARDWALK PIPELINES LP REGD 4.45000000                                                           | CUSIP: 096630AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55235.67     | 0.02%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRAEMAR HOTELS & 4.5% 06/01/26 | BRAEMAR HOTELS & RESORTS REGD CONVERTIBLE 4.50000000                                             | CUSIP: 10482BAB7<br>LEI: 549300JDUUEBN868C776 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1116876.00   | 0.41%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO 2023-NQM5  V/R 06/25/63  | BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5 SER 2023-NQM5 CL A1 V/R REGD 144A P/P 6.50500000       | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    332446 | PA      | $333626.51    | 0.12%             | 2063-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2022-RPL1  V/R 09/25/61  | BRAVO RESIDENTIAL FUNDING TRUST 2022-RPL1 SER 2022-RPL1 CL A1 V/R REGD 144A P/P 2.75000000       | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    661262 | PA      | $616415.84    | 0.22%             | 2061-09-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC 4.35% 02/15/30    | BROADCOM INC REGD 4.35000000                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67831.74     | 0.02%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.5% 03/15/29 | BROWN & BROWN INC REGD 4.50000000                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26116.48     | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.7% 06/23/28 | BROWN & BROWN INC REGD 4.70000000                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25236.42     | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRSP 2026-FL3 A V/R 01/19/31   | BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000                                 | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $240132.96    | 0.09%             | 2043-08-19      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BUNGE LTD FINANC 4.2% 09/17/29 | BUNGE LTD FINANCE CORP REGD 4.20000000                                                           | CUSIP: 120568BE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $79511.78     | 0.03%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX 2022-LBA6 A V/R 01/15/27    | BX TRUST 2022-LBA6 SER 2022-LBA6 CL A V/R REGD 144A P/P 4.65965000                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $160087.39    | 0.06%             | 2039-01-15      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BCAT A V/R 08/15/27    | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT SER 2025-BCAT CL A V/R REGD 144A P/P 5.03965000           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114994 | PA      | $115030.12    | 0.04%             | 2042-08-15      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-CSMO A V/R 02/15/28    | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO SER 2026-CSMO CL A V/R REGD 144A P/P 5.06724000           | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120000.00    | 0.04%             | 2042-02-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-XL6 A V/R 03/15/28     | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 SER 2026-XL6 CL A V/R REGD 144A P/P 0.00000000             | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130081.74    | 0.05%             | 2043-03-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-SDMF B V/R 09/15/23    | BX TRUST 2021-SDMF SER 2021-SDMF CL B V/R REGD 144A P/P 4.51248000                               | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111357 | PA      | $111287.53    | 0.04%             | 2034-09-15      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-LGCY B V/R 10/15/23    | BX TRUST 2021-LGCY SER 2021-LGCY CL B V/R REGD 144A P/P 4.62948000                               | CUSIP: 12434DAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $159900.00    | 0.06%             | 2036-10-15      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-RISE A V/R 11/15/23    | BX TRUST 2021-RISE SER 2021-RISE CL A V/R REGD 144A P/P 4.52198000                               | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160613 | PA      | $160585.58    | 0.06%             | 2036-11-15      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD4 XA V/R 04/10/27    | CD 2017-CD4 MORTGAGE TRUST SER 2017-CD4 CL XA V/R REGD 1.20433300                                | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1209078 | PA      | $9691.97      | 0.00%             | 2050-05-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1 A 3.623% 04/15/24  | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1 SER 2019-CF1 CL A2 REGD 3.62340000                | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156581 | PA      | $154901.58    | 0.06%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8 XB V/R 05/15/27  | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL XB V/R REGD 0.86364700                    | CUSIP: 12532CBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287000 | PA      | $2508.47      | 0.00%             | 2050-06-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 XA V/R 06/15/27  | CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST SER 2017-C8 CL XA V/R REGD 1.05020500                    | CUSIP: 12595BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    549525 | PA      | $4455.55      | 0.00%             | 2050-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10  V/R 11/15/27  | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST SER 2017-CX10 CL XA V/R REGD 0.83611700                | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3343838 | PA      | $39128.59     | 0.01%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12  V/R 08/15/28  | CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST SER 2018-CX12 CL XA V/R REGD 0.54542300                | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2915481 | PA      | $31759.80     | 0.01%             | 2051-08-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| COLT 2021-RPL1 A V/R 09/25/61  | COLT 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.66540000                            | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    494803 | PA      | $462478.34    | 0.17%             | 2061-09-25      | Variable      | 1.67%                 | Yes           |                  2 | On Loan: No      |
| CAI 2020-1A A 2.22% 03/27/28   | CAL FUNDING IV LTD SER 2020-1A CL A REGD 144A P/P 2.22000000                                     | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    268021 | PA      | $258241.55    | 0.09%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260316 000000010 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-109408.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SEK/USD FWD 20260316 000000010 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-72939.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260316 000000010 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7011.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL V/R 09/08/28 | CANADIAN IMPERIAL BANK REGD V/R 4.24300000                                                       | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    247000 | PA      | $248112.32    | 0.09%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 4.8% 03/30/30 | CANADIAN PACIFIC RAILWAY REGD 4.80000000                                                         | CUSIP: 13645RBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    185000 | PA      | $190436.87    | 0.07%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANNABIST COMPANY HOLDIN /CAD/ | CANNABIST COMPANY HOLDINGS I /CAD/ 0.00000000                                                    | CUSIP: 13765Y103<br>LEI: 9845007B45659F4F4F75 | Long             | EC               | CORP              | US        |   3224763 | NS      | $94547.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNABIST CO HLDGS INC /CAD/   | CANNABIST CO HLDGS INC /CAD/ 0.00000000                                                          | CUSIP: 13765Y509<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   3224763 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANNABIST CO HL 9.25% 12/31/28 | CANNABIST CO HLDGS INC REGD 9.25000000                                                           | CUSIP: 13766HAA7<br>LEI: 9845007B45659F4F4F75 | Long             | DBT              | CORP              | US        |   9071000 | PA      | $4694203.49   | 1.71%             | 2028-12-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALT 5.125% 02/15/29 | CARDINAL HEALTH INC REGD 5.12500000                                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80450.33     | 0.03%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CGMS 2019-4A A11 V/R 04/15/35  | CARLYLE US CLO 2019-4 LTD SER 2019-4A CL A11R V/R REGD 144A P/P 4.99219000                       | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002223.00   | 0.37%             | 2035-04-15      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CGMS 2023-3A A1R V/R 10/15/38  | CARLYLE US CLO 2023-3 LTD SER 2023-3A CL A1R V/R REGD 144A P/P 4.90219000                        | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000983.20   | 0.37%             | 2038-10-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2026-1 A 3.87% 12/15/27  | CARMAX AUTO OWNER TRUST 2026-1 SER 2026-1 CL A2A REGD 3.87000000                                 | CUSIP: 14320XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $175201.93    | 0.06%             | 2029-04-16      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CARVL 2024-1A A V/R 04/20/37   | CARVAL CLO IX-C LTD SER 2024-1A CL A V/R REGD 144A P/P 5.34763000                                | CUSIP: 14688HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501647.30    | 0.18%             | 2037-04-20      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CRVNA 2024-P3  4.31% 05/10/29  | CARVANA AUTO RECEIVABLES TRUST 2024-P3 SER 2024-P3 CL A4 REGD 4.31000000                         | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $303259.98    | 0.11%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 5.4% 06/01/29 | CENTERPOINT ENERGY INC REGD 5.40000000                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52017.00     | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC 0.25% 03/15/26    | DAYFORCE INC REGD CONVERTIBLE 0.25000000                                                         | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |    486000 | PA      | $485028.00    | 0.18%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER L 4.25% 05/01/28 | CHARLES RIVER LABORATORI REGD 144A P/P 4.25000000                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    826000 | PA      | $815012.47    | 0.30%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY  4.5% 10/01/29 | CHENIERE ENERGY PARTNERS REGD 4.50000000                                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133790.58    | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P7 3.442% 01/14/27  | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL A3 REGD 3.44200000                    | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    231365 | PA      | $229870.47    | 0.08%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/19/30     | CITIGROUP INC REGD V/R 4.54200000                                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    201000 | PA      | $203371.78    | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/04/29     | CITIGROUP INC REGD V/R 4.78600000                                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96427.95     | 0.04%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1R A1 V/R 05/25/65   | COLT 2021-1RMORTGAGE PASS-THROUGH CE SER 2021-1R CL A1 V/R REGD 144A P/P 0.85700000              | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73837 | PA      | $68082.89     | 0.02%             | 2065-05-25      | Variable      | 0.86%                 | Yes           |                  2 | On Loan: No      |
| COMM 2018-HCLV A V/R 09/15/20  | COMM 2018-HCLV MORTGAGE TRUST SER 2018-HCLV CL A V/R REGD 144A P/P 4.95601000                    | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    227000 | PA      | $209359.17    | 0.08%             | 2033-09-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CBSLT 2020-AGS 1.98% 06/25/29  | COMMONBOND STUDENT LOAN TRUST 2020-A-GS SER 2020-AGS CL A REGD 144A P/P 1.98000000               | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98323 | PA      | $89397.96     | 0.03%             | 2050-08-25      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP D 5.25% 04/15/29 | COMPASS GROUP DIVERSIFIE REGD 144A P/P 5.25000000                                                | CUSIP: 20451RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3307424 | PA      | $3095913.24   | 1.13%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R01 1M1 V/R 01/25/44  | CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 SER 2024-R01 CL 1M1 V/R REGD 144A P/P 4.71721000    | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    362527 | PA      | $362639.46    | 0.13%             | 2044-01-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION EN 3.9% 01/08/28 | CONSTELLATION EN GEN LLC REGD 3.90000000                                                         | CUSIP: 210385AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $136057.18    | 0.05%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H1 A1 V/R 12/25/68  | CROSS 2024-H1 MORTGAGE TRUST SER 2024-H1 CL A1 V/R REGD 144A P/P 6.08500000                      | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438217 | PA      | $441634.52    | 0.16%             | 2068-12-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H5 A1 V/R 08/26/69  | CROSS 2024-H5 MORTGAGE TRUST SER 2024-H5 CL A1 V/R REGD 144A P/P 5.85400000                      | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    526694 | PA      | $532336.07    | 0.19%             | 2069-08-26      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE IN DISC 03/19/26  | CROWN CASTLE INTL CORP________  DISCOUNT COMMERCIAL PAPER 0.00000000                             | CUSIP: 22823QCK5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1003000 | PA      | $1000668.43   | 0.37%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP 4.375% 02/15/29   | CUBESMART LP REGD 4.37500000                                                                     | CUSIP: 22966RAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $314388.18    | 0.11%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9 A 1.9% 08/15/25  | DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A2 REGD 1.90000000                                     | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15023 | PA      | $14994.11     | 0.01%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29 | DCP MIDSTREAM OPERATING REGD 5.12500000                                                          | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24682.43     | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3  2.89% 07/10/26  | DBJPM 2016-C3 MORTGAGE TRUST SER 2016-C3 CL A5 REGD 2.89000000                                   | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198932.54    | 0.07%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.2% 04/01/30    | DTE ENERGY CO REGD 5.20000000                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98781.40     | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM I 4.125% 06/15/29 | DT MIDSTREAM INC REGD 144A P/P 4.12500000                                                        | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27803.20     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DARDEN RESTAURA 4.35% 10/15/27 | DARDEN RESTAURANTS INC REGD 4.35000000                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48328.89     | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COLO 2023-1A  5.116% 02/25/28  | DATABANK ISSUER SER 2023-1A CL A2 REGD 144A P/P 5.11600000                                       | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499843.45    | 0.18%             | 2053-02-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DAFC 2017-AMO A V/R 06/05/27   | DEL AMO FASHION CENTER TRUST 2017-AMO SER 2017-AMO CL A V/R REGD 144A P/P 3.63618000             | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $165800.75    | 0.06%             | 2035-06-05      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / E 4.5% 02/15/31 | DELL INT LLC / EMC CORP REGD 4.50000000                                                          | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155752.59    | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 4.95% 07/10/28 | DELTA AIR LINES INC REGD 4.95000000                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    159000 | PA      | $161643.07    | 0.06%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 5.25% 10/15/27 | DEVON ENERGY CORPORATION REGD SER WI 5.25000000                                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27000.50     | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY IN 5% 06/15/30 | DOMINION ENERGY INC REGD 5.00000000                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94846.59     | 0.03%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DPABS 2017-1A 4.118% 07/25/27  | DOMINO'S PIZZA MASTER ISSUER LLC SER 2017-1A CL A23 REGD 144A P/P 4.11800000                     | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $468801.69    | 0.17%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DROPBOX INC ZCP 03/01/26       | DROPBOX INC REGD ZCP CONVERTIBLE 0.00000000                                                      | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1214784.00   | 0.44%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET  5.037% 03/25/30 | ELEMENT FLEET MANAGEMENT REGD 144A P/P 5.03700000                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    266000 | PA      | $272668.43    | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET  4.641% 11/24/30 | ELEMENT FLEET MANAGEMENT REGD 144A P/P 4.64100000                                                | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30296.06     | 0.01%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC 6% 11/15/28       | ENBRIDGE INC REGD 6.00000000                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $46352.41     | 0.02%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.05% 12/01/26 | ENERGY TRANSFER LP REGD 6.05000000                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    183000 | PA      | $185438.08    | 0.07%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FIN 4.6% 11/15/30 | EQUINIX EU 2 FINANCING C REGD 4.60000000                                                         | CUSIP: 29390XAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $160893.77    | 0.06%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-P3 3.329% 02/15/26  | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 SER 2016-P3 CL A4 REGD 3.32900000                    | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    187194 | PA      | $186419.78    | 0.07%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-P4 2.902% 07/10/26  | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4 SER 2016-P4 CL A4 REGD 2.90200000                    | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198966.12    | 0.07%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 4.8% 09/15/29      | EQUIFAX INC REGD 4.80000000                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114018.61    | 0.04%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ A V/R 10/15/23  | EQUS 2021-EQAZ MORTGAGE TRUST SER 2021-EQAZ CL A V/R REGD 144A P/P 4.67928000                    | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166121 | PA      | $166120.82    | 0.06%             | 2038-10-15      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL UTILIT 4.8% 08/15/27 | ESSENTIAL UTILITIES INC REGD 4.80000000                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63668.62     | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPE 2.95% 07/15/31 | ESSENTIAL PROPER REGD 2.95000000                                                                 | CUSIP: 29670VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $157831.20    | 0.06%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC          | EURONET WORLDWIDE INC 0.00000000                                                                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       393 | NS      | $27333.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDW 0.625% 10/01/30 | EURONET WORLDWIDE INC REGD 144A P/P CONVERTIBLE 0.62500000                                       | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    572000 | PA      | $508365.00    | 0.19%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| EVERGY KANSAS CE 4.7% 03/13/28 | EVERGY KANSAS CENTRAL REGD 4.70000000                                                            | CUSIP: 30036FAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $159307.21    | 0.06%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 5.15% 03/15/29     | EXELON CORP REGD 5.15000000                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101300.63    | 0.04%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.5% 07/01/30 | EXTRA SPACE STORAGE LP REGD 5.50000000                                                           | CUSIP: 30225VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $327462.61    | 0.12%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FSRIA 2021-FL2 A V/R 05/16/38  | FS RIALTO SER 2021-FL2 CL A V/R REGD 144A P/P 4.99413000                                         | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118601 | PA      | $119064.78    | 0.04%             | 2038-05-16      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| FSRIA 2021-FL3 A V/R 08/16/26  | FS RIALTO 2021-FL3 SER 2021-FL3 CL A V/R REGD 144A P/P 5.02413000                                | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    159285 | PA      | $158974.02    | 0.06%             | 2036-11-16      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP 5.25% 05/15/26 | FAIR ISAAC CORP REGD 144A P/P 5.25000000                                                         | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1115127.11   | 0.41%             | 2026-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FSRIA 2026-FL11  V/R 01/19/44  | FS RIALTO 2026-FL11 ISSUER LLC SER 2026-FL11 CL A V/R REGD 144A P/P 5.10000000                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    230000 | PA      | $230790.81    | 0.08%             | 2044-01-19      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD5219 6% 04/01/54      | FREDDIE MAC POOL UMBS P#SD5219 6.00000000                                                        | CUSIP: 3132DSYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    407634 | PA      | $423572.75    | 0.15%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8342 5.5% 07/01/53    | FREDDIE MAC POOL UMBS P#SD8342 5.50000000                                                        | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    276996 | PA      | $282495.19    | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M49 1A1 V/R 11/25/30  | FANNIE MAE-ACES SER 2020-M49 CL 1A1 V/R 1.25500000                                               | CUSIP: 3136BCC73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875026 | PA      | $826640.85    | 0.30%             | 2030-11-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| FNA 2021-M7 A1 V/R 03/25/31    | FANNIE MAE-ACES SER 2021-M7 CL A1 V/R 1.70800000                                                 | CUSIP: 3136BFQY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122047 | PA      | $118213.43    | 0.04%             | 2031-03-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FHR 4987 BF V/R 06/25/50       | FREDDIE MAC REMICS SER 4987 CL BF V/R 4.18169000                                                 | CUSIP: 3137FTQU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    997072 | PA      | $985695.98    | 0.36%             | 2050-06-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| FHR 5475 FG V/R 11/25/54       | FREDDIE MAC REMICS SER 5475 CL FG V/R 4.81721000                                                 | CUSIP: 3137HHDJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    362690 | PA      | $365108.44    | 0.13%             | 2054-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHR 5512 FA V/R 03/25/55       | FREDDIE MAC REMICS SER 5512 CL FA V/R 4.56721000                                                 | CUSIP: 3137HK5H3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    692714 | PA      | $692738.07    | 0.25%             | 2055-03-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FHR 5524 AF V/R 04/25/55       | FREDDIE MAC REMICS SER 5524 CL AF V/R 4.86721000                                                 | CUSIP: 3137HKVA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195138 | PA      | $196617.43    | 0.07%             | 2055-04-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5596 FH V/R 11/25/55       | FREDDIE MAC REMICS SER 5596 CL FH V/R 4.86721000                                                 | CUSIP: 3137HNTT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    566123 | PA      | $569073.73    | 0.21%             | 2055-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5638 AF V/R 03/25/56       | FREDDIE MAC REMICS SER 5638 CL AF V/R 4.67924000                                                 | CUSIP: 3137HQM24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331000 | PA      | $331641.71    | 0.12%             | 2056-03-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9973 5.5% 02/01/55    | FANNIE MAE POOL UMBS P#CB9973 5.50000000                                                         | CUSIP: 3140QWCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    401099 | PA      | $413162.83    | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1444 5.5% 04/01/55    | FANNIE MAE POOL UMBS P#FA1444 5.50000000                                                         | CUSIP: 3140W1TA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319665 | PA      | $325268.18    | 0.12%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6084 6% 10/01/53      | FANNIE MAE POOL UMBS P#FS6084 6.00000000                                                         | CUSIP: 3140XMXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267141 | PA      | $276620.67    | 0.10%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5112 5% 08/01/43      | FANNIE MAE POOL UMBS P#MA5112 5.00000000                                                         | CUSIP: 31418EVE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367527 | PA      | $372801.22    | 0.14%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5806 5.5% 08/01/45    | FANNIE MAE POOL UMBS P#MA5806 5.50000000                                                         | CUSIP: 31418FNY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    379799 | PA      | $388181.34    | 0.14%             | 2045-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0105 5% 06/01/53      | FREDDIE MAC POOL UMBS P#SL0105 5.00000000                                                        | CUSIP: 31427MDK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    804603 | PA      | $812438.94    | 0.30%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0223 5.5% 02/01/55    | FREDDIE MAC POOL UMBS P#SL0223 5.50000000                                                        | CUSIP: 31427MG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    397350 | PA      | $408784.92    | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-3 A1 V/R 08/25/67    | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 SER 2022-3 CL A1 V/R REGD 144A P/P 5.00000000          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    904464 | PA      | $901708.23    | 0.33%             | 2067-08-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INF 0% 03/02/26  | FIDELITY NATL INFO SERV 144A__  COMMERCIAL PAPER_____ 0.00000000                                 | CUSIP: 31622GC21<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2296000 | PA      | $2295275.38   | 0.84%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FFML 2003-FF2 M1 V/R 07/25/33  | FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FF2 SER 2003-FF2 CL M1 V/R REGD 5.58582000               | CUSIP: 32027NCX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488045 | PA      | $484789.29    | 0.18%             | 2033-07-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRA 4.55% 01/15/30 | FIRSTENERGY TRANSMISSION REGD SER WI 4.55000000                                                  | CUSIP: 33767BAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4059.63      | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.75% 03/15/30      | FISERV INC REGD 4.75000000                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    252000 | PA      | $253971.31    | 0.09%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLAT 2021-2A AR V/R 10/15/34   | FLATIRON RR CLO 22 LLC SER 2021-2A CL AR V/R REGD 144A P/P 4.58219000                            | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1421000 | PA      | $1421840.52   | 0.52%             | 2034-10-15      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ALPHA PARTNERS TECHNOLOGY CL A | ALPHA PARTNERS TECHNOLOGY      FOUNDER SHARES CLASS A 0.00000000                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16305 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FPPC 2022-1A AR V/R 04/14/38   | FRANKLIN PARK PLACE CLO I LLC SER 2022-1A CL AR V/R REGD 144A P/P 4.91693000                     | CUSIP: 35455DAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500712.55    | 0.18%             | 2038-04-14      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.125% 03/01/28 | FREEPORT-MCMORAN INC REGD 4.12500000                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200010.07    | 0.07%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GATX CORP 4.7% 04/01/29        | GATX CORP REGD 4.70000000                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82499.82     | 0.03%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP 4% 06/30/30          | GATX CORP REGD 4.00000000                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4967.26      | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC 4.75% 10/15/28         | GCI LLC REGD 144A P/P 4.75000000                                                                 | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1671343.41   | 0.61%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2016-GS4 XA V/R 11/10/26  | GS MORTGAGE SECURITIES TRUST 2016-GS4 SER 2016-GS4 CL XA V/R REGD 0.49925000                     | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250880 | PA      | $2996.01      | 0.00%             | 2049-11-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS6 XA V/R 05/10/27  | GS MORTGAGE SECURITIES TRUST 2017-GS6 SER 2017-GS6 CL XA V/R REGD 0.99323000                     | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1632953 | PA      | $14371.45     | 0.01%             | 2050-05-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS8 XA V/R 11/10/27  | GS MORTGAGE SECURITIES TRUST 2017-GS8 SER 2017-GS8 CL XA V/R REGD 0.92495800                     | CUSIP: 36254KAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3092368 | PA      | $31970.14     | 0.01%             | 2050-11-10      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL4 A V/R 12/15/36   | GPMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 5.13764000                                 | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    172142 | PA      | $171725.51    | 0.06%             | 2036-12-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| GPMT 2021-FL3 AS V/R 12/16/24  | GPMT 2021-FL3 LTD SER 2021-FL3 CL AS V/R REGD 144A P/P 5.63051000                                | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    108763 | PA      | $108493.30    | 0.04%             | 2035-07-16      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 08/14/29 | GE HEALTHCARE TECH INC REGD 4.80000000                                                           | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213302.04    | 0.08%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE T 4.15% 12/15/28 | GE HEALTHCARE TECH INC REGD 4.15000000                                                           | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80420.26     | 0.03%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GSMS 2023-SHIP A V/R 09/06/26  | GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP SER 2023-SHIP CL A V/R REGD 144A P/P 4.32233000      | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249686.35    | 0.09%             | 2038-09-10      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS  DISC 03/10/26   | GENUINE PARTS  DISC 03/10/26 0.00000000                                                          | CUSIP: 37255GCA4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2429000 | PA      | $2425981.24   | 0.88%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES I 11.25% 02/21/30 | GETTY IMAGES INC REGD 144A P/P 11.25000000                                                       | CUSIP: 374276AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2169000 | PA      | $1919376.36   | 0.70%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| GETTY IMAGES INC 14% 03/01/28  | GETTY IMAGES INC REGD 144A P/P 14.00000000                                                       | CUSIP: 374276AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    721000 | PA      | $666023.75    | 0.24%             | 2028-03-01      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: —       |
| GLOBAL PAYMENTS  5.3% 08/15/29 | GLOBAL PAYMENTS INC REGD 5.30000000                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41089.84     | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENT 4.875% 11/15/30 | GLOBAL PAYMENTS INC REGD 4.87500000                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78907.37     | 0.03%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A A 5.59% 10/15/29  | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 5.59000000              | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245850 | PA      | $248433.22    | 0.09%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/F 5.25% 12/01/27 | GO DADDY OPCO/FINCO REGD 144A P/P 5.25000000                                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1831283.20   | 0.67%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/29 | GOLDMAN SACHS GROUP INC REGD V/R 4.15300000                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81025.39     | 0.03%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/21/32 | GOLDMAN SACHS GROUP INC REGD V/R 4.51600000                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39240.82     | 0.01%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BAN V/R 03/18/27 | GOLDMAN SACHS BANK USA REGD V/R SER BKNT 4.46065000                                              | CUSIP: 38151LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $78015.37     | 0.03%             | 2027-03-18      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GNR 2025-211 FD V/R 12/20/55   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-211 CL FD V/R 4.76154000                       | CUSIP: 38385KRD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    897347 | PA      | $902138.30    | 0.33%             | 2055-12-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WOLF A V/R 03/15/29   | GREAT WOLF TRUST 2024-WOLF SER 2024-WOLF CL A V/R REGD 144A P/P 5.20165000                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150046.88    | 0.05%             | 2039-03-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GSKY 2025-3A A 4.34% 12/27/60  | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3 SER 2025-3A CL A1 REGD 144A P/P 4.34000000         | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    173164 | PA      | $173493.93    | 0.06%             | 2060-12-27      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| GWOLF 2018-2A A1 V/R 10/20/31  | GREYWOLF CLO VII LTD SER 2018-2A CL A1 V/R REGD 144A P/P 5.10924000                              | CUSIP: 39809AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1962 | PA      | $1963.65      | 0.00%             | 2031-10-20      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GSTNE 2021-FL3 A V/R 07/15/39  | GREYSTONE CRE NOTES 2021-FL3 LTD SER 2021-FL3 CL A V/R REGD 144A P/P 4.79854000                  | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     39801 | PA      | $39779.71     | 0.01%             | 2039-07-15      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS  13% 07/31/30 | GRUBHUB HOLDINGS INC REGD 144A P/P 13.00000000                                                   | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3565490 | PA      | $2384667.46   | 0.87%             | 2030-07-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: —       |
| HCA INC 5.25% 06/15/26         | HCA INC REGD 5.25000000                                                                          | CUSIP: 404119BT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1551024.09   | 0.57%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 03/02/26          | HCA INC DISCOUNT______________  COMMERCIAL PAPER 0.00000000                                      | CUSIP: 40412DC23<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1391000 | PA      | $1390534.85   | 0.51%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HLSY 2021-5A A1A V/R 01/30/35  | HALSEYPOINT CLO 5 LTD SER 2021-5A CL A1A V/R REGD 144A P/P 5.13845000                            | CUSIP: 406371AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501137.00    | 0.18%             | 2035-01-30      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| HERTZ 2025-1A  4.91% 09/25/28  | HERTZ VEHICLE FINANCING III LLC SER 2025-1A CL A REGD 144A P/P 4.91000000                        | CUSIP: 42806MCT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    992000 | PA      | $1009983.87   | 0.37%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE C 4.55% 10/15/29 | HP ENTERPRISE CO REGD 4.55000000                                                                 | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    213000 | PA      | $215547.39    | 0.08%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE C 4.05% 09/15/27 | HP ENTERPRISE CO REGD 4.05000000                                                                 | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141252.29    | 0.05%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HGVT 2020-AA A 2.74% 02/25/39  | HILTON GRAND VACATIONS TRUST 2020-A SER 2020-AA CL A REGD 144A P/P 2.74000000                    | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72114 | PA      | $71049.63     | 0.03%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| AMRIZE FINANCE U 4.7% 04/07/28 | AMRIZE FINANCE US LLC REGD SER WI 4.70000000                                                     | CUSIP: 43475RAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91393.30     | 0.03%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC 3.25% 02/15/29     | HOLOGIC INC REGD 144A P/P 3.25000000                                                             | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1193774.40   | 0.44%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.4% 06/24/31 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.40000000                                                 | CUSIP: 44891ADD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157219.46    | 0.06%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.55% 09/26/29 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.55000000                                                 | CUSIP: 44891ADG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $115623.74    | 0.04%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRIS 5.25% 05/15/27 | ICAHN ENTERPRISES/FIN REGD SER WI 5.25000000                                                     | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2734000 | PA      | $2692853.85   | 0.98%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 4.65% 09/09/26    | ILLUMINA INC REGD 4.65000000                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70233.14     | 0.03%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CO 4.75% 05/15/29 | IMOLA MERGER CORP REGD 144A P/P 4.75000000                                                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2796792.33   | 1.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS  5.5% 02/01/30 | IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000                                             | CUSIP: 45262BAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    301000 | PA      | $314416.62    | 0.11%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INCREF 2025-FL1  V/R 10/19/42  | INCREF 2025-FL1 LLC SER 2025-FL1 CL A V/R REGD 144A P/P 5.39441000                               | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250729.93    | 0.09%             | 2042-10-19      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ISHARES CORE 1-5 YEAR USD BO   | ISHARES CORE 1-5 YEAR USD BOND ETF 0.00000000                                                    | CUSIP: 46432F859<br>LEI: N/A                  | Long             | EC               | PF                | US        |    733822 | NS      | $35971954.44  | 13.12%            |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC ZCP 03/15/26         | ITRON INC REGD ZCP CONVERTIBLE 0.00000000                                                        | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1516995.00   | 0.55%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB 2015-C32 X V/R 09/15/25  | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C32 SER 2015-C32 CL XA V/R REGD 1.09667700       | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    277558 | PA      | $23.31        | 0.00%             | 2048-11-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-JP 2.821% 07/15/26  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 20 SER 2016-JP2 CL A4 REGD 2.82180000       | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273411 | PA      | $272106.61    | 0.10%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/28 | JPMORGAN CHASE & CO REGD V/R SER . 4.60237500                                                    | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    182000 | PA      | $182963.82    | 0.07%             | 2028-04-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/29 | JPMORGAN CHASE & CO REGD V/R 4.91500000                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129319.04    | 0.05%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTION 4.75% 03/03/31 | JACOBS SOLUTIONS INC REGD 4.75000000                                                             | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91138.48     | 0.03%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC 1.75% 11/01/26  | ZIFF DAVIS INC REGD CONVERTIBLE 1.75000000                                                       | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1001325.00   | 0.37%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| KREF 2021-FL2 A V/R 02/15/39   | KREF 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 4.84854000                                 | CUSIP: 48275RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     81724 | PA      | $81700.17     | 0.03%             | 2039-02-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021-FL2 B V/R 02/15/39   | KREF 2021-FL2 LTD SER 2021-FL2 CL B V/R REGD 144A P/P 5.42854000                                 | CUSIP: 48275RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $218097.09    | 0.08%             | 2039-02-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC 5% 02/01/29  | KINDER MORGAN INC REGD 5.00000000                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78293.14     | 0.03%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEXT 2026-450 A V/R 03/15/28   | LEX TRUST 2026-450 SER 2026-450 CL A V/R REGD 144A P/P 5.00000000                                | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99968.75     | 0.04%             | 2043-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LMNT 2025-FL3 A V/R 12/21/30   | LMNT CRE 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 5.22702000                             | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250778.85    | 0.09%             | 2043-07-21      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS I 4.625% 11/15/27 | LPL HOLDINGS INC REGD 144A P/P 4.62500000                                                        | CUSIP: 50212YAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109932.54    | 0.04%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LSB INDUSTRIES 6.25% 10/15/28  | LSB INDUSTRIES REGD 144A P/P 7.29200000                                                          | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1055495.70   | 0.39%             | 2028-10-15      | Variable      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORP 4.35% 04/01/30 | LABORATORY CORP OF AMER REGD 4.35000000                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114941.61    | 0.04%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LEAFLY HLDGS WT EX 01/17/2027  | LEAFLY HLDGS INC WARRANTS EXP 01/17/2027 0.00000000                                              | CUSIP: 52178J113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43327 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LMAT 2021-GS4 A1 V/R 11/25/60  | LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 5.65000000             | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276388 | PA      | $276646.98    | 0.10%             | 2060-11-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LNCR 2025-CRE9 A V/R 08/18/42  | LOANCORE 2025-CRE9 ISSUER LLC SER 2025-CRE9 CL A V/R REGD 144A P/P 5.11406000                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230269.45    | 0.08%             | 2042-08-18      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| LNCR 2021-CRE6 A V/R 11/15/38  | LOANCORE 2021-CRE6 ISSUER LTD SER 2021-CRE6 CL A V/R REGD 144A P/P 5.07413000                    | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     53904 | PA      | $53859.38     | 0.02%             | 2038-11-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| LYRA 2025-1A  5.604% 09/20/30  | LYRA MUSIC ASSETS DELAWARE LP SER 2025-1A CL A2 REGD 144A P/P 5.60400000                         | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |    798353 | PA      | $809611.77    | 0.30%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 01/16/29 | M&T BANK CORPORATION REGD V/R MTN 4.83300000                                                     | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53861.00     | 0.02%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 AS V/R 10/16/36   | MF1 2021-FL7 LTD SER 2021-FL7 CL AS V/R REGD 144A P/P 5.23051000                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $329552.36    | 0.12%             | 2036-10-16      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL8 A V/R 02/19/37    | MF1 2022-FL8 LTD SER 2022-FL8 CL A V/R REGD 144A P/P 5.01724000                                  | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     38140 | PA      | $38131.83     | 0.01%             | 2037-02-19      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2023-NQM3 A V/R 07/25/68  | MFA 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 6.61700000                             | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    379566 | PA      | $381386.66    | 0.14%             | 2068-07-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MF1 2026-FL21 A V/R 02/18/41   | MF1 2026-FL21 LLC SER 2026-FL21 CL A V/R REGD 144A P/P 5.01406000                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $240003.67    | 0.09%             | 2041-02-18      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2025-NQM4 A V/R 09/25/29  | MFA 2025-NQM4 TRUST SER 2025-NQM4 CL A3 V/R REGD 144A P/P 5.68500000                             | CUSIP: 55287RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1130600 | PA      | $1137717.96   | 0.41%             | 2070-08-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP 4.8% 02/15/29          | MPLX LP REGD 4.80000000                                                                          | CUSIP: 55336VAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $161055.98    | 0.06%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MDPK 2023-63A A1 V/R 07/21/38  | MADISON PARK FUNDING LXIII LTD SER 2023-63A CL A1R V/R REGD 144A P/P 5.06969000                  | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004457.10   | 0.37%             | 2038-07-21      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MFIT 2025-AA A 4.98% 05/20/29  | MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL A REGD 144A P/P 4.98000000                  | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $254398.98    | 0.09%             | 2038-05-20      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| MFT 2025-1A B 4.95% 07/16/35   | MARLETTE FUNDING TRUST 2025-1 SER 2025-1A CL B REGD 144A P/P 4.95000000                          | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200918.82    | 0.07%             | 2035-07-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 4.8% 03/01/30         | MARS INC REGD 144A P/P 4.80000000                                                                | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190179.01    | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNA 4.8% 03/15/30 | MARRIOTT INTERNATIONAL REGD 4.80000000                                                           | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108851.99    | 0.04%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.75% 02/15/29 | MARVELL TECHNOLOGY INC REGD 5.75000000                                                           | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65834.85     | 0.02%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 4.75% 07/15/30 | MARVELL TECHNOLOGY INC REGD 4.75000000                                                           | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82578.62     | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 4.5% 08/15/28       | MASTEC INC REGD 144A P/P 4.50000000                                                              | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164930.50    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL15 A V/R 08/18/41   | MF1 2024-FL15 SER 2024-FL15 CL A V/R REGD 144A P/P 5.35206000                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250927.23    | 0.09%             | 2041-08-18      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| LEAFLY HOLDINGS IN 8% 07/01/25 | LEAFLY HOLDINGS INC REGD 144A CONVERTIBLE 8.00000000                                             | CUSIP: 58953MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6897000 | PA      | $5862450.00   | 2.14%             | 2026-08-01      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| MERITAGE HOMES 5.125% 06/06/27 | MERITAGE HOMES CORP REGD 5.12500000                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77508.08     | 0.03%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONI 4.75% 04/30/28 | MOLEX ELECTRONICS TECH REGD 144A P/P 4.75000000                                                  | CUSIP: 60856BAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $67912.62     | 0.02%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MSC 2024-NSTB A V/R 07/24/32   | MORGAN STANLEY CAPITAL I TRUST 2024-NSTB SER 2024-NSTB CL A V/R REGD 144A P/P 3.90000000         | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145860 | PA      | $144007.13    | 0.05%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| MSC 2016-UB12 XA V/R 11/15/26  | MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 SER 2016-UB12 CL XA V/R REGD 0.63872500                | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3153513 | PA      | $4889.52      | 0.00%             | 2049-12-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| MSC 2017-H1 XA V/R 05/15/27    | MORGAN STANLEY CAPITAL I TRUST 2017-H1 SER 2017-H1 CL XA V/R REGD 1.29496600                     | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    759474 | PA      | $8709.27      | 0.00%             | 2050-06-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6 A2 V/R 05/15/31    | MORGAN STANLEY CAPITAL I TRUST 2021-L6 SER 2021-L6 CL A2 V/R REGD 2.12600000                     | CUSIP: 61692CAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121328 | PA      | $119195.10    | 0.04%             | 2054-06-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| MSC 2016-UB11 XA V/R 08/15/26  | MORGAN STANLEY CAPITAL I TRUST 2016-UBS11 SER 2016-UB11 CL XA V/R REGD 1.39040000                | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    786094 | PA      | $1238.80      | 0.00%             | 2049-08-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LL 4.875% 08/15/27 | NGPL PIPECO LLC REGD 144A P/P 4.87500000                                                         | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $123856.74    | 0.05%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.3% 08/19/28 | NXP BV/NXP FDG/NXP USA REGD 4.30000000                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    121000 | PA      | $121809.69    | 0.04%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.5% 03/15/30 | NATIONAL FUEL GAS CO REGD 5.50000000                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81170.79     | 0.03%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA  1.17% 02/15/28  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G SER 2020-GA CL A REGD 144A P/P 1.17000000       | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34438 | PA      | $32615.37     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2022-A A 2.23% 07/15/70  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A SER 2022-A CL A REGD 144A P/P 2.23000000        | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    217881 | PA      | $202100.38    | 0.07%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ENTERPRISE  9.75% 07/15/28 | NEW ENTERPRISE STONE & L REGD 144A P/P 9.75000000                                                | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    214000 | PA      | $215605.00    | 0.08%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2024-NQM1 A V/R 02/25/28  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 6.12900000   | CUSIP: 64828DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000333 | PA      | $1009625.69   | 0.37%             | 2064-03-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2019-RPL3 A V/R 07/25/59  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000   | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    645815 | PA      | $629233.21    | 0.23%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2020-NQM1 A V/R 02/25/25  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 SER 2020-NQM1 CL A2 V/R REGD 144A P/P 2.71825000   | CUSIP: 64830VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99747 | PA      | $95437.86     | 0.03%             | 2060-01-26      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA MOHAWK 4.647% 10/03/30 | NIAGARA MOHAWK POWER REGD 144A P/P 4.64700000                                                    | CUSIP: 653522DT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162504.37    | 0.06%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC 5.2% 07/01/29     | NISOURCE INC REGD 5.20000000                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    159000 | PA      | $164646.74    | 0.06%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WBRK 2025-WBRK A V/R 03/05/30  | NJ 2025-WBRK SER 2025-WBRK CL A V/R REGD 144A P/P 5.86700000                                     | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $125673.88    | 0.05%             | 2035-03-05      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMA 7.75% 02/15/31 | NORTHROP GRUMMAN SYSTEMS REGD 7.75000000                                                         | CUSIP: 666807AW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $153288.89    | 0.06%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.65% 07/15/30 | NORTHROP GRUMMAN CORP REGD 4.65000000                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151550.35    | 0.06%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC 6.75% 09/30/27 | GEN DIGITAL INC REGD 144A P/P 6.75000000                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2367885.85   | 0.86%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-NQM1 A1 V/R 11/25/62  | OBX 2023-NQM1 TRUST SER 2023-NQM1 CL A1 V/R REGD 144A P/P 6.12000000                             | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    604275 | PA      | $605067.80    | 0.22%             | 2062-11-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-NQM1 A1 V/R 01/25/26  | OBX 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 2.30500000                             | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490056 | PA      | $452390.22    | 0.17%             | 2061-11-25      | Variable      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM7 A1 V/R 03/25/64  | OBX 2024-NQM7 TRUST SER 2024-NQM7 CL A1 V/R REGD 144A P/P 6.24300000                             | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    549082 | PA      | $555742.98    | 0.20%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM7 A1 V/R 04/25/29  | OBX 2025-NQM7 TRUST SER 2025-NQM7 CL A1 V/R REGD 144A P/P 5.56000000                             | CUSIP: 67121DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    752804 | PA      | $761356.72    | 0.28%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM14 A V/R 07/25/65  | OBX 2025-NQM14 TRUST SER 2025-NQM14 CL A3 V/R REGD 144A P/P 5.61800000                           | CUSIP: 673924AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    503935 | PA      | $507274.07    | 0.19%             | 2065-07-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE STRATEG 6.19% 07/15/30 | OAKTREE STRATEGIC CREDIT REGD 144A P/P 6.19000000                                                | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    573000 | PA      | $568889.77    | 0.21%             | 2030-07-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5 A1 V/R 03/25/28  | OBX 2024-NQM5 TRUST SER 2024-NQM5 CL A1 V/R REGD 144A P/P 5.98800000                             | CUSIP: 67448NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    520872 | PA      | $525722.28    | 0.19%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OCP 2024-31A AR V/R 04/20/39   | OCP CLO 2024-31 LTD SER 2024-31A CL AR V/R REGD 144A P/P 0.00000000                              | CUSIP: 67570AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999995.00    | 0.36%             | 2039-04-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OCT51 2021-1A AR V/R 07/20/34  | OCTAGON INVESTMENT PARTNERS 51 LTD SER 2021-1A CL AR V/R REGD 144A P/P 4.65763000                | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999500.00    | 0.36%             | 2034-07-20      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HLTHCARE  4.75% 01/15/28 | OMEGA HLTHCARE INVESTORS REGD 4.75000000                                                         | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75722.69     | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.65% 07/15/26     | ORACLE CORP REGD 2.65000000                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1820035.84   | 0.66%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.25% 11/15/27     | ORACLE CORP REGD 3.25000000                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1160674.90   | 0.42%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PLYM 2026-IND A V/R 03/15/31   | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND SER 2026-IND CL A V/R REGD 144A P/P 0.00000000           | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100000.00    | 0.04%             | 2043-03-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDON 4.763% 04/14/27 | FREEPORT INDONESIA PT REGD 144A P/P MTN 4.76300000                                               | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200520.80    | 0.07%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-NQM2 A V/R 04/25/70  | PRPM 2025-NQM2 TRUST SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.68800000                            | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    708924 | PA      | $716112.45    | 0.26%             | 2070-04-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| PAID 2025-3 A 5.365% 05/15/27  | PAGAYA AI DEBT GRANTOR TRUST 2025-3 SER 2025-3 CL A2 REGD 144A P/P 5.36500000                    | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    368258 | PA      | $372585.57    | 0.14%             | 2032-12-15      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| PAID 2025-2 B 5.329% 10/15/32  | PAGAYA AI DEBT GRANTOR TRUST 2025-2 SER 2025-2 CL B REGD 144A P/P 5.32900000                     | CUSIP: 69545GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249974 | PA      | $250915.57    | 0.09%             | 2032-10-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC 5.1% 04/15/30      | PAYCHEX INC REGD 5.10000000                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76594.14     | 0.03%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PENNANTPARK FLO 4.25% 04/01/26 | PENNANTPARK FLOATING RAT REGD 4.25000000                                                         | CUSIP: 70806AAA4<br>LEI: 529900BH3IP6381K4L72 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1267871.94   | 0.46%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.25% 02/01/30 | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.25000000                                                | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $164670.83    | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LIS 4.125% 05/15/27 | PERUSAHAAN LISTRIK NEGAR REGD REG S EMTN 4.12500000                                              | CUSIP: 71568QAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199642.50    | 0.07%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOB 7.375% 01/17/27 | PETROBRAS GLOBAL FINANCE REGD 7.37500000                                                         | CUSIP: 71647NAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102449.70    | 0.04%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOB 5.999% 01/27/28 | PETROBRAS GLOBAL FINANCE REGD SER WI 5.99900000                                                  | CUSIP: 71647NAY5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $50990.80     | 0.02%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 A V/R 08/18/43     | PFP 2026-13 LTD SER 2026-13 CL A V/R REGD 144A P/P 5.16603000                                    | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    160000 | PA      | $160650.43    | 0.06%             | 2043-08-18      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC 4.2% 11/15/30       | PFIZER INC REGD 4.20000000                                                                       | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    429000 | PA      | $433383.92    | 0.16%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISO 2.625% 11/15/31 | PHILLIPS EDISON GROCERY REGD 2.62500000                                                          | CUSIP: 71845JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $157149.96    | 0.06%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CA 4.9% 05/15/28 | PINNACLE WEST CAPITAL REGD 4.90000000                                                            | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44854.21     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC B 5.75% 04/15/26 | PRIME SECSRVC BRW/FINANC REGD 144A P/P 5.75000000                                                | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $102203.90    | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE 5.875% 10/15/28 | PUBLIC SERVICE ENTERPRIS REGD 5.87500000                                                         | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156716.43    | 0.06%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES  4.5% 01/15/31 | QUANTA SERVICES INC REGD 4.50000000                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81957.61     | 0.03%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTIC 4.2% 06/30/29 | QUEST DIAGNOSTICS INC REGD 4.20000000                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93681.91     | 0.03%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2A  4.48% 05/25/26  | RCKTL 2025-2 SER 2025-2A CL A REGD 144A P/P 4.48000000                                           | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175895 | PA      | $176069.52    | 0.06%             | 2034-11-27      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2A  4.95% 12/25/27  | RCKTL 2025-2 SER 2025-2A CL C REGD 144A P/P 4.95000000                                           | CUSIP: 74939HAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251007.60    | 0.09%             | 2034-11-27      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| REACH 2025-2A  4.93% 09/15/27  | REACH ABS TRUST 2025-2 SER 2025-2A CL A REGD 144A P/P 4.93000000                                 | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159213 | PA      | $159936.76    | 0.06%             | 2032-08-18      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVIC 4.75% 07/15/30 | REPUBLIC SERVICES INC REGD 4.75000000                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161392.06    | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  4.875% 03/14/30 | RIO TINTO FIN USA PLC REGD 4.87500000                                                            | CUSIP: 76720AAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    108000 | PA      | $111542.44    | 0.04%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROCKT 2024-1A A1 V/R 04/20/37  | ROCKFORD TOWER CLO 2024-1 LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.27763000                     | CUSIP: 77342BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003230.50   | 0.37%             | 2037-04-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOG 4.25% 09/15/28 | ROPER TECHNOLOGIES INC REGD 4.25000000                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49220.68     | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 10/18/28 | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.54160000                                            | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $77257.75     | 0.03%             | 2028-10-18      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC 4.3% 12/01/30 | RYDER SYSTEM INC REGD MTN 4.30000000                                                             | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63272.28     | 0.02%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIE 5.5% 09/30/27 | SS&C TECHNOLOGIES INC REGD 144A P/P 5.50000000                                                   | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2649010.15   | 0.97%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SREIT 2021-MFP A V/R 11/15/26  | SREIT TRUST 2021-MFP SER 2021-MFP CL A V/R REGD 144A P/P 4.50493000                              | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176157 | PA      | $176101.67    | 0.06%             | 2038-11-15      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| STWD 2021-FL2 A V/R 03/18/25   | STWD 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 4.98051000                                 | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     81097 | PA      | $80445.17     | 0.03%             | 2038-04-18      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SWK HOLDINGS CORP /PFD/        | SWK HOLDINGS CORP /PREFERRED/ 0.00000000                                                         | CUSIP: 78501P302<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     56213 | NS      | $1450295.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SDART 2024-5 C 4.78% 01/15/31  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL C REGD 4.78000000                    | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252543.75    | 0.09%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY A V/R 05/15/26   | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY SER 2024-DSNY CL A V/R REGD 144A P/P 5.05130000          | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $329793.75    | 0.12%             | 2039-05-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2024-1A  5.335% 09/15/31  | SLAM LTD SER 2024-1A CL A REGD 144A P/P 5.33500000                                               | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317945 | PA      | $324746.31    | 0.12%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SCLP 2025-3 A 4.47% 08/15/34   | SOFI CONSUMER LOAN PROGRAM 2025-3 TRUST SER 2025-3 CL A REGD 144A P/P 4.47000000                 | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125852 | PA      | $126202.15    | 0.05%             | 2034-08-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| SCLP 2025-4 A 4.24% 02/25/28   | SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST SER 2025-4 CL A REGD 144A P/P 4.24000000                 | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    149013 | PA      | $149294.59    | 0.05%             | 2035-08-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| SCLP 2025-1 A 4.8% 02/27/34    | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SER 2025-1 CL A REGD 144A P/P 4.80000000                 | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182240 | PA      | $183159.41    | 0.07%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SCLP 2025-2 B 4.97% 06/25/34   | SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST SER 2025-2 CL B REGD 144A P/P 4.97000000                 | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253895.78    | 0.09%             | 2034-06-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| SCLP 2026-1 A 4.06% 05/25/28   | SOFI CONSUMER LOAN PROGRAM TRUST 2026-1 SER 2026-1 CL A REGD 144A P/P 4.06000000                 | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $475255.36    | 0.17%             | 2035-12-26      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| SOLRR 2021-1  2.636% 09/15/28  | LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SER 2021-1 CL A REGD 144A P/P 2.63600000        | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    321907 | PA      | $309545.73    | 0.11%             | 2046-10-15      | Variable      | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS 4.45% 09/01/26 | SONOCO PRODUCTS CO REGD 4.45000000                                                               | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63121.27     | 0.02%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SNDPT 2014-2RA A V/R 10/20/31  | SOUND POINT CLO VI-R LTD SER 2014-2RA CL A V/R REGD P/P 5.17924000                               | CUSIP: 83613WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    269178 | PA      | $269765.74    | 0.10%             | 2031-10-20      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 4.05% 09/15/28 | SOUTHERN CO GAS CAPITAL REGD SER A 4.05000000                                                    | CUSIP: 8426EPAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27078.80     | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER  4.25% 10/01/30 | SOUTHERN POWER CO REGD SER A 4.25000000                                                          | CUSIP: 843646AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $66327.06     | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-MFP2  V/R 11/15/23  | SREIT TRUST 2021-MFP2 SER 2021-MFP2 CL A V/R REGD 144A P/P 4.59628000                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $119962.50    | 0.04%             | 2036-11-15      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| STANLEY BLACK & D 0% 03/18/26  | STANLEY BLACK & DECKER 144A___  COMMERCIAL PAPER 0.00000000                                      | CUSIP: 85462DCJ0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2080000 | PA      | $2075658.62   | 0.76%             | 2026-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STCR 2018-2A A V/R 08/18/31    | STEELE CREEK CLO 2018-2 LTD SER 2018-2A CL A V/R REGD 144A P/P 5.11695000                        | CUSIP: 85816LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9201 | PA      | $9209.91      | 0.00%             | 2031-08-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL L 4.95% 02/11/31 | STORE CAPITAL LLC REGD 144A P/P 4.95000000                                                       | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156380.16    | 0.06%             | 2031-02-11      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATIO 5.1% 09/23/30 | SYSCO CORPORATION REGD 5.10000000                                                                | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84086.00     | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.5% 04/15/31 | T-MOBILE USA INC REGD 3.50000000                                                                 | CUSIP: 87264ABW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $313005.34    | 0.11%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRTX 2022-FL5 A V/R 02/15/39   | TRTX 2022-FL5 ISSUER LTD SER 2022-FL5 CL A V/R REGD 144A P/P 5.31406000                          | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    163070 | PA      | $162492.77    | 0.06%             | 2039-02-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 03/01/30 | TARGA RESOURCES PARTNERS REGD 5.50000000                                                         | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $119113.79    | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 4.35% 04/15/31 | TARGA RESOURCES CORP REGD 4.35000000                                                             | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    187000 | PA      | $187015.02    | 0.07%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TSET 2024-1A A 5.08% 09/20/29  | TESLA SUSTAINABLE ENERGY TRUST 2024-1 SER 2024-1A CL A2 REGD 144A P/P 5.08000000                 | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    427762 | PA      | $429768.85    | 0.16%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| TEXTRON INC 3.9% 09/17/29      | TEXTRON INC REGD 3.90000000                                                                      | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34784.41     | 0.01%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINE 3.15% 06/15/31 | TRITON CONTAINER REGD 144A P/P 3.15000000                                                        | CUSIP: 89680YAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $237746.36    | 0.09%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 10/30/29 | TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000                                                    | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    264000 | PA      | $284207.06    | 0.10%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211  3.9% 08/10/25  | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL A1A1 REGD 144A P/P 3.90050000       | CUSIP: 90117PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $115199.99    | 0.04%             | 2035-08-10      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| PRK 2017-280P A V/R 09/15/19   | 280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL A V/R REGD 144A P/P 4.84900000         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199250.00    | 0.07%             | 2034-09-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| UBSCM 2017-C1 XA V/R 06/15/50  | UBS COMMERCIAL MORTGAGE TRUST 2017-C1 SER 2017-C1 CL XA V/R REGD 1.45676700                      | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    691337 | PA      | $7287.11      | 0.00%             | 2050-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGI 4.15% 01/15/31 | UBER TECHNOLOGIES INC REGD 4.15000000                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86659.30     | 0.03%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS B V/R 10/14/31 | UNITED OVERSEAS BANK LTD REGD V/R REG S EMTN 2.00000000                                          | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197343.73    | 0.07%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.375% 01/15/27        | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000                                        | CUSIP: 912810PS1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    241035 | PA      | $244506.15    | 0.09%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 06/30/27     | UNITED STATES TREASURY NOTE 0.50000000                                                           | CUSIP: 912828ZV5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4450000 | PA      | $4279996.12   | 1.56%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 11/15/30   | UNITED STATES TREASURY NOTE 0.87500000                                                           | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2800000 | PA      | $2482484.37   | 0.91%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 01/31/28    | UNITED STATES TREASURY NOTE 0.75000000                                                           | CUSIP: 91282CBJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11300000 | PA      | $10751332.00  | 3.92%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 04/15/27        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                        | CUSIP: 91282CEJ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    367270 | PA      | $364198.47    | 0.13%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.625% 10/15/27        | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000                                        | CUSIP: 91282CFR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    185968 | PA      | $188974.06    | 0.07%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 10/31/27     | UNITED STATES TREASURY NOTE 3.50000000                                                           | CUSIP: 91282CPE5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2500000 | PA      | $2502832.03   | 0.91%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 11/15/28     | UNITED STATES TREASURY NOTE 3.50000000                                                           | CUSIP: 91282CPK1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5500000 | PA      | $5515683.58   | 2.01%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 01/15/29     | UNITED STATES TREASURY NOTE 3.50000000                                                           | CUSIP: 91282CPT2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2299000 | PA      | $2306004.78   | 0.84%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNPPK 2022-1A A1 V/R 04/20/35  | UNITY-PEACE PARK CLO LTD SER 2022-1A CL A1R V/R REGD 144A P/P 4.72312000                         | CUSIP: 913318AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500348.50    | 0.18%             | 2035-04-20      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| UPHEALTH INC                   | UPHEALTH INC 0.00000000                                                                          | CUSIP: 91532B200<br>LEI: 549300OSKGXG2OH2XE50 | Long             | EC               | CORP              | US        |    161689 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UMPT 2025-ST7 4.546% 11/15/32  | UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST7 SER 2025-ST7 CL A REGD 144A P/P 4.54600000        | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229706 | PA      | $229952.30    | 0.08%             | 2032-11-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| UPST 2025-4 A 4.344% 11/20/26  | UPSTART SECURITIZATION TRUST__  2025-4 SER 2025-4 CL A1 REGD 144A P/P 4.34400000                 | CUSIP: 91684AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98593 | PA      | $98616.24     | 0.04%             | 2026-11-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| UPST 2025-3 A2 4.6% 09/20/35   | UPSTART SECURITIZATION TRUST 2025-3 SER 2025-3 CL A2 REGD 144A P/P 4.60000000                    | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    242440 | PA      | $242840.97    | 0.09%             | 2035-09-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| UPST 2024-1 A 5.33% 11/20/34   | UPSTART SECURITIZATION TRUST SER 2024-1 CL A REGD 144A P/P 5.33000000                            | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86243 | PA      | $86601.33     | 0.03%             | 2034-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| UPST 2025-1 A 5.45% 04/20/35   | UPSTART SECURITIZATION TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 5.45000000                     | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    134037 | PA      | $135171.51    | 0.05%             | 2035-04-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| VDC 2021-1A A 2.165% 10/15/26  | VANTAGE DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 2.16500000                       | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205000 | PA      | $201474.49    | 0.07%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| VCC 2021-2 A V/R 03/25/28      | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-2 SER 2021-2 CL A V/R REGD 144A P/P 1.52000000       | CUSIP: 92259MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    676433 | PA      | $588658.39    | 0.21%             | 2051-08-25      | Variable      | 1.52%                 | Yes           |                  2 | On Loan: No      |
| VCC 2021-2 M1 V/R 09/25/28     | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-2 SER 2021-2 CL M1 V/R REGD 144A P/P 1.82000000      | CUSIP: 92259MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264464 | PA      | $220291.68    | 0.08%             | 2051-08-25      | Variable      | 1.82%                 | Yes           |                  2 | On Loan: No      |
| VCC 2024-5 A V/R 02/25/32      | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5 SER 2024-5 CL A V/R REGD 144A P/P 5.49000000       | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    696811 | PA      | $703362.30    | 0.26%             | 2054-10-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| VCC 2025-4 A V/R 06/25/25      | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-4 SER 2025-4 CL A V/R REGD 144A P/P 5.19000000       | CUSIP: 92262JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    851857 | PA      | $860458.30    | 0.31%             | 2055-09-25      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTIC 4.45% 03/15/31 | VERISK ANALYTICS INC REGD 4.45000000                                                             | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28136.38     | 0.01%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A2 V/R 10/25/63  | VERUS SECURITIZATION TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 1.05700000                | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59118 | PA      | $57568.69     | 0.02%             | 2063-10-25      | Variable      | 1.06%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-7 A1 V/R 10/25/66   | VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 2.82900000                  | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406143 | PA      | $381052.94    | 0.14%             | 2066-10-25      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-2 A1 S/UP 02/25/69  | VERUS SECURITIZATION TRUST 2024-2 SER 2024-2 CL A1 S/UP REGD 144A P/P 6.09500000                 | CUSIP: 92539UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    704699 | PA      | $711037.25    | 0.26%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-INV2  V/R 08/25/68  | VERUS SECURITIZATION TRUST 2023-INV2 SER 2023-INV2 CL A1 V/R REGD 144A P/P 6.44300000            | CUSIP: 92540BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381344 | PA      | $382583.79    | 0.14%             | 2068-08-25      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-1 A1 V/R 01/25/28   | VERUS SECURITIZATION TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 5.71200000                  | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337492 | PA      | $339334.04    | 0.12%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES 4.25% 12/01/26 | VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000                                                  | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224652.34    | 0.08%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VSTA 2020-2 A1 V/R 10/25/25    | VISTA POINT SECURITIZATION TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 1.47500000            | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35025 | PA      | $34147.94     | 0.01%             | 2065-04-25      | Variable      | 1.48%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2015-NXS2 X V/R 07/15/58  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 SER 2015-NXS2 CL XA V/R REGD 0.00000000          | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169672 | PA      | $1.70         | 0.00%             | 2058-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/29 | WELLS FARGO & COMPANY REGD V/R 6.30300000                                                        | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80151.25     | 0.03%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28 | WELLS FARGO & COMPANY REGD V/R MTN 4.75237500                                                    | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77475.86     | 0.03%             | 2028-04-22      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/31 | WELLS FARGO & COMPANY REGD V/R 5.15000000                                                        | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155285.25    | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-C60 2.042% 07/15/26  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 SER 2021-C60 CL A2 REGD 2.04200000                | CUSIP: 95003DBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    164932 | PA      | $163198.09    | 0.06%             | 2054-08-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-SAVE A V/R 02/15/23  | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2021-SAVE CL A V/R REGD 144A P/P 5.27448000            | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14850 | PA      | $14813.30     | 0.01%             | 2040-02-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30 | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                         | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98784.17     | 0.04%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.35% 01/15/29 | WESTERN MIDSTREAM OPERAT REGD 6.35000000                                                         | CUSIP: 958667AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16907.56     | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 4.8% 11/15/29 | WILLIAMS COMPANIES INC REGD 4.80000000                                                           | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    109000 | PA      | $111720.93    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS 4.625% 08/15/28 | WILLIAMS SCOTSMAN INC REGD 144A P/P 4.62500000                                                   | CUSIP: 96950GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1362265.39   | 0.50%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| XPO INC 6.25% 06/01/28         | XPO INC REGD 144A P/P 6.25000000                                                                 | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2110391.93   | 0.77%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGU 5% 04/15/26 | REPUBLIC OF PARAGUAY REGD REG S 5.00000000                                                       | CUSIP: P75744AD7<br>LEI: N/A                  | Long             | DBT              | USGA              | PY        |     50000 | PA      | $50044.00     | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRF GMBH 4.35% 09/29/26        | BRF GMBH REGD REG S 4.35000000                                                                   | CUSIP: A08163AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    200000 | PA      | $198021.72    | 0.07%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AR 3.875% 04/30/28 | MEXICO CITY ARPT TRUST REGD REG S 3.87500000                                                     | CUSIP: P6629MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197945.28    | 0.07%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -S 7.5% 12/15/28 | AI CANDELARIA -SPAIN- SA REGD REG S 7.50000000                                                   | CUSIP: E0R75QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    147916 | PA      | $150134.97    | 0.05%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR  5.875% 04/15/27 | TELFON CELUAR DEL PARAGU REGD REG S 5.87500000                                                   | CUSIP: P90475AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |    200000 | PA      | $199500.00    | 0.07%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OR 6.125% 05/15/29 | GOLD FIELDS OROGEN HOLD REGD REG S 6.12500000                                                    | CUSIP: G40365AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    200000 | PA      | $210205.89    | 0.08%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPAC 7.5% 12/31/31 | PRUMO PARTICIPACOES E IN REGD REG S 7.50000000                                                   | CUSIP: P7922DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    130744 | PA      | $133329.57    | 0.05%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MERCER PARK OPPORTUNITIES CO   | MERCER PARK OPPORTUNITIES CO 0.00000000                                                          | CUSIP: G6002A105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    140700 | NS      | $1470315.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOP GROUP  V/R 12/29/26/EUR/ | SECOP GROUP HLDG GMBH /EUR/ REGD V/R 10.42200000                                                 | CUSIP: D6T985AB9<br>LEI: 3912009IWWPURB35WO49 | Long             | DBT              | CORP              | DE        |    659000 | PA      | $786462.86    | 0.29%             | 2026-12-29      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE 2.16% 03/31/34 | GALAXY PIPELINE ASSETS REGD 2.16000000                                                           | CUSIP: G3R238AC7<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    139838 | PA      | $127596.21    | 0.05%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SP ZCP 01/25/28 | CHILE ELEC PEC SPA REGD ZCP 0.00000000                                                           | CUSIP: P2550MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    222080 | PA      | $201759.43    | 0.07%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| K2 CAPITAL ACQUISITION CORP    | K2 CAPITAL ACQUISITION CORP 0.00000000                                                           | CUSIP: G5226B121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17000 | NS      | $171020.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XSOLLA SPAC 1                  | XSOLLA SPAC 1 0.00000000                                                                         | CUSIP: G9833K128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29000 | NS      | $287100.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INDOFOOD CBP S 3.398% 06/09/31 | INDOFOOD CBP SUKSES MAKM REGD 3.39800000                                                         | CUSIP: Y71260AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    200000 | PA      | $188025.34    | 0.07%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IMPALA GROUP 12% 10/30/27/SEK/ | IMPALA GROUP PLC /SEK/ REGD 0.00000000                                                           | CUSIP: G4722LAA3<br>LEI: 549300H2NW5AUSWVQK84 | Long             | DBT              | CORP              | GB        |  18018500 | PA      | $1197514.39   | 0.44%             | 2027-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC DIGITAL ACQUIS-CL A   | REPUBLIC DIGITAL ACQUIS-CL A 0.00000000                                                          | CUSIP: G7515A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63658 | NS      | $651221.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIZZLE ACQUISITION CORP-CL A   | SIZZLE ACQUISITION CORP-CL A 0.00000000                                                          | CUSIP: G8193F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5728 | NS      | $58654.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR EQUITY PARTNERS I-A     | CANTOR EQUITY PARTNERS I-A 0.00000000                                                            | CUSIP: G1827K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30783 | NS      | $322298.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNTAIN LAKE ACQUISITION-A    | MOUNTAIN LAKE ACQUISITION-A 0.00000000                                                           | CUSIP: G6301B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24631 | NS      | $258379.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVEDO HOLDI V/R 09/23/27/SEK/ | NOVEDO HOLDINGS AB /SEK/ REGD V/R REG S 8.84200000                                               | CUSIP: W6S19YAD8<br>LEI: 984500F0A56FIF3C6091 | Long             | DBT              | CORP              | SE        |   2500000 | PA      | $246456.84    | 0.09%             | 2027-09-23      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| OP HOLDCO GM V/R 06/05/29/EUR/ | OP HOLDCO GMBH /EUR/ REGD V/R 8.52900000                                                         | CUSIP: D5882UAA9<br>LEI: 391200EJZNGLOEMJB140 | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $2581826.99   | 0.94%             | 2029-06-05      | Variable      | 8.53%                 | Yes           |                  2 | On Loan: No      |
| CAL REDWOOD ACQUISIT-CL A      | CAL REDWOOD ACQUISIT-CL A 0.00000000                                                             | CUSIP: G17564108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18800 | NS      | $191008.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XFLH CAPITAL CORP              | XFLH CAPITAL CORP 0.00000000                                                                     | CUSIP: G9834D123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34000 | NS      | $338640.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG ACQUISITION CORP I-CL A    | OTG ACQUISITION CORP I-CL A 0.00000000                                                           | CUSIP: G6791A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39246 | NS      | $394422.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AZERION GROU V/R 10/02/29/EUR/ | AZERION GROUP NV /EUR/ REGD V/R 7.51600000                                                       | CUSIP: N0795QAC0<br>LEI: 7245007RB3M5PMWY6N86 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1571534.06   | 0.57%             | 2029-10-02      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| JACKSON ACQUISITION CO-CL A    | JACKSON ACQUISITION CO-CL A 0.00000000                                                           | CUSIP: G4992A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17102 | NS      | $179742.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-BRIGADE ACQUISITION V-A     | M3-BRIGADE ACQUISITION V-A 0.00000000                                                            | CUSIP: G63212107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60817 | NS      | $649525.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FORUM ENERGY TE 10.5% 11/07/29 | FORUM ENERGY TECHNOLOGIE REGD REG S 10.50000000                                                  | CUSIP: U02634AD2<br>LEI: 549300SF93HLCR1REE27 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2476685.50   | 0.90%             | 2029-11-07      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NMP ACQUISITION CORP - A       | NMP ACQUISITION CORP - A 0.00000000                                                              | CUSIP: G6375X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26500 | NS      | $268445.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTIN ACQUISITION CORP-A      | WESTIN ACQUISITION CORP-A 0.00000000                                                             | CUSIP: G9584S106<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     13500 | NS      | $134325.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIUS CAPITAL ACQUIS-CL A   | SOLARIUS CAPITAL ACQUIS-CL A 0.00000000                                                          | CUSIP: G82617104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63760 | NS      | $646526.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CABONLINE GR 10% 03/19/28/SEK/ | CABONLINE GROUP HOLD /SEK/ REGD REG S 10.00000000                                                | CUSIP: W2R513AD5<br>LEI: 549300PB67LZ38PTO750 | Long             | DBT              | CORP              | SE        |  15590000 | PA      | $1631882.10   | 0.60%             | 2028-03-19      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FORMYCON AG V/R 07/09/29/EUR/  | FORMYCON AG /EUR/ REGD V/R 9.03200000                                                            | CUSIP: D2R73JAA1<br>LEI: 39120005TZ76GQOY8Z19 | Long             | DBT              | CORP              | DE        |   1199000 | PA      | $1360079.11   | 0.50%             | 2029-07-09      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| BLUEPORT ACQUISITION LT-CL A   | BLUEPORT ACQUISITION LT-CL A 0.00000000                                                          | CUSIP: G1196A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8000 | NS      | $79760.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN RESERVE ACQUISITI-CL A   | CROWN RESERVE ACQUISITI-CL A 0.00000000                                                          | CUSIP: G2574F119<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52635 | NS      | $526350.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVARD AVE ACQUISITION-CL A   | HARVARD AVE ACQUISITION-CL A 0.00000000                                                          | CUSIP: G4330A103<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     35000 | NS      | $350350.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA ACQUISITION CORP III    | ARMADA ACQUISITION CORP III 0.00000000                                                           | CUSIP: G0R38M127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $299100.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN ACQUISITION CORP-CL A    | TITAN ACQUISITION CORP-CL A 0.00000000                                                           | CUSIP: G8901A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129696 | NS      | $1333274.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO ENTMT I V/R 09/29/30/EUR/ | EURO ENTMT INTRESSENTER /EUR/ REGD V/R 9.28300000                                                | CUSIP: W2788FAA3<br>LEI: 549300A3OF2TBEL6BF72 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1604775.85   | 0.59%             | 2030-09-29      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| AI INFRASTRUCTURE AC-A         | AI INFRASTRUCTURE AC-A 0.00000000                                                                | CUSIP: G01336109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18800 | NS      | $188376.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APEX TREASURY CORP-CL A        | APEX TREASURY CORP-CL A 0.00000000                                                               | CUSIP: G04104108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26300 | NS      | $260896.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APEX TECH ACQUISITION INC      | APEX TECH ACQUISITION INC 0.00000000                                                             | CUSIP: G0R21F121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34000 | NS      | $340000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMA ACQUISITION CORP I      | PALOMA ACQUISITION CORP I 0.00000000                                                             | CUSIP: G6881J128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $149775.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE PEARL ACQUISITION CORP   | WHITE PEARL ACQUISITION CORP 0.00000000                                                          | CUSIP: G96193118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19000 | NS      | $191710.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLTUB GROUP V/R 04/30/30/EUR/ | ALLTUB GROUP SAS /EUR/ REGD V/R 8.49900000                                                       | CUSIP: F0229CAA0<br>LEI: 6367000ADQ65VWM8QH87 | Long             | DBT              | CORP              | FR        |    174000 | PA      | $213826.27    | 0.08%             | 2030-04-30      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Federated Investors, Inc.      | Federated Government Obligations Fund                                                            | CUSIP: 608919718<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | STIV             | RF                | US        |   4109478 | OU      | $4109477.91   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURE AND NATURAL        | AGRICULTURE AND NATURAL        SOLUTIONS ACQUISITION          CORPORATION 0.00000000             | CUSIP: G0131Y100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     62000 | NS      | $696880.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCEANICO SOVERE ZCP 06/05/34 | BIOCEANICO SOVEREIGN REGD ZCP REG S 0.00000000                                                   | CUSIP: G11176AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    206729 | PA      | $171485.81    | 0.06%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRUGS MADE IN AMER ACQUISITION | DRUGS MADE IN AMER ACQUISITION II CORP 0.00000000                                                | CUSIP: G2851K104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26300 | NS      | $262474.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LIN 5.875% 07/05/34 | LIMA METRO LINE 2 FIN LT REGD 5.87500000                                                         | CUSIP: G54897AA4<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    111839 | PA      | $115908.05    | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINAN ZCP 09/30/36 | RUTAS 2 & 7 FINANCE LTD REGD ZCP REG S 0.00000000                                                | CUSIP: G77265AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    146667 | PA      | $113404.11    | 0.04%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSLATIONAL DEVELOPMENT AC   | TRANSLATIONAL DEVELOPMENT AC 0.00000000                                                          | CUSIP: G9008W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21800 | NS      | $229554.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE PEARL ACQUISITION CORP   | WHITE PEARL ACQUISITION CORP 0.00000000                                                          | CUSIP: G96193100<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     11000 | NS      | $108570.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEN ACQUSITION CORP            | WEN ACQUSITION CORP 0.00000000                                                                   | CUSIP: G9R39C103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     65883 | NS      | $670030.11    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| T/L K&N PARENT INC 0% 02/03/27 | T/L K&N PARENT INC REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2851239 | PA      | $2836983.24   | 1.03%             | 2027-02-03      | Variable      | 11.79%                | No            |                  3 | On Loan: No      |
| CHILE ELECTRICI 6.01% 01/20/33 | CHILE ELECTRICITY LUX REGD REG S 6.01000000                                                      | CUSIP: L15669AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    172000 | PA      | $180799.18    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL  5.125% 01/15/28 | MILLICOM INTL CELLULAR REGD REG S 5.12500000                                                     | CUSIP: L6388GAB6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $179557.77    | 0.07%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERN 5.25% 06/06/29 | ULTRAPAR INTERNATIONL SA REGD REG S 5.25000000                                                   | CUSIP: L9412AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201224.34    | 0.07%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T/L  888 ACQUIS 0% 07/03/2028_ | T/L 888 ACQUISITIONS  LIMITED  REGD 0.00000000                                                   | CUSIP: X2300HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1569502 | PA      | $1465522.49   | 0.53%             | 2028-07-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L DISH DBS ISSUE 0% 06/29/29 | T/L DISH DBS ISSUER LLC REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2047374 | PA      | $2055563.07   | 0.75%             | 2029-06-29      | Variable      | 11.25%                | No            |                  2 | On Loan: No      |
| T/L MARELLI NORTH 0% 03/13/26  | T/L MARELLI NORTH AMERICA_____  INC REGD 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1753268 | PA      | $1788333.18   | 0.65%             | 2026-03-13      | Variable      | 11.66%                | No            |                  2 | On Loan: No      |
| T/L MARELLI NORTH 0% 03/13/26  | T/L MARELLI NORTH AMERICA INC  0% 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1168845 | PA      | $1192222.11   | 0.43%             | 2026-03-13      | Variable      | 11.67%                | No            |                  2 | On Loan: No      |
| MINEJESA CAPIT 4.625% 08/10/30 | MINEJESA CAPITAL BV REGD REG S 4.62500000                                                        | CUSIP: N57445AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    129800 | PA      | $129842.70    | 0.05%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DE V/R 04/30/35 | BANCO INTERNAC DEL PERU REGD V/R REG S 6.39700000                                                | CUSIP: P13435AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    150000 | PA      | $155707.50    | 0.06%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER M V/R 10/01/28 | BANCO SANTANDER MEXICO REGD V/R REG S 7.52500000                                                 | CUSIP: P1507SAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $213420.40    | 0.08%             | 2028-10-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV V/R /PERP/     | CEMEX SAB DE CV REGD V/R /PERP/ REG S 5.12500000                                                 | CUSIP: P2253TJS9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199676.20    | 0.07%             | 2174-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 3% 09/30/29        | CODELCO INC REGD REG S 3.00000000                                                                | CUSIP: P3143NBE3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    200000 | PA      | $191673.62    | 0.07%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO S 4.634% 07/31/29 | GNL QUINTERO SA REGD 4.63400000                                                                  | CUSIP: P4909LAA8<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |     82400 | PA      | $82831.06     | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 4.5% 05/03/26 | REPUBLIC OF GUATEMALA REGD REG S 4.50000000                                                      | CUSIP: P5015VAF3<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |    200000 | PA      | $200072.00    | 0.07%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADOR 5.5% 12/06/32 | MEXICO GENERADORA DE ENE REGD 5.50000000                                                         | CUSIP: P66208AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    207848 | PA      | $210609.37    | 0.08%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROSOMNUS SLEEP TECHNOLOGIES   | PROSOMNUS SLEEP TECHNOLOGIES   INC 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    833981 | NS      | $833981.00    | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| EQVA ASA V/R 02/04/30/NOK/     | EQVA ASA /NOK/ REGD V/R 11.86000000                                                              | CUSIP: R2R90QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $420695.64    | 0.15%             | 2030-02-04      | Variable      | 11.86%                | Yes           |                  2 | On Loan: No      |
| NBM US HOLDINGS IN 7% 05/14/26 | NBM US HOLDINGS INC REGD REG S 7.00000000                                                        | CUSIP: U63768AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199478.70    | 0.07%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 6.1% 04/30/30 | OFFICE CHERIFIEN DES PHO REGD REG S 6.10000000                                                   | CUSIP: V6560ABM3<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    200000 | PA      | $208999.70    | 0.08%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GO NORTH GROUP AB /SEK/        | GO NORTH GROUP AB /SEK/ 0.00000000                                                               | CUSIP: W3578F115<br>LEI: N/A                  | Long             | EC               | CORP              | SE        | 438406339 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GO NORTH GROUP AB V/R 02/09/26 | GO NORTH GROUP AB REGD V/R EMTN 9.58339500                                                       | CUSIP: W3578FAJ6<br>LEI: 636700UB68QRCB53V204 | Long             | DBT              | CORP              | SE        |   1193803 | PA      | $1193803.00   | 0.44%             | 2030-01-22      | Variable      | 9.58%                 | No            |                  3 | On Loan: No      |
| GO NORTH GRO V/R 03/17/2026    | GO NORTH GROUP AB VARIABLE     REGD 1.00000000                                                   | CUSIP: W3578FAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |   1642106 | PA      | $1642106.00   | 0.60%             | 2026-03-17      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| MAGLE CHEMOS V/R 07/04/28/SEK/ | MAGLE CHEMOSWED HOLD /SEK/ REGD V/R REG S 8.45800000                                             | CUSIP: W4147YAA4<br>LEI: 549300FNJZS6NGFB6M31 | Long             | DBT              | CORP              | SE        |  11250000 | PA      | $1208746.17   | 0.44%             | 2028-07-04      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| TRUSTLY AB V/R 10/08/30/EUR/   | TRUSTLY AB /EUR/ REGD V/R 8.77600000                                                             | CUSIP: W9679YAA9<br>LEI: 549300MVSSPGPLS7JG31 | Long             | DBT              | CORP              | SE        |   1800000 | PA      | $1978007.87   | 0.72%             | 2030-10-08      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDING V/R 03/10/31 | DBS GROUP HOLDINGS LTD REGD V/R EMTN SER GMTN 1.82200000                                         | CUSIP: Y20246J57<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199812.40    | 0.07%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCT 4.95% 01/21/29 | JSW INFRASTRUCTURE REGD REG S EMTN 4.95000000                                                    | CUSIP: Y4470XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200498.65    | 0.07%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENER 4.125% 05/18/31 | JSW HYDRO ENERGY LT REGD REG S 4.12500000                                                        | CUSIP: Y4S71YAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    139000 | PA      | $131318.56    | 0.05%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TW 3.75% 04/06/27 | MISC CAPITAL TWO LABUAN REGD REG S EMTN 3.75000000                                               | CUSIP: Y6080GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | MY        |    200000 | PA      | $199327.00    | 0.07%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE B V/R 06/15/32 | OVERSEA-CHINESE BANKING REGD V/R REG S 4.60200000                                                | CUSIP: Y65738T58<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $201083.60    | 0.07%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Brinker Capital Destinations Trust

**Signature:** Brian Ferko

**Name of Signer:** Brian Ferko

**Title:** Chief Operating Officer and Chief Compliance Officer